Macro Risk Positions Change 1 May 2024

The risk model changes implied position in the SP500 futures from -0.5 to -1.0, and in the Nikkei225 futures, from 1.0 to 0.5, at market close (locally) on 1 May 2024.

Implied risk positions are from then on:

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