Posted on

Macro Risk Positions Change 24 June 2024

The risk model changes implied position in the Nikkei225 futures, from -0.5 to -1.0, at market close (locally) on 24 June 2024.

Implied risk positions are from then on:

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 21 June 2024

The risk model changes implied position in the Nikkei225 futures, from 0.0 to -0.5, at market close (locally) on 21 June 2024.

Implied risk positions are from then on:

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 3 June 2024

The risk model changes implied position in the Nikkei225 futures, from 0.5 to 0.0, at market close (locally) on 3 June 2024.

Implied risk positions are from then on:

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