Macro Risk Positions Change

The risk model reduces again implied position in Nikkei225 on market close 4 May 2022 from 0.0 to -0.5.

Implied risk positions will thereafter be:

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

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