Events
The economic calendar with standardised surprises, the instruments each event affects, and the event policy in force now. Policy rules are configuration (event_policy.yaml, evpol-1.0.0+391f9e5d); event risk never triggers a trade on its own.
MOCK calendar: rule-generated dates and synthetic values, not official releases or rates. Surprises, rates, yields and the surprise index below are computed from that synthetic data.
| Instrument | Ordinary strategies | Event-driven | Event risk | Driving event | Expected move | Rules applied |
|---|---|---|---|---|---|---|
| EUR/USD | CLEAR | CLEAR | 0.00 | — | — | — |
| GBP/USD | CLEAR | CLEAR | 0.00 | — | — | — |
| USD/JPY | CLEAR | CLEAR | 0.03 | BOJ 3h 54m ago | 4.7× empirical | — |
| AUD/USD | CLEAR | CLEAR | 0.00 | — | — | — |
| XAUUSD | CLEAR | CLEAR | 0.01 | BOJ 3h 54m ago | 1.7× empirical | — |
| WTI | CLEAR | CLEAR | 0.00 | — | — | — |
| BTCUSD | CLEAR | CLEAR | 0.00 | — | — | — |
| ETHUSD | CLEAR | CLEAR | 0.00 | — | — | — |
| Time (UTC) | Ccy | Event | Impact | Previous | Consensus | Actual | Surprise | Affected (relevance) | Risk now |
|---|---|---|---|---|---|---|---|---|---|
| 09-04 12:30Z 14d ago | USD | US non-farm payrolls · k jobs | CRITICAL | 11.0 | -36.6 | -145 | -1.60σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-04 12:30Z 14d ago | USD | US unemployment rate · % | HIGH | 4.18% | 4.13% | 4.14% | +0.04σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-09 12:30Z 9d ago | USD | US consumer prices · % y/y | CRITICAL | 2.98% | 3.12% | 3.22% | +1.12σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-09 14:30Z 9d ago | USD | EIA crude oil inventories · M bbl change | HIGH | -1.75 | 0.07 | 1.72 | +0.61σ | WTI 1.0 | 0.00 |
| 09-10 12:30Z 8d ago | USD | US producer prices · % y/y | MEDIUM | 2.72% | 2.74% | 2.60% | -0.74σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-11 14:00Z 7d ago | USD | US 1-year inflation expectations (UMich) · % 1y | MEDIUM | 1.29% | 1.63% | 1.30% | -1.66σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-16 12:30Z 42h 24m ago | USD | US retail sales · % m/m | HIGH | 2.92% | 2.19% | 1.82% | -0.83σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-16 14:30Z 40h 24m ago | USD | EIA crude oil inventories · M bbl change | HIGH | 1.72 | 1.92 | 3.54 | +0.60σ | WTI 1.0 | 0.00 |
| 09-16 18:00Z 36h 54m ago | USD | FOMC rate decision · % upper bound | CRITICAL | 4.50% | 4.50% | 4.50% | 0.00σ | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
| 09-16 18:30Z 36h 24m ago | USD | Fed press conference | HIGH | — | — | — | — | AUD/USD 1.0EUR/USD 1.0GBP/USD 1.0USD/JPY 1.0+4 | 0.00 |
Macro
| Series | Category | Latest | Consensus | Surprise | Released | Last 8 |
|---|---|---|---|---|---|---|
| US consumer prices monthly | inflation | 3.22% | 3.12% | +1.12σ | 09-09 12:30Z | |
| US producer prices monthly | inflation | 2.60% | 2.74% | -0.74σ | 09-10 12:30Z | |
| US non-farm payrolls monthly | employment | -145 | -36.6 | -1.60σ | 09-04 12:30Z | |
| US unemployment rate monthly | employment | 4.14% | 4.13% | +0.04σ | 09-04 12:30Z | |
| US retail sales monthly | consumption | 1.82% | 2.19% | -0.83σ | 09-16 12:30Z | |
| US ISM manufacturing PMI monthly | growth | 45.1 | 45.4 | -0.26σ | 09-01 14:00Z | |
| US GDP (advance) quarterly | growth | 4.59% | 5.58% | -1.88σ | 07-30 12:30Z | |
| US consumer confidence (Conference Board) monthly | consumption | 94.0 | 85.5 | +2.36σ | 08-25 14:00Z | |
| US 1-year inflation expectations (UMich) monthly | inflation | 1.30% | 1.63% | -1.66σ | 09-11 14:00Z | |
| Euro area flash CPI monthly | inflation | 2.65% | 2.69% | -0.36σ | 09-01 09:00Z | |
| UK consumer prices monthly | inflation | 3.48% | 3.63% | -0.90σ | 09-16 06:00Z | |
| Australia employment change monthly | employment | -25.1 | -21.2 | -0.18σ | 09-17 01:30Z | |
| China official manufacturing PMI monthly | growth | 51.1 | 51.3 | -0.41σ | 08-31 01:30Z | |
| EIA crude oil inventories weekly | commodities | 3.54 | 1.92 | +0.60σ | 09-16 14:30Z |
| Bank | Rate | Last move | Next decision |
|---|---|---|---|
| FED USD | 4.50% | 0bp | 11-18 19:00Z |
| ECB EUR | 5.00% | 0bp | 10-08 12:15Z |
| BOE GBP | 6.25% | +25bp | 11-05 12:00Z |
| BOJ JPY | -0.60% | −25bp | 10-16 03:00Z |
| SNB CHF | 1.50% | 0bp | 12-17 08:30Z |
| RBA AUD | 3.60% | 0bp | 11-03 03:30Z |
| BOC CAD | 5.00% | 0bp | 10-07 13:45Z |
| RBNZ NZD | 6.25% | 0bp | 10-14 01:00Z |
US2Y 3.87%5Y n/a10Y 4.05%30Y n/a2s10s +18bp
DE2Y 0.11%10Y n/a2s10s n/a
n/a: the data source has no series for that tenor; nothing is interpolated.
USD−0.12σ40 ev
EUR−0.12σ5 ev
GBP+0.14σ5 ev
JPY−3.72σ2 ev
AUD+0.04σ6 ev
CNY−0.70σ3 ev
Importance-weighted mean of standardised surprises over 90 days, 30-day half-life.