The risk model continues to increase implied position in the US 10y Treasury Note on market close 20 July 2022 from +1.5 to +2.0.
Implied risk positions will thereafter be:
US (SP500): -1.0
EU (Estoxx50): -1.0
Japan (Nikkei225): +1.0
Fixed Income (US 10y TN): +2.0