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Instrument risk report produced on 23/03/2026 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 0.0549 0.878 96.4600 0.057 0.9 2.500000e+03 241150.0 2195.0
EURIBOR-ICE 0.0560 0.897 97.3500 0.058 0.9 2.883388e+03 280698.0 2585.0
US2 0.1028 1.645 103.6367 0.099 1.6 2.000000e+03 207273.0 3290.0
SHATZ 0.1053 1.685 105.8600 0.099 1.6 1.153355e+03 122094.0 1943.0
BOBL 0.2516 4.026 115.6500 0.218 3.5 1.153355e+03 133386.0 4643.0
US5 0.2381 3.809 108.0000 0.220 3.5 1.000000e+03 108000.0 3809.0
JGB-SGX-mini 0.2952 4.724 131.0700 0.225 3.6 6.272050e+02 82208.0 2963.0
CAD 0.0023 0.037 0.7313 0.314 5.0 1.000000e+05 73130.0 3675.0
US10 0.3546 5.674 110.7969 0.320 5.1 1.000000e+03 110797.0 5674.0
BUND 0.4045 6.472 125.6600 0.322 5.2 1.153355e+03 144931.0 7464.0
US10U 0.4374 6.999 113.2031 0.386 6.2 1.000000e+03 113203.0 6999.0
OAT 0.4836 7.738 119.1000 0.406 6.5 1.153355e+03 137365.0 8924.0
DX 0.4560 7.296 98.9050 0.461 7.4 1.000000e+03 98905.0 7296.0
BTP 0.5669 9.070 116.8600 0.485 7.8 1.153355e+03 134781.0 10461.0
EUR 0.0058 0.093 1.1660 0.501 8.0 1.250000e+05 145744.0 11676.0
GBP 0.0071 0.114 1.3428 0.531 8.5 6.250000e+04 83925.0 7132.0
CHF 0.0070 0.112 1.2838 0.544 8.7 1.250000e+05 160469.0 13962.0
US20 0.7070 11.312 113.1875 0.625 10.0 1.000000e+03 113188.0 11312.0
JPY 0.0000 0.001 0.0064 0.628 10.1 1.250000e+07 79500.0 7990.0
BUXL 0.7025 11.240 109.8400 0.640 10.2 1.153355e+03 126685.0 12964.0
AUD 0.0049 0.079 0.7004 0.702 11.2 1.000000e+05 70040.0 7867.0
US30 0.8478 13.564 116.2500 0.729 11.7 1.000000e+03 116250.0 13564.0
NZD 0.0043 0.069 0.5879 0.737 11.8 1.000000e+05 58790.0 6928.0
MXP 0.0004 0.007 0.0558 0.765 12.2 5.000000e+05 27895.0 3416.0
SOYBEAN 9.7809 156.495 1148.5000 0.852 13.6 5.000000e+01 57425.0 7825.0
SP500_micro 57.5719 921.150 6625.5000 0.869 13.9 5.000000e+00 33128.0 4606.0
CORN 4.3233 69.172 486.2500 0.889 14.2 5.000000e+01 24312.0 3459.0
DOW 413.9135 6622.616 46440.0000 0.891 14.3 5.000000e-01 23220.0 3311.0
LIVECOW 2.2557 36.092 234.7000 0.961 15.4 4.000000e+02 93880.0 14437.0
COTTON2 0.6963 11.141 69.3800 1.004 16.1 5.000000e+02 34690.0 5570.0
CAC 78.7231 1259.569 7797.0000 1.010 16.2 1.153400e+01 89927.0 14527.0
LEANHOG 1.0626 17.002 104.3750 1.018 16.3 4.000000e+02 41750.0 6801.0
SMI 132.4324 2118.918 12287.0000 1.078 17.2 1.266200e+01 155572.0 26829.0
FEEDCOW 3.8333 61.333 348.2250 1.101 17.6 5.000000e+02 174112.0 30666.0
NASDAQ_micro 272.1964 4355.142 24407.7500 1.115 17.8 2.000000e+00 48816.0 8710.0
LUMBER-new 6.8145 109.031 596.0000 1.143 18.3 2.750000e+01 16390.0 2998.0
SP400 39.6060 633.696 3375.0000 1.174 18.8 1.000000e+02 337500.0 63370.0
EUROSTX 71.9010 1150.415 5543.0000 1.297 20.8 1.153400e+01 63930.0 13268.0
DAX 304.5527 4872.842 22963.0000 1.326 21.2 1.153000e+00 26484.0 5620.0
RICE 0.1534 2.455 11.2900 1.359 21.7 2.000000e+03 22580.0 4909.0
RUSSELL 34.2587 548.140 2515.4000 1.362 21.8 5.000000e+00 12577.0 2741.0
SOYMEAL 4.5010 72.016 323.6000 1.391 22.3 1.000000e+02 32360.0 7202.0
CANOLA 10.6986 171.177 732.5000 1.461 23.4 1.456300e+01 10667.0 2493.0
SOYOIL 0.9988 15.981 65.4400 1.526 24.4 6.000000e+02 39264.0 9589.0
SUGAR11 0.2396 3.834 15.6900 1.527 24.4 1.120000e+03 17573.0 4294.0
WHEAT 9.9256 158.810 632.7500 1.569 25.1 5.000000e+01 31638.0 7940.0
REDWHEAT 11.2514 180.022 620.0000 1.815 29.0 5.000000e+01 31000.0 9001.0
CRUDE_W 1.3898 22.237 74.2000 1.873 30.0 1.000000e+03 74200.0 22237.0
COFFEE 5.8357 93.371 300.0000 1.945 31.1 3.750000e+02 112500.0 35014.0
NIKKEI 1039.2811 16628.498 53015.0000 1.960 31.4 6.270000e-01 33251.0 10429.0
OATIES 7.1039 113.663 338.2500 2.100 33.6 5.000000e+01 16912.0 5683.0
GOLD_micro 94.8078 1516.925 4440.9000 2.135 34.2 1.000000e+01 44409.0 15169.0
COPPER 0.1225 1.961 5.5335 2.215 35.4 2.500000e+04 138338.0 49018.0
ROBUSTA 88.4355 1414.968 3559.0000 2.485 39.8 1.000000e+01 35590.0 14150.0
GASOLINE 0.0809 1.294 2.8637 2.823 45.2 4.200000e+04 120275.0 54334.0
BITCOIN 2281.0818 36497.310 71010.0000 3.212 51.4 1.000000e-01 7101.0 3650.0
VIX 0.8482 13.571 23.3500 3.633 58.1 1.000000e+03 23350.0 13571.0
HEATOIL 0.1276 2.041 3.4092 3.741 59.9 4.200000e+04 143186.0 85716.0
PALLAD 55.8526 893.642 1437.0000 3.887 62.2 1.000000e+02 143700.0 89364.0
PLAT 74.7158 1195.453 1890.6000 3.952 63.2 5.000000e+01 94530.0 59773.0
GASOIL 49.0140 784.223 959.0000 5.111 81.8 1.000000e+02 95900.0 78422.0
COCOA 168.5360 2696.575 3238.0000 5.205 83.3 1.000000e+01 32380.0 26966.0
OJ 8.6167 137.867 163.2500 5.278 84.5 1.500000e+02 24488.0 20680.0
SILVER-mini 3.7720 60.352 70.3625 5.361 85.8 2.500000e+03 175906.0 150880.0
GAS_US_mini 0.1587 2.539 2.9000 5.473 87.6 2.500000e+03 7250.0 6348.0
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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 0.1053 1.685 105.8600 0.099 1.6 1.153355e+03 122094.0 1943.0
SOFR 0.0549 0.878 96.4600 0.057 0.9 2.500000e+03 241150.0 2195.0
CANOLA 10.6986 171.177 732.5000 1.461 23.4 1.456300e+01 10667.0 2493.0
EURIBOR-ICE 0.0560 0.897 97.3500 0.058 0.9 2.883388e+03 280698.0 2585.0
RUSSELL 34.2587 548.140 2515.4000 1.362 21.8 5.000000e+00 12577.0 2741.0
JGB-SGX-mini 0.2952 4.724 131.0700 0.225 3.6 6.272050e+02 82208.0 2963.0
LUMBER-new 6.8145 109.031 596.0000 1.143 18.3 2.750000e+01 16390.0 2998.0
US2 0.1028 1.645 103.6367 0.099 1.6 2.000000e+03 207273.0 3290.0
DOW 413.9135 6622.616 46440.0000 0.891 14.3 5.000000e-01 23220.0 3311.0
MXP 0.0004 0.007 0.0558 0.765 12.2 5.000000e+05 27895.0 3416.0
CORN 4.3233 69.172 486.2500 0.889 14.2 5.000000e+01 24312.0 3459.0
BITCOIN 2281.0818 36497.310 71010.0000 3.212 51.4 1.000000e-01 7101.0 3650.0
CAD 0.0023 0.037 0.7313 0.314 5.0 1.000000e+05 73130.0 3675.0
US5 0.2381 3.809 108.0000 0.220 3.5 1.000000e+03 108000.0 3809.0
SUGAR11 0.2396 3.834 15.6900 1.527 24.4 1.120000e+03 17573.0 4294.0
SP500_micro 57.5719 921.150 6625.5000 0.869 13.9 5.000000e+00 33128.0 4606.0
BOBL 0.2516 4.026 115.6500 0.218 3.5 1.153355e+03 133386.0 4643.0
RICE 0.1534 2.455 11.2900 1.359 21.7 2.000000e+03 22580.0 4909.0
COTTON2 0.6963 11.141 69.3800 1.004 16.1 5.000000e+02 34690.0 5570.0
DAX 304.5527 4872.842 22963.0000 1.326 21.2 1.153000e+00 26484.0 5620.0
US10 0.3546 5.674 110.7969 0.320 5.1 1.000000e+03 110797.0 5674.0
OATIES 7.1039 113.663 338.2500 2.100 33.6 5.000000e+01 16912.0 5683.0
GAS_US_mini 0.1587 2.539 2.9000 5.473 87.6 2.500000e+03 7250.0 6348.0
LEANHOG 1.0626 17.002 104.3750 1.018 16.3 4.000000e+02 41750.0 6801.0
NZD 0.0043 0.069 0.5879 0.737 11.8 1.000000e+05 58790.0 6928.0
US10U 0.4374 6.999 113.2031 0.386 6.2 1.000000e+03 113203.0 6999.0
GBP 0.0071 0.114 1.3428 0.531 8.5 6.250000e+04 83925.0 7132.0
SOYMEAL 4.5010 72.016 323.6000 1.391 22.3 1.000000e+02 32360.0 7202.0
DX 0.4560 7.296 98.9050 0.461 7.4 1.000000e+03 98905.0 7296.0
BUND 0.4045 6.472 125.6600 0.322 5.2 1.153355e+03 144931.0 7464.0
SOYBEAN 9.7809 156.495 1148.5000 0.852 13.6 5.000000e+01 57425.0 7825.0
AUD 0.0049 0.079 0.7004 0.702 11.2 1.000000e+05 70040.0 7867.0
WHEAT 9.9256 158.810 632.7500 1.569 25.1 5.000000e+01 31638.0 7940.0
JPY 0.0000 0.001 0.0064 0.628 10.1 1.250000e+07 79500.0 7990.0
NASDAQ_micro 272.1964 4355.142 24407.7500 1.115 17.8 2.000000e+00 48816.0 8710.0
OAT 0.4836 7.738 119.1000 0.406 6.5 1.153355e+03 137365.0 8924.0
REDWHEAT 11.2514 180.022 620.0000 1.815 29.0 5.000000e+01 31000.0 9001.0
SOYOIL 0.9988 15.981 65.4400 1.526 24.4 6.000000e+02 39264.0 9589.0
NIKKEI 1039.2811 16628.498 53015.0000 1.960 31.4 6.270000e-01 33251.0 10429.0
BTP 0.5669 9.070 116.8600 0.485 7.8 1.153355e+03 134781.0 10461.0
US20 0.7070 11.312 113.1875 0.625 10.0 1.000000e+03 113188.0 11312.0
EUR 0.0058 0.093 1.1660 0.501 8.0 1.250000e+05 145744.0 11676.0
BUXL 0.7025 11.240 109.8400 0.640 10.2 1.153355e+03 126685.0 12964.0
EUROSTX 71.9010 1150.415 5543.0000 1.297 20.8 1.153400e+01 63930.0 13268.0
US30 0.8478 13.564 116.2500 0.729 11.7 1.000000e+03 116250.0 13564.0
VIX 0.8482 13.571 23.3500 3.633 58.1 1.000000e+03 23350.0 13571.0
CHF 0.0070 0.112 1.2838 0.544 8.7 1.250000e+05 160469.0 13962.0
ROBUSTA 88.4355 1414.968 3559.0000 2.485 39.8 1.000000e+01 35590.0 14150.0
LIVECOW 2.2557 36.092 234.7000 0.961 15.4 4.000000e+02 93880.0 14437.0
CAC 78.7231 1259.569 7797.0000 1.010 16.2 1.153400e+01 89927.0 14527.0
GOLD_micro 94.8078 1516.925 4440.9000 2.135 34.2 1.000000e+01 44409.0 15169.0
OJ 8.6167 137.867 163.2500 5.278 84.5 1.500000e+02 24488.0 20680.0
CRUDE_W 1.3898 22.237 74.2000 1.873 30.0 1.000000e+03 74200.0 22237.0
SMI 132.4324 2118.918 12287.0000 1.078 17.2 1.266200e+01 155572.0 26829.0
COCOA 168.5360 2696.575 3238.0000 5.205 83.3 1.000000e+01 32380.0 26966.0
FEEDCOW 3.8333 61.333 348.2250 1.101 17.6 5.000000e+02 174112.0 30666.0
COFFEE 5.8357 93.371 300.0000 1.945 31.1 3.750000e+02 112500.0 35014.0
COPPER 0.1225 1.961 5.5335 2.215 35.4 2.500000e+04 138338.0 49018.0
GASOLINE 0.0809 1.294 2.8637 2.823 45.2 4.200000e+04 120275.0 54334.0
PLAT 74.7158 1195.453 1890.6000 3.952 63.2 5.000000e+01 94530.0 59773.0
SP400 39.6060 633.696 3375.0000 1.174 18.8 1.000000e+02 337500.0 63370.0
GASOIL 49.0140 784.223 959.0000 5.111 81.8 1.000000e+02 95900.0 78422.0
HEATOIL 0.1276 2.041 3.4092 3.741 59.9 4.200000e+04 143186.0 85716.0
PALLAD 55.8526 893.642 1437.0000 3.887 62.2 1.000000e+02 143700.0 89364.0
SILVER-mini 3.7720 60.352 70.3625 5.361 85.8 2.500000e+03 175906.0 150880.0
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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 2281.0818 36497.310 71010.0000 3.212 51.4 1.000000e-01 7101.0 3650.0
GAS_US_mini 0.1587 2.539 2.9000 5.473 87.6 2.500000e+03 7250.0 6348.0
CANOLA 10.6986 171.177 732.5000 1.461 23.4 1.456300e+01 10667.0 2493.0
RUSSELL 34.2587 548.140 2515.4000 1.362 21.8 5.000000e+00 12577.0 2741.0
LUMBER-new 6.8145 109.031 596.0000 1.143 18.3 2.750000e+01 16390.0 2998.0
OATIES 7.1039 113.663 338.2500 2.100 33.6 5.000000e+01 16912.0 5683.0
SUGAR11 0.2396 3.834 15.6900 1.527 24.4 1.120000e+03 17573.0 4294.0
RICE 0.1534 2.455 11.2900 1.359 21.7 2.000000e+03 22580.0 4909.0
DOW 413.9135 6622.616 46440.0000 0.891 14.3 5.000000e-01 23220.0 3311.0
VIX 0.8482 13.571 23.3500 3.633 58.1 1.000000e+03 23350.0 13571.0
CORN 4.3233 69.172 486.2500 0.889 14.2 5.000000e+01 24312.0 3459.0
OJ 8.6167 137.867 163.2500 5.278 84.5 1.500000e+02 24488.0 20680.0
DAX 304.5527 4872.842 22963.0000 1.326 21.2 1.153000e+00 26484.0 5620.0
MXP 0.0004 0.007 0.0558 0.765 12.2 5.000000e+05 27895.0 3416.0
REDWHEAT 11.2514 180.022 620.0000 1.815 29.0 5.000000e+01 31000.0 9001.0
WHEAT 9.9256 158.810 632.7500 1.569 25.1 5.000000e+01 31638.0 7940.0
SOYMEAL 4.5010 72.016 323.6000 1.391 22.3 1.000000e+02 32360.0 7202.0
COCOA 168.5360 2696.575 3238.0000 5.205 83.3 1.000000e+01 32380.0 26966.0
SP500_micro 57.5719 921.150 6625.5000 0.869 13.9 5.000000e+00 33128.0 4606.0
NIKKEI 1039.2811 16628.498 53015.0000 1.960 31.4 6.270000e-01 33251.0 10429.0
COTTON2 0.6963 11.141 69.3800 1.004 16.1 5.000000e+02 34690.0 5570.0
ROBUSTA 88.4355 1414.968 3559.0000 2.485 39.8 1.000000e+01 35590.0 14150.0
SOYOIL 0.9988 15.981 65.4400 1.526 24.4 6.000000e+02 39264.0 9589.0
LEANHOG 1.0626 17.002 104.3750 1.018 16.3 4.000000e+02 41750.0 6801.0
GOLD_micro 94.8078 1516.925 4440.9000 2.135 34.2 1.000000e+01 44409.0 15169.0
NASDAQ_micro 272.1964 4355.142 24407.7500 1.115 17.8 2.000000e+00 48816.0 8710.0
SOYBEAN 9.7809 156.495 1148.5000 0.852 13.6 5.000000e+01 57425.0 7825.0
NZD 0.0043 0.069 0.5879 0.737 11.8 1.000000e+05 58790.0 6928.0
EUROSTX 71.9010 1150.415 5543.0000 1.297 20.8 1.153400e+01 63930.0 13268.0
AUD 0.0049 0.079 0.7004 0.702 11.2 1.000000e+05 70040.0 7867.0
CAD 0.0023 0.037 0.7313 0.314 5.0 1.000000e+05 73130.0 3675.0
CRUDE_W 1.3898 22.237 74.2000 1.873 30.0 1.000000e+03 74200.0 22237.0
JPY 0.0000 0.001 0.0064 0.628 10.1 1.250000e+07 79500.0 7990.0
JGB-SGX-mini 0.2952 4.724 131.0700 0.225 3.6 6.272050e+02 82208.0 2963.0
GBP 0.0071 0.114 1.3428 0.531 8.5 6.250000e+04 83925.0 7132.0
CAC 78.7231 1259.569 7797.0000 1.010 16.2 1.153400e+01 89927.0 14527.0
LIVECOW 2.2557 36.092 234.7000 0.961 15.4 4.000000e+02 93880.0 14437.0
PLAT 74.7158 1195.453 1890.6000 3.952 63.2 5.000000e+01 94530.0 59773.0
GASOIL 49.0140 784.223 959.0000 5.111 81.8 1.000000e+02 95900.0 78422.0
DX 0.4560 7.296 98.9050 0.461 7.4 1.000000e+03 98905.0 7296.0
US5 0.2381 3.809 108.0000 0.220 3.5 1.000000e+03 108000.0 3809.0
US10 0.3546 5.674 110.7969 0.320 5.1 1.000000e+03 110797.0 5674.0
COFFEE 5.8357 93.371 300.0000 1.945 31.1 3.750000e+02 112500.0 35014.0
US20 0.7070 11.312 113.1875 0.625 10.0 1.000000e+03 113188.0 11312.0
US10U 0.4374 6.999 113.2031 0.386 6.2 1.000000e+03 113203.0 6999.0
US30 0.8478 13.564 116.2500 0.729 11.7 1.000000e+03 116250.0 13564.0
GASOLINE 0.0809 1.294 2.8637 2.823 45.2 4.200000e+04 120275.0 54334.0
SHATZ 0.1053 1.685 105.8600 0.099 1.6 1.153355e+03 122094.0 1943.0
BUXL 0.7025 11.240 109.8400 0.640 10.2 1.153355e+03 126685.0 12964.0
BOBL 0.2516 4.026 115.6500 0.218 3.5 1.153355e+03 133386.0 4643.0
BTP 0.5669 9.070 116.8600 0.485 7.8 1.153355e+03 134781.0 10461.0
OAT 0.4836 7.738 119.1000 0.406 6.5 1.153355e+03 137365.0 8924.0
COPPER 0.1225 1.961 5.5335 2.215 35.4 2.500000e+04 138338.0 49018.0
HEATOIL 0.1276 2.041 3.4092 3.741 59.9 4.200000e+04 143186.0 85716.0
PALLAD 55.8526 893.642 1437.0000 3.887 62.2 1.000000e+02 143700.0 89364.0
BUND 0.4045 6.472 125.6600 0.322 5.2 1.153355e+03 144931.0 7464.0
EUR 0.0058 0.093 1.1660 0.501 8.0 1.250000e+05 145744.0 11676.0
SMI 132.4324 2118.918 12287.0000 1.078 17.2 1.266200e+01 155572.0 26829.0
CHF 0.0070 0.112 1.2838 0.544 8.7 1.250000e+05 160469.0 13962.0
FEEDCOW 3.8333 61.333 348.2250 1.101 17.6 5.000000e+02 174112.0 30666.0
SILVER-mini 3.7720 60.352 70.3625 5.361 85.8 2.500000e+03 175906.0 150880.0
US2 0.1028 1.645 103.6367 0.099 1.6 2.000000e+03 207273.0 3290.0
SOFR 0.0549 0.878 96.4600 0.057 0.9 2.500000e+03 241150.0 2195.0
EURIBOR-ICE 0.0560 0.897 97.3500 0.058 0.9 2.883388e+03 280698.0 2585.0
SP400 39.6060 633.696 3375.0000 1.174 18.8 1.000000e+02 337500.0 63370.0
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END OF REPORT
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