Macro Risk Positions Change 28 June 2023

The risk model changes implied position in the US 10y Treasury futures on market close 28 June 2023, from 1.0 to 0.5.

Implied risk positions are from then on:

US (SP500):                                    -1.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       +2.0
Fixed Income (US 10y TN):      +0.5

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