Macro Risk Positions Change 9 January 2023

The risk model changes implied position in the SP500 index futures on market close, 9 January 2023, from -0.5 to 0.0.

Implied risk positions are from then on:

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

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