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⚠️ Cross-Asset Market Impact: Non Farm Payrolls

Writer: Rosbel DuránRosbel Durán
  • Data compiled by Bloomberg

  • Avg Response 30 min into the release: ES1 +0.11%, U.S. 10Y Yield +0.70%, USD/JPY -0.09%

  • Looking back at the history Non Farm Payrolls releases, S&P 500 front month futures have closed higher 9/12, the upper bound response of 1-std dev is 0.23% 30 min. after the release




 
 

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