Posted on

Macro Risk Positions Change

The risk model increases implied position in Nikkei225 on market close 24 June 2022 from +0.5 to +1.0.

Implied risk positions will thereafter 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 increases implied position in Nikkei225 on market close 23 June 2022 from 0 (flat) 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 increases implied position in Nikkei225 on market close 22 June 2022 from -0.5 to 0 (flat).

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

The risk model increases implied position in Nikkei225 on market close 21 June 2022 from -1.0 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