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Macro Risk Positions Change 1 April 2024

The risk model changes implied position in the SP500 futures on market close (locally) on 1 April 2024, from 0.0 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):        1.0

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Macro Risk Positions Change 21 March 2024

The risk model changes implied position in the Nikkei225 futures on market close (locally) on 21 March 2024, from 0.5 to 1.0.

Implied risk positions are from then on:

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

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Macro Risk Positions Change 20 March 2024

The risk model changes implied position in the Nikkei225 futures on market close (locally) on 20 March 2024, from 0.0 to 0.5.

Implied risk positions are from then on:

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

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Macro Risk Positions Change 1 February 2024

The risk model changes implied position in the Nikkei225 futures on market close (locally) on 1 February 2024, from -1.0 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 26 January 2024

The risk model changes implied position in the US SP500 futures on market close (locally) on 26 January 2024, from -1.0 to 0.0.

Implied risk positions are from then on:

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