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Minimum capital report produced on 01/01/2026 21:32
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The following report calculates the minimum capital for a single contract as follows:
A- point_size_base: Futures multiplier in base (account currency) = multiplier * fx rate
B- price: Price
C- annual_perc_stdev: Annual standard deviation in percentage terms (100 = 100%)
D- risk_target: Risk target in percentage terms (20 = 20%)
E- minimum_capital_one_contract: Minimum capital to hold a single contract on a standalone basis = A * B * C / D
F- minimum_position_contracts: Minimum position we want to hold for an average sized forecast
G- instrument_weight: Proportion of capital allocated to instrument
H- IDM: Instrument diversification multiplier
I- minimum_capital: Minimum capital within a portfolio, allowing for minimum position = E * F / ( G * H)
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Minimum capital in base currency
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point_size_base price annual_perc_stdev risk_target minimum_capital_one_contract minimum_position_contracts instrument_weight IDM minimum_capital
SHATZ 1173.8 106.790 0.8 25 3786 4 0.04 2.5 151444
EURIBOR-ICE 2934.4 97.625 0.6 25 6381 4 0.04 2.5 255278
SOFR 2500.0 96.545 0.7 25 6672 4 0.04 2.5 266892
MXP 500000.0 0.055 6.6 25 7310 4 0.04 2.5 292423
CANOLA 14.6 602.400 21.7 25 7618 4 0.04 2.5 304731
RUSSELL 5.0 2498.000 17.7 25 8865 4 0.04 2.5 354638
US2 2000.0 104.395 1.1 25 8973 4 0.04 2.5 358930
JGB-SGX-mini 638.6 132.250 2.8 25 9294 4 0.04 2.5 371765
CORN 50.0 460.250 10.5 25 9630 4 0.04 2.5 385235
DOW 0.5 48336.000 10.9 25 10522 4 0.04 2.5 420882
US5 1000.0 109.305 2.6 25 11303 4 0.04 2.5 452121
LUMBER-new 27.5 576.000 18.5 25 11700 4 0.04 2.5 468001
BOBL 1173.8 116.160 2.3 25 12587 4 0.04 2.5 503510
DAX 1.2 24690.000 11.3 25 13096 4 0.04 2.5 523843
CAD 100000.0 0.731 4.6 25 13312 4 0.04 2.5 532487
COTTON2 500.0 64.270 11.5 25 14778 4 0.04 2.5 591144
BITCOIN 0.1 88085.000 42.2 25 14880 4 0.04 2.5 595239
SP500_micro 5.0 6892.500 11.4 25 15662 4 0.04 2.5 626497
SUGAR11 1120.0 14.660 24.3 25 15928 4 0.04 2.5 637144
OATIES 50.0 310.000 27.4 25 16969 4 0.04 2.5 678797
US10 1000.0 112.297 3.8 25 17288 4 0.04 2.5 691552
NZD 100000.0 0.577 7.8 25 17897 4 0.04 2.5 715889
AUD 100000.0 0.667 6.7 25 17990 4 0.04 2.5 719635
WHEAT 50.0 564.000 16.1 25 18213 4 0.04 2.5 728527
GBP 62500.0 1.347 5.7 25 19226 4 0.04 2.5 769076
RICE 2000.0 9.945 24.5 25 19515 4 0.04 2.5 780623
DX 1000.0 98.045 5.2 25 20253 4 0.04 2.5 810121
SOYMEAL 100.0 304.000 17.3 25 21000 4 0.04 2.5 840013
US10U 1000.0 115.016 4.6 25 21311 4 0.04 2.5 852450
REDWHEAT 50.0 528.000 20.3 25 21418 4 0.04 2.5 856721
GAS_US_mini 2500.0 3.155 71.9 25 22679 4 0.04 2.5 907199
SOYBEAN 50.0 1064.250 10.9 25 23142 4 0.04 2.5 925707
NIKKEI 0.6 50400.000 18.0 25 23201 4 0.04 2.5 928047
SOYOIL 600.0 49.080 19.9 25 23444 4 0.04 2.5 937770
VIX 1000.0 19.650 31.0 25 24337 4 0.04 2.5 973508
BUND 1173.8 127.570 4.1 25 24596 4 0.04 2.5 983860
OAT 1173.8 120.590 4.5 25 25514 4 0.04 2.5 1020599
LEANHOG 400.0 89.875 17.8 25 25608 4 0.04 2.5 1024324
BTP 1173.8 120.180 4.7 25 26286 4 0.04 2.5 1051471
EUR 125000.0 1.179 4.6 25 27195 4 0.04 2.5 1087811
JPY 12500000.0 0.006 8.6 25 27775 4 0.04 2.5 1111013
EUROSTX 11.7 5841.000 11.6 25 31941 4 0.04 2.5 1277651
NASDAQ_micro 2.0 25456.750 15.7 25 31997 4 0.04 2.5 1279914
US20 1000.0 115.594 7.2 25 33496 4 0.04 2.5 1339845
GOLD_micro 10.0 4332.700 20.8 25 36124 4 0.04 2.5 1444967
CHF 125000.0 1.271 6.0 25 38299 4 0.04 2.5 1531980
CAC 11.7 8154.000 10.2 25 38875 4 0.04 2.5 1555012
US30 1000.0 118.000 9.2 25 43297 4 0.04 2.5 1731898
CRUDE_W 1000.0 56.980 20.2 25 45935 4 0.04 2.5 1837434
BUXL 1173.8 110.120 10.2 25 52937 4 0.04 2.5 2117503
ROBUSTA 10.0 3949.000 36.2 25 57219 4 0.04 2.5 2288770
LIVECOW 400.0 232.125 15.9 25 59236 4 0.04 2.5 2369449
SMI 12.6 13207.000 9.3 25 62089 4 0.04 2.5 2483571
GASOIL 100.0 615.750 27.8 25 68422 4 0.04 2.5 2736906
GASOLINE 42000.0 1.961 20.8 25 68567 4 0.04 2.5 2742718
OJ 150.0 201.200 65.3 25 78788 4 0.04 2.5 3151552
HEATOIL 42000.0 2.070 28.9 25 100484 4 0.04 2.5 4019367
FEEDCOW 500.0 344.175 16.8 25 115861 4 0.04 2.5 4634479
COCOA 10.0 6102.000 52.5 25 128059 4 0.04 2.5 5122368
COFFEE 375.0 333.350 30.4 25 151815 4 0.04 2.5 6072624
COPPER 25000.0 5.694 27.4 25 155888 4 0.04 2.5 6235549
SP400 100.0 3325.200 14.8 25 197459 4 0.04 2.5 7898375
PLAT 50.0 2070.000 69.5 25 287583 4 0.04 2.5 11503355
SILVER-mini 2500.0 71.375 52.3 25 373187 4 0.04 2.5 14927489
PALLAD 100.0 1661.000 77.2 25 512812 4 0.04 2.5 20512487
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END OF REPORT
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