Macro Risk Positions Change 2 October 2023

The risk model changes implied position in the Nikkei225 futures on market close (locally) on 2 October 2023, from 0.0 to -0.5.

Implied risk positions are from then on:

US (SP500):                                   ±0.0
EU (Estoxx50):                               -1.0
Japan (Nikkei225):                       -0.5
Fixed Income (US 10y TN):      -1.0