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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

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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

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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

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Macro Risk Positions Change 1 May 2024

The risk model changes implied position in the SP500 futures from -0.5 to -1.0, and in the Nikkei225 futures, from 1.0 to 0.5, at market close (locally) on 1 May 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

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Macro Risk Positions Change 1 April 2024

The risk model changes implied position in the SP500 futures on market close (locally) on 1 April 2024, from 0.0 to -0.5.

Implied risk positions are from then on:

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

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Macro Risk Positions Change 21 March 2024

The risk model changes implied position in the Nikkei225 futures on market close (locally) on 21 March 2024, from 0.5 to 1.0.

Implied risk positions are from then on:

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