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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

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Macro Risk Positions Change 3 April 2023

The risk model changes implied position in the Nikkei225 index futures on market close 3 April 2023, from 0.0 to 1.0.

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

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Macro Risk Positions Change 23 March 2023

The risk model changes implied position in the Nikkei225 index futures on market close 23 March 2023, from -0.5 to 0.0.

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

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Macro Risk Positions Change 14 February 2023

The risk model changes implied position in the SP500 index futures on market close 14 February 2023, from -0.5 to -1.0.

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

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Macro Risk Positions Change 8 February 2023

The risk model changes implied position in the SP500 index futures on market close, 8 February 2023, 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 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