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Macro Risk Positions Change 30 June 2023

The risk model changes implied position in the US 10y Treasury futures on market close 30 June 2023, from 0.0 to -0.5.

Implied risk positions are from then on:

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

Posted on

Macro Risk Positions Change 29 June 2023

The risk model changes implied position in the US 10y Treasury futures on market close 29 June 2023, from +0.5 to 0.0.

Implied risk positions are from then on:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                      +2.0
Fixed Income (US 10y TN):       0.0

Posted on

Macro Risk Positions Change 28 June 2023

The risk model changes implied position in the US 10y Treasury futures on market close 28 June 2023, from 1.0 to 0.5.

Implied risk positions are from then on:

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

Posted on

Macro Risk Positions Change 14 June 2023

The risk model changes implied position in the Nikkei225 index futures on market close 14 June 2023, from 1.5 to 2.0.

Implied risk positions are from then on:

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

Posted on

Macro Risk Positions Change 13 June 2023

The risk model changes implied position in the Nikkei225 index futures on market close 13 June 2023, from 1.0 to 1.5.

Implied risk positions are from then on:

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