Macro Risk Positions Change 4 August 2023

The risk model changes implied position in the Nikkei 225 futures on market close (locally) 4 August 2023, from 1.0 to 0.5.

Implied risk positions are from then on:

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

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