Posted on

Macro Risk Positions Change

The risk model reduces implied position in Nikkei225 on market close 5 May 2022 from -0.5 to -1.0.

Implied risk positions will then be:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       -1.0
Fixed Income (US 10y TN):      +1.0

Posted on

Macro Risk Positions Change

The risk model reduces again implied position in Nikkei225 on market close 4 May 2022 from 0.0 to -0.5.

Implied risk positions will thereafter be:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       -0.5
Fixed Income (US 10y TN):      +1.0

Posted on

Macro Risk Positions Change

The risk model will further reduce implied position in Nikkei225 on the next market close (3 May 2022) from +0.5 to +0.0.

Implied risk positions will thereafter be:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       ±0.0
Fixed Income (US 10y TN):      +1.0

Posted on

Macro Risk Positions Change

Implied model risk positions have changed today in Nikkei225 from +1.0 to +0.5 on the market close today 2 May 2022.

Current implied risk positions are:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +0.5
Fixed Income (US 10y TN):      +1.0