Volatility Box – September 17, 2019

Adapting to Increased Bond Volatility

In tonight’s video, we talk about how we navigated the chop in the 30-year bonds, ahead of tomorrow’s FOMC event. After the morning’s session, we adapted to the increased volatility in the /ZB futures, and switched over to our Conservative Volatility Box to end the day on a winning note.

We also use the CME FedWatch Tool to paint a contextual story on expectations for tomorrow’s event. 

We had a total of 3 trades, for a net P/L of +$218.75

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