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Macro Risk Positions Change 20 November 2023

The risk model changes implied position in the US Treasury futures on market close (locally) on 20 November 2023, from 0.0 to 1.0, and in the SP500 futures from -0.5 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

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Macro Risk Positions Change 17 November 2023

The risk model changes implied position in the US Treasury futures on market close (locally) on 17 November 2023, from -0.5 to 0.0.

Implied risk positions are from then on:

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

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Macro Risk Positions Change 16 November 2023

The risk model changes implied position in the US Treasury futures on market close (locally) on 16 November 2023, from -1.0 to -0.5.

Implied risk positions are from then on:

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