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Macro Risk Positions Change 21 October 2022

The risk model changes implied position in the Nikkei225 index futures on market close today, 21 October 2022, from 1.5 to 2.0.

Implied risk positions will thereafter be:

US (SP500):                                    -0.5
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +2.0
Fixed Income (US 10y TN):      +1.0

Posted on

Macro Risk Positions Change 20 October 2022

The risk model changes implied position in the Nikkei225 index futures on market close today, 20 October 2022, from 1.0 to 1.5.

Implied risk positions will thereafter be:

US (SP500):                                    -0.5
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +1.5
Fixed Income (US 10y TN):      +1.0

Posted on

Macro Risk Positions Change 3 October 2022

The risk model changes implied position in the SP500 index futures on market close today, 3 October 2022, from -1.0 to -0.5.

Implied risk positions will thereafter be:

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