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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

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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

Posted on

Macro Risk Positions Change 1 September 2022

The risk model reduces implied position in the US 10y Treasury Note on market close today, 1 September 2022, from +1.5 to +1.0.

Implied risk positions will thereafter be:

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

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Macro Risk Positions Change 31 August 2022

The risk model reduces implied position in the US 10y Treasury Note on market close today, 31 August 2022, from +2.0 to +1.5.

Implied risk positions will thereafter be:

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

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Macro Risk Positions Change 20 July 2022

The risk model continues to increase implied position in the US 10y Treasury Note on market close 20 July 2022 from +1.5 to +2.0.

Implied risk positions will thereafter be:

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

Posted on

Macro Risk Positions Change 19 July 2022

The risk model increases implied position in the US 10y Treasury Note on market close 19 July 2022 from +1.0 to +1.5.

Implied risk positions will thereafter be:

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