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Minimum capital report produced on 21/05/2026 21:30
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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 1162.4 105.765 1.6 25 7716 4 0.04 2.5 308648
CANOLA 14.5 759.800 18.0 25 7958 4 0.04 2.5 318352
SOFR 2500.0 96.085 0.9 25 8709 4 0.04 2.5 348380
MXP 500000.0 0.058 8.7 25 10021 4 0.04 2.5 400856
EURIBOR-ICE 2906.0 97.290 0.9 25 10298 4 0.04 2.5 411949
LUMBER-new 27.5 585.000 16.2 25 10415 4 0.04 2.5 416632
BITCOIN 0.1 77690.000 35.9 25 11153 4 0.04 2.5 446140
RUSSELL 5.0 2838.200 19.8 25 11228 4 0.04 2.5 449156
CAD 100000.0 0.726 4.1 25 12046 4 0.04 2.5 481872
US2 2000.0 103.203 1.5 25 12060 4 0.04 2.5 482413
DOW 0.5 50332.000 13.3 25 13386 4 0.04 2.5 535463
JGB-SGX-mini 628.8 127.930 4.2 25 13598 4 0.04 2.5 543929
GAS_US_mini 2500.0 3.140 48.1 25 15100 4 0.04 2.5 604039
US5 1000.0 106.859 3.6 25 15296 4 0.04 2.5 611866
SP500_micro 5.0 7455.500 12.2 25 18167 4 0.04 2.5 726690
CORN 50.0 485.750 18.9 25 18325 4 0.04 2.5 733030
SUGAR11 1120.0 15.390 26.8 25 18498 4 0.04 2.5 739922
BOBL 1162.4 115.340 3.7 25 19747 4 0.04 2.5 789892
RICE 2000.0 13.370 19.5 25 20873 4 0.04 2.5 834946
OATIES 50.0 370.500 29.2 25 21623 4 0.04 2.5 864935
DAX 1.2 24827.000 18.8 25 21731 4 0.04 2.5 869255
DX 1000.0 99.215 5.7 25 22731 4 0.04 2.5 909264
US10 1000.0 108.984 5.3 25 22951 4 0.04 2.5 918066
SOYMEAL 100.0 318.800 18.0 25 22975 4 0.04 2.5 919019
NZD 100000.0 0.588 9.9 25 23349 4 0.04 2.5 933965
GBP 62500.0 1.343 7.2 25 24314 4 0.04 2.5 972570
AUD 100000.0 0.714 8.9 25 25544 4 0.04 2.5 1021791
JPY 12500000.0 0.006 8.8 25 27864 4 0.04 2.5 1114563
US10U 1000.0 110.938 6.5 25 28846 4 0.04 2.5 1153879
LEANHOG 400.0 100.400 18.6 25 29864 4 0.04 2.5 1194580
VIX 1000.0 21.750 34.9 25 30355 4 0.04 2.5 1214219
EUR 125000.0 1.162 5.8 25 33951 4 0.04 2.5 1358046
BUND 1162.4 125.040 5.9 25 34329 4 0.04 2.5 1373164
SOYBEAN 50.0 1186.500 14.6 25 34638 4 0.04 2.5 1385558
SOYOIL 600.0 71.020 20.8 25 35382 4 0.04 2.5 1415309
NASDAQ_micro 2.0 29307.500 16.3 25 38302 4 0.04 2.5 1532114
OAT 1162.4 119.290 7.1 25 39444 4 0.04 2.5 1577766
WHEAT 50.0 680.750 29.1 25 39606 4 0.04 2.5 1584242
GOLD_micro 10.0 4566.900 22.4 25 40886 4 0.04 2.5 1635463
NIKKEI 0.6 62005.000 26.5 25 41302 4 0.04 2.5 1652110
REDWHEAT 50.0 697.750 29.7 25 41415 4 0.04 2.5 1656621
US20 1000.0 110.375 9.7 25 43045 4 0.04 2.5 1721807
BTP 1162.4 117.350 7.9 25 43315 4 0.04 2.5 1732618
CHF 125000.0 1.273 7.2 25 45533 4 0.04 2.5 1821336
COTTON2 500.0 78.100 31.1 25 48557 4 0.04 2.5 1942281
ROBUSTA 10.0 3400.000 36.3 25 49398 4 0.04 2.5 1975950
US30 1000.0 112.812 11.0 25 49442 4 0.04 2.5 1977693
EUROSTX 11.6 6026.000 18.9 25 52964 4 0.04 2.5 2118560
LIVECOW 400.0 240.150 15.5 25 59394 4 0.04 2.5 2375798
BUXL 1162.4 107.540 12.1 25 60692 4 0.04 2.5 2427704
CAC 11.6 8129.500 17.4 25 65865 4 0.04 2.5 2634635
OJ 150.0 166.900 78.9 25 79027 4 0.04 2.5 3161109
SMI 12.7 13538.000 12.9 25 88790 4 0.04 2.5 3551631
CRUDE_W 1000.0 82.250 30.5 25 100243 4 0.04 2.5 4009755
FEEDCOW 500.0 356.525 17.8 25 126705 4 0.04 2.5 5068206
COCOA 10.0 3814.000 85.7 25 130742 4 0.04 2.5 5229692
COFFEE 375.0 264.550 35.6 25 141269 4 0.04 2.5 5650796
PLAT 50.0 1962.400 43.3 25 169933 4 0.04 2.5 6797320
GASOLINE 42000.0 3.212 34.2 25 184413 4 0.04 2.5 7376532
COPPER 25000.0 6.335 29.3 25 185605 4 0.04 2.5 7424218
GASOIL 100.0 1065.500 47.6 25 202982 4 0.04 2.5 8119287
SP400 100.0 3645.200 17.0 25 248055 4 0.04 2.5 9922233
PALLAD 100.0 1419.000 44.6 25 253285 4 0.04 2.5 10131410
HEATOIL 42000.0 3.666 42.8 25 263512 4 0.04 2.5 10540506
SILVER-mini 2500.0 77.662 56.2 25 436426 4 0.04 2.5 17457077
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END OF REPORT
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