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Macro Risk Positions Change 6 September 2023

The risk model changes implied position in the S&P500 futures on market close (locally) on 6 September 2023, from -0.5 to 0.0.

Implied risk positions are from then on:

US (SP500):                                   ±0.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                      ±0.0
Fixed Income (US 10y TN):      -1.0

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Macro Risk Positions Change 5 September 2023

The risk model changes implied position in the S&P500 futures on market close (locally) on 5 September 2023, from -1.0 to -0.5.

Implied risk positions are from then on:

US (SP500):                                    -0.5
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                      ±0.0
Fixed Income (US 10y TN):      -1.0