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The Plan for FOMC and Triple Witching. 

June 15, 2016

As we head into the middle of the week, the markets are poised for record volatility.  The VIX has spiked, the SKEW is at the highest levels since mid-January, and the Bund has gone negative.  What can Yellen say to stem this tide of panic?  We wish her the best, and here's how we will trade it.