How should traders respond to the Japanese bond storm?

In the face of abnormal fluctuations in Japanese government bonds, the most important thing for traders is not predicting the outcome, but adjusting risk assumptions.
My main approach includes three points:
* Reduce dependence on the long-term existence of ultra-low interest rates
* Increase tolerance and preparedness for rising volatility
* Avoid "betting on stability" in highly leveraged assets
The sell-off of Japanese bonds does not equate to a systemic crisis, but it reminds the market: some previously assumed premises are changing. For traders, adapting to these changes in advance is far more important than remedial actions afterward. #日本国债突现抛售风暴