********************************************************************************
Duplicate markets report produced on 23/03/2026 21:33
********************************************************************************
List of duplicate markets eg mini and micro, or dual listing; recommendations as to which to trade
No changes to duplicate markets required
==================================================================================================================================================
No change required Current list of included markets ['CORN'], excluded markets ['CORN_mini'] Best market CORN, current included market(s) ['CORN']
==================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
CORN 0.002738 129057.0 446.36 3459.0
CORN_mini NaN NaN NaN NaN
====================================================================================================================================================================
No change required Current list of included markets ['GAS_US_mini'], excluded markets ['GAS_US'] Best market GAS_US_mini, current included market(s) ['GAS_US_mini']
====================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
GAS_US NaN NaN NaN NaN
GAS_US_mini 0.00124 1724.0 10.94 6348.0
==============================================================================================================================================
No change required Current list of included markets ['VIX'], excluded markets ['VIX_mini'] Best market VIX, current included market(s) ['VIX']
==============================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
VIX 0.002017 86539.0 1174.45 13571.0
VIX_mini NaN NaN NaN NaN
==================================================================================================================================================================
No change required Current list of included markets ['GASOLINE'], excluded markets ['GASOLINE_mini'] Best market GASOLINE, current included market(s) ['GASOLINE']
==================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
GASOLINE 0.000245 17658.0 959.42 54334.0
GASOLINE_mini NaN NaN NaN NaN
=======================================================================================================================================================================
No change required Current list of included markets ['NASDAQ_micro'], excluded markets ['NASDAQ'] Best market NASDAQ_micro, current included market(s) ['NASDAQ_micro']
=======================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
NASDAQ NaN NaN NaN NaN
NASDAQ_micro 0.000126 344400.0 2999.82 8710.0
==============================================================================================================================================================
No change required Current list of included markets ['HEATOIL'], excluded markets ['HEATOIL_mini'] Best market HEATOIL, current included market(s) ['HEATOIL']
==============================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
HEATOIL_mini NaN NaN NaN NaN
HEATOIL 0.000204 19913.0 1706.82 85716.0
==============================================================================================================================================================
No change required Current list of included markets ['CRUDE_W'], excluded markets ['CRUDE_W_mini'] Best market CRUDE_W, current included market(s) ['CRUDE_W']
==============================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
CRUDE_W_mini NaN NaN NaN NaN
CRUDE_W 0.000547 113874.0 2532.18 22237.0
===========================================================================================================================================================================
No change required Current list of included markets ['JPY'], excluded markets ['JPY_micro', 'JPY-SGX-TITAN', 'JPY-SGX'] Best market JPY, current included market(s) ['JPY']
===========================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
JPY 0.0007 24446.0 195.32 7990.0
JPY-SGX NaN NaN NaN NaN
JPY_micro NaN NaN NaN NaN
JPY-SGX-TITAN NaN NaN NaN NaN
===============================================================================================================================================================
No change required Current list of included markets ['GOLD_micro'], excluded markets ['GOLD'] Best market GOLD_micro, current included market(s) ['GOLD_micro']
===============================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
GOLD NaN NaN NaN NaN
GOLD_micro 0.00013 187870.0 2849.84 15169.0
==========================================================================================================================================================
No change required Current list of included markets ['COPPER'], excluded markets ['COPPER-mini'] Best market COPPER, current included market(s) ['COPPER']
==========================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
COPPER-mini NaN NaN NaN NaN
COPPER 0.00028 873.0 42.79 49018.0
======================================================================================================================================================
No change required Current list of included markets ['WHEAT'], excluded markets ['WHEAT_mini'] Best market WHEAT, current included market(s) ['WHEAT']
======================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
WHEAT_mini NaN NaN NaN NaN
WHEAT 0.001193 50125.0 398.01 7940.0
====================================================================================================================================================================
No change required Current list of included markets ['SILVER-mini'], excluded markets ['SILVER'] Best market SILVER-mini, current included market(s) ['SILVER-mini']
====================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
SILVER NaN NaN NaN NaN
SILVER-mini 0.000344 1157.0 174.5 150880.0
===================================================================================================================================================================
No change required Current list of included markets ['SP500_micro'], excluded markets ['SP500'] Best market SP500_micro, current included market(s) ['SP500_micro']
===================================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
SP500 NaN NaN NaN NaN
SP500_micro 0.000276 353145.0 1626.5 4606.0
=========================================================================================================================================================
No change required Current list of included markets ['NIKKEI'], excluded markets ['NIKKEI-JPY'] Best market NIKKEI, current included market(s) ['NIKKEI']
=========================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
NIKKEI-JPY NaN NaN NaN NaN
NIKKEI 0.000174 173055.0 1804.87 10429.0
==============================================================================================================================================================
No change required Current list of included markets ['SOYBEAN'], excluded markets ['SOYBEAN_mini'] Best market SOYBEAN, current included market(s) ['SOYBEAN']
==============================================================================================================================================================
SR_cost volume_contracts volume_risk contract_size
SOYBEAN_mini NaN NaN NaN NaN
SOYBEAN 0.001338 73501.0 575.12 7825.0
=============================================
Potenially uncorrelated configured duplicates
=============================================
Empty DataFrame
Columns: [included, excluded, correlation]
Index: []
===================================
Potentially unconfigured duplicates
===================================
first second correlation
10 US20 US30 0.99
6 US10 US5 0.98
0 BOBL BUND 0.97
5 US10 US10U 0.97
1 BOBL EURIBOR-ICE 0.97
4 SOFR US5 0.97
3 SOFR US10 0.97
7 US10U US20 0.97
2 BTP OAT 0.96
8 US10U US30 0.95
9 US2 US5 0.95
********************************************************************************
END OF REPORT
********************************************************************************