Macro Risk Positions Change 3 August 2023

The risk model changes implied position in the Nikkei 225 futures on market close (locally) 3 August 2023, from 1.5 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

Leave a Reply

Your email address will not be published.