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Macro Risk Positions Change 13 December 2022

The risk model changes implied position in the Nikkei225 index futures on market close, 13 December 2022, from 0.0 to -0.5.

Implied risk positions are from then on:

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

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Macro Risk Positions Change 12 December 2022

The risk model changes implied position in the Nikkei225 index futures on market close, 12 December 2022, from 0.5 to 0.0.

Implied risk positions are from then on:

US (SP500):                                    -0.5
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +0.0
Fixed Income (US 10y TN):      +1.0

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Macro Risk Positions Change 6 December 2022

The risk model changes implied position in the Nikkei225 index futures on market close, 6 December 2022, from 1.0 to 0.5.

Implied risk positions are from then on:

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

Posted on

Macro Risk Positions Change 5 December 2022

The risk model changes implied position in the Nikkei225 index futures on market close, 5 December 2022, from 1.5 to 1.0.

Implied risk positions are from then on:

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

Posted on

Macro Risk Positions Change 2 December 2022

The risk model changes implied position in the Nikkei225 index futures on market close, 2 December 2022, from 2.0 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