The risk model changes implied position in the US Treasury futures on market close (locally) on 20 November 2023, from 0.0 to 1.0, and in the SP500 futures from -0.5 to -1.0.
Implied risk positions are from then on:
US (SP500): -1.0
EU (Estoxx50): -1.0
Japan (Nikkei225): -1.0
Fixed Income (US 10y TN): 1.0