The risk model changes implied position in the SP500 index futures on market close, 8 February 2023, from 0.0 to -0.5.
Implied risk positions are from then on:
US (SP500): -0.5
EU (Estoxx50): -1.0
Japan (Nikkei225): -0.5
Fixed Income (US 10y TN): +1.0

