The risk model changes implied position in the S&P500 futures on market close (locally) on 5 September 2023, from -1.0 to -0.5.
Implied risk positions are from then on:
US (SP500): -0.5
EU (Estoxx50): -1.0
Japan (Nikkei225): ±0.0
Fixed Income (US 10y TN): -1.0

