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