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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