Gathering Info From “MOC” Numbers

After a relatively boring day in the markets, we had some volatility pick up into the final hour of trading in the 30-YR Bonds (/ZB).

We went from having a market on close sell-side imbalance of -$800M to having a buy-side imbalance of +$50M. 

In tonight’s video, we talk about how we use these market on close numbers and the timing of their release to trade the index and bond futures. 

We had a total of 2 trades,for a net daily P/L of +$867.50.


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