We expect a $0 movement on 6C within 4 hours following the event release at 16 Oct 12:30.

Based on the last 12 Inflation Rate YoY events in Canada, we expect a $0 movement on 6C within 4 hours following the event release at 16 Oct 12:30. We expect 6C to trend downwards 4 hours following the event release at 16 Oct 12:30 if the released value is < 2.1%Historical events that allowed us to draw this conclusion

18 Sep 12:30
27 Feb 13:30
19 Oct 12:30

All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).

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