Macro Risk Positions Change 1 September 2022

The risk model reduces implied position in the US 10y Treasury Note on market close today, 1 September 2022, from +1.5 to +1.0.

Implied risk positions will thereafter be:

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