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Instrument risk report produced on 21/05/2026 21:30
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Risk calculation for different instruments, columns as follows:
A- daily_price_stdev: Standard deviation, price points, per day
B- annual_price_stdev: Standard deviation, price points, per year =A*16
C- price: Price
D- daily_perc_stdev: Standard deviation, percentage (1=1%), per day =A/C
E- annual_perc_stdev: Standard deviation, percentage (1=1%), per year = B/C = D*16
F- point_size_base: Futures multiplier in base (account) currency
G- contract_exposure: Notional value of one contract = F*C
H- annual_risk_per_contract: Standard deviation, base currency, per year = B * F = E * G
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Risk of all instruments with data - sorted by annualised % standard deviation
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daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev point_size_base contract_exposure annual_risk_per_contract
SOFR 0.0544 0.871 96.0850 0.057 0.9 2.500000e+03 240212.0 2177.0
EURIBOR-ICE 0.0554 0.886 97.2900 0.057 0.9 2.906038e+03 282728.0 2575.0
US2 0.0942 1.508 103.2031 0.091 1.5 2.000000e+03 206406.0 3015.0
SHATZ 0.1037 1.660 105.7650 0.098 1.6 1.162415e+03 122943.0 1929.0
US5 0.2390 3.824 106.8594 0.224 3.6 1.000000e+03 106859.0 3824.0
BOBL 0.2654 4.247 115.3400 0.230 3.7 1.162415e+03 134073.0 4937.0
CAD 0.0019 0.030 0.7264 0.259 4.1 1.000000e+05 72640.0 3012.0
JGB-SGX-mini 0.3379 5.406 127.9300 0.264 4.2 6.288440e+02 80448.0 3400.0
US10 0.3586 5.738 108.9844 0.329 5.3 1.000000e+03 108984.0 5738.0
DX 0.3552 5.683 99.2150 0.358 5.7 1.000000e+03 99215.0 5683.0
EUR 0.0042 0.068 1.1625 0.365 5.8 1.250000e+05 145312.0 8488.0
BUND 0.4614 7.383 125.0400 0.369 5.9 1.162415e+03 145348.0 8582.0
US10U 0.4507 7.212 110.9375 0.406 6.5 1.000000e+03 110938.0 7212.0
OAT 0.5302 8.483 119.2900 0.444 7.1 1.162415e+03 138664.0 9861.0
CHF 0.0057 0.091 1.2726 0.447 7.2 1.250000e+05 159075.0 11383.0
GBP 0.0061 0.097 1.3430 0.453 7.2 6.250000e+04 83938.0 6079.0
BTP 0.5822 9.316 117.3500 0.496 7.9 1.162415e+03 136409.0 10829.0
MXP 0.0003 0.005 0.0576 0.543 8.7 5.000000e+05 28825.0 2505.0
JPY 0.0000 0.001 0.0063 0.553 8.8 1.250000e+07 78719.0 6966.0
AUD 0.0040 0.064 0.7141 0.559 8.9 1.000000e+05 71410.0 6386.0
US20 0.6726 10.761 110.3750 0.609 9.7 1.000000e+03 110375.0 10761.0
NZD 0.0036 0.058 0.5876 0.621 9.9 1.000000e+05 58765.0 5837.0
US30 0.7725 12.361 112.8125 0.685 11.0 1.000000e+03 112812.0 12361.0
BUXL 0.8158 13.053 107.5400 0.759 12.1 1.162415e+03 125006.0 15173.0
SP500_micro 56.7727 908.363 7455.5000 0.761 12.2 5.000000e+00 37278.0 4542.0
SMI 109.1783 1746.853 13538.0000 0.806 12.9 1.270700e+01 172031.0 22198.0
DOW 418.3312 6693.299 50332.0000 0.831 13.3 5.000000e-01 25166.0 3347.0
SOYBEAN 10.8247 173.195 1186.5000 0.912 14.6 5.000000e+01 59325.0 8660.0
LIVECOW 2.3201 37.122 240.1500 0.966 15.5 4.000000e+02 96060.0 14849.0
LUMBER-new 5.9181 94.689 585.0000 1.012 16.2 2.750000e+01 16088.0 2604.0
NASDAQ_micro 299.2411 4787.857 29307.5000 1.021 16.3 2.000000e+00 58615.0 9576.0
SP400 38.7587 620.140 3645.2000 1.063 17.0 1.000000e+02 364520.0 62014.0
CAC 88.5359 1416.574 8129.5000 1.089 17.4 1.162400e+01 94499.0 16466.0
FEEDCOW 3.9595 63.353 356.5250 1.111 17.8 5.000000e+02 178262.0 31676.0
SOYMEAL 3.5899 57.439 318.8000 1.126 18.0 1.000000e+02 31880.0 5744.0
CANOLA 8.5579 136.927 759.8000 1.126 18.0 1.453100e+01 11041.0 1990.0
LEANHOG 1.1666 18.665 100.4000 1.162 18.6 4.000000e+02 40160.0 7466.0
DAX 292.1100 4673.760 24827.0000 1.177 18.8 1.162000e+00 28859.0 5433.0
CORN 5.7268 91.629 485.7500 1.179 18.9 5.000000e+01 24288.0 4581.0
EUROSTX 71.1934 1139.094 6026.0000 1.181 18.9 1.162400e+01 70047.0 13241.0
RICE 0.1631 2.609 13.3700 1.220 19.5 2.000000e+03 26740.0 5218.0
RUSSELL 35.0903 561.445 2838.2000 1.236 19.8 5.000000e+00 14191.0 2807.0
SOYOIL 0.9214 14.743 71.0200 1.297 20.8 6.000000e+02 42612.0 8846.0
GOLD_micro 63.8853 1022.164 4566.9000 1.399 22.4 1.000000e+01 45669.0 10222.0
NIKKEI 1026.2573 16420.117 62005.0000 1.655 26.5 6.290000e-01 38991.0 10326.0
SUGAR11 0.2581 4.129 15.3900 1.677 26.8 1.120000e+03 17237.0 4625.0
WHEAT 12.3769 198.030 680.7500 1.818 29.1 5.000000e+01 34038.0 9902.0
OATIES 6.7573 108.117 370.5000 1.824 29.2 5.000000e+01 18525.0 5406.0
COPPER 0.1160 1.856 6.3350 1.831 29.3 2.500000e+04 158375.0 46401.0
REDWHEAT 12.9424 207.078 697.7500 1.855 29.7 5.000000e+01 34888.0 10354.0
CRUDE_W 1.5663 25.061 82.2500 1.904 30.5 1.000000e+03 82250.0 25061.0
COTTON2 1.5174 24.279 78.1000 1.943 31.1 5.000000e+02 39050.0 12139.0
GASOLINE 0.0686 1.098 3.2115 2.136 34.2 4.200000e+04 134883.0 46103.0
VIX 0.4743 7.589 21.7500 2.181 34.9 1.000000e+03 21750.0 7589.0
COFFEE 5.8862 94.180 264.5500 2.225 35.6 3.750000e+02 99206.0 35317.0
BITCOIN 1742.7354 27883.766 77690.0000 2.243 35.9 1.000000e-01 7769.0 2788.0
ROBUSTA 77.1856 1234.969 3400.0000 2.270 36.3 1.000000e+01 34000.0 12350.0
HEATOIL 0.0980 1.569 3.6665 2.674 42.8 4.200000e+04 153993.0 65878.0
PLAT 53.1041 849.665 1962.4000 2.706 43.3 5.000000e+01 98120.0 42483.0
PALLAD 39.5758 633.213 1419.0000 2.789 44.6 1.000000e+02 141900.0 63321.0
GASOIL 31.7160 507.455 1065.5000 2.977 47.6 1.000000e+02 106550.0 50746.0
GAS_US_mini 0.0944 1.510 3.1400 3.006 48.1 2.500000e+03 7850.0 3775.0
SILVER-mini 2.7277 43.643 77.6625 3.512 56.2 2.500000e+03 194156.0 109107.0
OJ 8.2321 131.713 166.9000 4.932 78.9 1.500000e+02 25035.0 19757.0
COCOA 204.2848 3268.558 3814.0000 5.356 85.7 1.000000e+01 38140.0 32686.0
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Risk of all instruments with data - sorted by annualised currency risk per contract
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daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev point_size_base contract_exposure annual_risk_per_contract
SHATZ 0.1037 1.660 105.7650 0.098 1.6 1.162415e+03 122943.0 1929.0
CANOLA 8.5579 136.927 759.8000 1.126 18.0 1.453100e+01 11041.0 1990.0
SOFR 0.0544 0.871 96.0850 0.057 0.9 2.500000e+03 240212.0 2177.0
MXP 0.0003 0.005 0.0576 0.543 8.7 5.000000e+05 28825.0 2505.0
EURIBOR-ICE 0.0554 0.886 97.2900 0.057 0.9 2.906038e+03 282728.0 2575.0
LUMBER-new 5.9181 94.689 585.0000 1.012 16.2 2.750000e+01 16088.0 2604.0
BITCOIN 1742.7354 27883.766 77690.0000 2.243 35.9 1.000000e-01 7769.0 2788.0
RUSSELL 35.0903 561.445 2838.2000 1.236 19.8 5.000000e+00 14191.0 2807.0
CAD 0.0019 0.030 0.7264 0.259 4.1 1.000000e+05 72640.0 3012.0
US2 0.0942 1.508 103.2031 0.091 1.5 2.000000e+03 206406.0 3015.0
DOW 418.3312 6693.299 50332.0000 0.831 13.3 5.000000e-01 25166.0 3347.0
JGB-SGX-mini 0.3379 5.406 127.9300 0.264 4.2 6.288440e+02 80448.0 3400.0
GAS_US_mini 0.0944 1.510 3.1400 3.006 48.1 2.500000e+03 7850.0 3775.0
US5 0.2390 3.824 106.8594 0.224 3.6 1.000000e+03 106859.0 3824.0
SP500_micro 56.7727 908.363 7455.5000 0.761 12.2 5.000000e+00 37278.0 4542.0
CORN 5.7268 91.629 485.7500 1.179 18.9 5.000000e+01 24288.0 4581.0
SUGAR11 0.2581 4.129 15.3900 1.677 26.8 1.120000e+03 17237.0 4625.0
BOBL 0.2654 4.247 115.3400 0.230 3.7 1.162415e+03 134073.0 4937.0
RICE 0.1631 2.609 13.3700 1.220 19.5 2.000000e+03 26740.0 5218.0
OATIES 6.7573 108.117 370.5000 1.824 29.2 5.000000e+01 18525.0 5406.0
DAX 292.1100 4673.760 24827.0000 1.177 18.8 1.162000e+00 28859.0 5433.0
DX 0.3552 5.683 99.2150 0.358 5.7 1.000000e+03 99215.0 5683.0
US10 0.3586 5.738 108.9844 0.329 5.3 1.000000e+03 108984.0 5738.0
SOYMEAL 3.5899 57.439 318.8000 1.126 18.0 1.000000e+02 31880.0 5744.0
NZD 0.0036 0.058 0.5876 0.621 9.9 1.000000e+05 58765.0 5837.0
GBP 0.0061 0.097 1.3430 0.453 7.2 6.250000e+04 83938.0 6079.0
AUD 0.0040 0.064 0.7141 0.559 8.9 1.000000e+05 71410.0 6386.0
JPY 0.0000 0.001 0.0063 0.553 8.8 1.250000e+07 78719.0 6966.0
US10U 0.4507 7.212 110.9375 0.406 6.5 1.000000e+03 110938.0 7212.0
LEANHOG 1.1666 18.665 100.4000 1.162 18.6 4.000000e+02 40160.0 7466.0
VIX 0.4743 7.589 21.7500 2.181 34.9 1.000000e+03 21750.0 7589.0
EUR 0.0042 0.068 1.1625 0.365 5.8 1.250000e+05 145312.0 8488.0
BUND 0.4614 7.383 125.0400 0.369 5.9 1.162415e+03 145348.0 8582.0
SOYBEAN 10.8247 173.195 1186.5000 0.912 14.6 5.000000e+01 59325.0 8660.0
SOYOIL 0.9214 14.743 71.0200 1.297 20.8 6.000000e+02 42612.0 8846.0
NASDAQ_micro 299.2411 4787.857 29307.5000 1.021 16.3 2.000000e+00 58615.0 9576.0
OAT 0.5302 8.483 119.2900 0.444 7.1 1.162415e+03 138664.0 9861.0
WHEAT 12.3769 198.030 680.7500 1.818 29.1 5.000000e+01 34038.0 9902.0
GOLD_micro 63.8853 1022.164 4566.9000 1.399 22.4 1.000000e+01 45669.0 10222.0
NIKKEI 1026.2573 16420.117 62005.0000 1.655 26.5 6.290000e-01 38991.0 10326.0
REDWHEAT 12.9424 207.078 697.7500 1.855 29.7 5.000000e+01 34888.0 10354.0
US20 0.6726 10.761 110.3750 0.609 9.7 1.000000e+03 110375.0 10761.0
BTP 0.5822 9.316 117.3500 0.496 7.9 1.162415e+03 136409.0 10829.0
CHF 0.0057 0.091 1.2726 0.447 7.2 1.250000e+05 159075.0 11383.0
COTTON2 1.5174 24.279 78.1000 1.943 31.1 5.000000e+02 39050.0 12139.0
ROBUSTA 77.1856 1234.969 3400.0000 2.270 36.3 1.000000e+01 34000.0 12350.0
US30 0.7725 12.361 112.8125 0.685 11.0 1.000000e+03 112812.0 12361.0
EUROSTX 71.1934 1139.094 6026.0000 1.181 18.9 1.162400e+01 70047.0 13241.0
LIVECOW 2.3201 37.122 240.1500 0.966 15.5 4.000000e+02 96060.0 14849.0
BUXL 0.8158 13.053 107.5400 0.759 12.1 1.162415e+03 125006.0 15173.0
CAC 88.5359 1416.574 8129.5000 1.089 17.4 1.162400e+01 94499.0 16466.0
OJ 8.2321 131.713 166.9000 4.932 78.9 1.500000e+02 25035.0 19757.0
SMI 109.1783 1746.853 13538.0000 0.806 12.9 1.270700e+01 172031.0 22198.0
CRUDE_W 1.5663 25.061 82.2500 1.904 30.5 1.000000e+03 82250.0 25061.0
FEEDCOW 3.9595 63.353 356.5250 1.111 17.8 5.000000e+02 178262.0 31676.0
COCOA 204.2848 3268.558 3814.0000 5.356 85.7 1.000000e+01 38140.0 32686.0
COFFEE 5.8862 94.180 264.5500 2.225 35.6 3.750000e+02 99206.0 35317.0
PLAT 53.1041 849.665 1962.4000 2.706 43.3 5.000000e+01 98120.0 42483.0
GASOLINE 0.0686 1.098 3.2115 2.136 34.2 4.200000e+04 134883.0 46103.0
COPPER 0.1160 1.856 6.3350 1.831 29.3 2.500000e+04 158375.0 46401.0
GASOIL 31.7160 507.455 1065.5000 2.977 47.6 1.000000e+02 106550.0 50746.0
SP400 38.7587 620.140 3645.2000 1.063 17.0 1.000000e+02 364520.0 62014.0
PALLAD 39.5758 633.213 1419.0000 2.789 44.6 1.000000e+02 141900.0 63321.0
HEATOIL 0.0980 1.569 3.6665 2.674 42.8 4.200000e+04 153993.0 65878.0
SILVER-mini 2.7277 43.643 77.6625 3.512 56.2 2.500000e+03 194156.0 109107.0
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Risk of all instruments with data - sorted by notional exposure per contract
==================================================================================================================================================================
daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev point_size_base contract_exposure annual_risk_per_contract
BITCOIN 1742.7354 27883.766 77690.0000 2.243 35.9 1.000000e-01 7769.0 2788.0
GAS_US_mini 0.0944 1.510 3.1400 3.006 48.1 2.500000e+03 7850.0 3775.0
CANOLA 8.5579 136.927 759.8000 1.126 18.0 1.453100e+01 11041.0 1990.0
RUSSELL 35.0903 561.445 2838.2000 1.236 19.8 5.000000e+00 14191.0 2807.0
LUMBER-new 5.9181 94.689 585.0000 1.012 16.2 2.750000e+01 16088.0 2604.0
SUGAR11 0.2581 4.129 15.3900 1.677 26.8 1.120000e+03 17237.0 4625.0
OATIES 6.7573 108.117 370.5000 1.824 29.2 5.000000e+01 18525.0 5406.0
VIX 0.4743 7.589 21.7500 2.181 34.9 1.000000e+03 21750.0 7589.0
CORN 5.7268 91.629 485.7500 1.179 18.9 5.000000e+01 24288.0 4581.0
OJ 8.2321 131.713 166.9000 4.932 78.9 1.500000e+02 25035.0 19757.0
DOW 418.3312 6693.299 50332.0000 0.831 13.3 5.000000e-01 25166.0 3347.0
RICE 0.1631 2.609 13.3700 1.220 19.5 2.000000e+03 26740.0 5218.0
MXP 0.0003 0.005 0.0576 0.543 8.7 5.000000e+05 28825.0 2505.0
DAX 292.1100 4673.760 24827.0000 1.177 18.8 1.162000e+00 28859.0 5433.0
SOYMEAL 3.5899 57.439 318.8000 1.126 18.0 1.000000e+02 31880.0 5744.0
ROBUSTA 77.1856 1234.969 3400.0000 2.270 36.3 1.000000e+01 34000.0 12350.0
WHEAT 12.3769 198.030 680.7500 1.818 29.1 5.000000e+01 34038.0 9902.0
REDWHEAT 12.9424 207.078 697.7500 1.855 29.7 5.000000e+01 34888.0 10354.0
SP500_micro 56.7727 908.363 7455.5000 0.761 12.2 5.000000e+00 37278.0 4542.0
COCOA 204.2848 3268.558 3814.0000 5.356 85.7 1.000000e+01 38140.0 32686.0
NIKKEI 1026.2573 16420.117 62005.0000 1.655 26.5 6.290000e-01 38991.0 10326.0
COTTON2 1.5174 24.279 78.1000 1.943 31.1 5.000000e+02 39050.0 12139.0
LEANHOG 1.1666 18.665 100.4000 1.162 18.6 4.000000e+02 40160.0 7466.0
SOYOIL 0.9214 14.743 71.0200 1.297 20.8 6.000000e+02 42612.0 8846.0
GOLD_micro 63.8853 1022.164 4566.9000 1.399 22.4 1.000000e+01 45669.0 10222.0
NASDAQ_micro 299.2411 4787.857 29307.5000 1.021 16.3 2.000000e+00 58615.0 9576.0
NZD 0.0036 0.058 0.5876 0.621 9.9 1.000000e+05 58765.0 5837.0
SOYBEAN 10.8247 173.195 1186.5000 0.912 14.6 5.000000e+01 59325.0 8660.0
EUROSTX 71.1934 1139.094 6026.0000 1.181 18.9 1.162400e+01 70047.0 13241.0
AUD 0.0040 0.064 0.7141 0.559 8.9 1.000000e+05 71410.0 6386.0
CAD 0.0019 0.030 0.7264 0.259 4.1 1.000000e+05 72640.0 3012.0
JPY 0.0000 0.001 0.0063 0.553 8.8 1.250000e+07 78719.0 6966.0
JGB-SGX-mini 0.3379 5.406 127.9300 0.264 4.2 6.288440e+02 80448.0 3400.0
CRUDE_W 1.5663 25.061 82.2500 1.904 30.5 1.000000e+03 82250.0 25061.0
GBP 0.0061 0.097 1.3430 0.453 7.2 6.250000e+04 83938.0 6079.0
CAC 88.5359 1416.574 8129.5000 1.089 17.4 1.162400e+01 94499.0 16466.0
LIVECOW 2.3201 37.122 240.1500 0.966 15.5 4.000000e+02 96060.0 14849.0
PLAT 53.1041 849.665 1962.4000 2.706 43.3 5.000000e+01 98120.0 42483.0
COFFEE 5.8862 94.180 264.5500 2.225 35.6 3.750000e+02 99206.0 35317.0
DX 0.3552 5.683 99.2150 0.358 5.7 1.000000e+03 99215.0 5683.0
GASOIL 31.7160 507.455 1065.5000 2.977 47.6 1.000000e+02 106550.0 50746.0
US5 0.2390 3.824 106.8594 0.224 3.6 1.000000e+03 106859.0 3824.0
US10 0.3586 5.738 108.9844 0.329 5.3 1.000000e+03 108984.0 5738.0
US20 0.6726 10.761 110.3750 0.609 9.7 1.000000e+03 110375.0 10761.0
US10U 0.4507 7.212 110.9375 0.406 6.5 1.000000e+03 110938.0 7212.0
US30 0.7725 12.361 112.8125 0.685 11.0 1.000000e+03 112812.0 12361.0
SHATZ 0.1037 1.660 105.7650 0.098 1.6 1.162415e+03 122943.0 1929.0
BUXL 0.8158 13.053 107.5400 0.759 12.1 1.162415e+03 125006.0 15173.0
BOBL 0.2654 4.247 115.3400 0.230 3.7 1.162415e+03 134073.0 4937.0
GASOLINE 0.0686 1.098 3.2115 2.136 34.2 4.200000e+04 134883.0 46103.0
BTP 0.5822 9.316 117.3500 0.496 7.9 1.162415e+03 136409.0 10829.0
OAT 0.5302 8.483 119.2900 0.444 7.1 1.162415e+03 138664.0 9861.0
PALLAD 39.5758 633.213 1419.0000 2.789 44.6 1.000000e+02 141900.0 63321.0
EUR 0.0042 0.068 1.1625 0.365 5.8 1.250000e+05 145312.0 8488.0
BUND 0.4614 7.383 125.0400 0.369 5.9 1.162415e+03 145348.0 8582.0
HEATOIL 0.0980 1.569 3.6665 2.674 42.8 4.200000e+04 153993.0 65878.0
COPPER 0.1160 1.856 6.3350 1.831 29.3 2.500000e+04 158375.0 46401.0
CHF 0.0057 0.091 1.2726 0.447 7.2 1.250000e+05 159075.0 11383.0
SMI 109.1783 1746.853 13538.0000 0.806 12.9 1.270700e+01 172031.0 22198.0
FEEDCOW 3.9595 63.353 356.5250 1.111 17.8 5.000000e+02 178262.0 31676.0
SILVER-mini 2.7277 43.643 77.6625 3.512 56.2 2.500000e+03 194156.0 109107.0
US2 0.0942 1.508 103.2031 0.091 1.5 2.000000e+03 206406.0 3015.0
SOFR 0.0544 0.871 96.0850 0.057 0.9 2.500000e+03 240212.0 2177.0
EURIBOR-ICE 0.0554 0.886 97.2900 0.057 0.9 2.906038e+03 282728.0 2575.0
SP400 38.7587 620.140 3645.2000 1.063 17.0 1.000000e+02 364520.0 62014.0
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END OF REPORT
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