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Macro Risk Positions Change 1 August 2023

The risk model changes implied position in the Nikkei 225 futures on market close (locally) 1 August 2023, from 2.0 to 1.5.

Implied risk positions are from then on:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                      +1.5
Fixed Income (US 10y TN):      -1.0

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Macro Risk Positions Change 3 July 2023

The risk model changes implied position in the US 10y Treasury futures on market close 3 July 2023, from -0.0 to -1.0.

Implied risk positions are from then on:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                      +2.0
Fixed Income (US 10y TN):      -1.0