Posted on

Macro Risk Positions Change 20 July 2022

The risk model continues to increase implied position in the US 10y Treasury Note on market close 20 July 2022 from +1.5 to +2.0.

Implied risk positions will thereafter be:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +1.0
Fixed Income (US 10y TN):      +2.0

Posted on

Macro Risk Positions Change 19 July 2022

The risk model increases implied position in the US 10y Treasury Note on market close 19 July 2022 from +1.0 to +1.5.

Implied risk positions will thereafter be:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +1.0
Fixed Income (US 10y TN):      +1.5