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Minimum capital report produced on 23/12/2025 21:31
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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 1177.3 106.735 0.8 25 3887 4 0.04 2.5 155499
SOFR 2500.0 96.555 0.7 25 6753 4 0.04 2.5 270144
EURIBOR-ICE 2943.2 97.590 0.6 25 6761 4 0.04 2.5 270461
MXP 500000.0 0.055 6.7 25 7421 4 0.04 2.5 296842
CANOLA 14.6 602.700 21.7 25 7614 4 0.04 2.5 304562
RUSSELL 5.0 2560.400 18.3 25 9359 4 0.04 2.5 374395
US2 2000.0 104.293 1.1 25 9457 4 0.04 2.5 378301
CORN 50.0 464.250 10.2 25 9508 4 0.04 2.5 380323
JGB-SGX-mini 640.6 132.870 2.8 25 9518 4 0.04 2.5 380732
DOW 0.5 48762.000 11.1 25 10836 4 0.04 2.5 433474
LUMBER-new 27.5 580.000 18.6 25 11862 4 0.04 2.5 474505
US5 1000.0 109.156 2.7 25 11875 4 0.04 2.5 475038
BOBL 1177.3 116.030 2.4 25 12871 4 0.04 2.5 514868
DAX 1.2 24492.000 11.5 25 13216 4 0.04 2.5 528659
CAD 100000.0 0.733 4.7 25 13840 4 0.04 2.5 553602
COTTON2 500.0 64.020 12.2 25 15660 4 0.04 2.5 626427
SUGAR11 1120.0 14.790 23.7 25 15732 4 0.04 2.5 629300
BITCOIN 0.1 88200.000 45.6 25 16089 4 0.04 2.5 643590
SP500_micro 5.0 6961.250 11.8 25 16374 4 0.04 2.5 654991
OATIES 50.0 301.750 28.1 25 16944 4 0.04 2.5 677760
US10 1000.0 112.312 3.8 25 17188 4 0.04 2.5 687548
NZD 100000.0 0.586 7.6 25 17787 4 0.04 2.5 711515
AUD 100000.0 0.670 6.9 25 18400 4 0.04 2.5 736012
WHEAT 50.0 570.250 16.2 25 18516 4 0.04 2.5 740655
GBP 62500.0 1.350 5.9 25 19804 4 0.04 2.5 792193
RICE 2000.0 10.160 24.4 25 19814 4 0.04 2.5 792589
DX 1000.0 97.630 5.4 25 21151 4 0.04 2.5 846050
REDWHEAT 50.0 540.250 19.7 25 21334 4 0.04 2.5 853374
SOYMEAL 100.0 307.600 17.6 25 21614 4 0.04 2.5 864581
US10U 1000.0 114.828 4.8 25 22002 4 0.04 2.5 880117
SOYBEAN 50.0 1073.000 10.5 25 22622 4 0.04 2.5 904894
SOYOIL 600.0 49.250 19.5 25 23094 4 0.04 2.5 923777
GAS_US_mini 2500.0 3.885 61.7 25 23951 4 0.04 2.5 958065
BUND 1177.3 127.440 4.1 25 24882 4 0.04 2.5 995312
NIKKEI 0.6 50535.000 19.6 25 25348 4 0.04 2.5 1013953
OAT 1177.3 120.490 4.5 25 25683 4 0.04 2.5 1027344
VIX 1000.0 19.350 33.2 25 25704 4 0.04 2.5 1028199
BTP 1177.3 120.040 4.6 25 26233 4 0.04 2.5 1049331
GOLD_micro 10.0 4518.900 14.6 25 26473 4 0.04 2.5 1058940
LEANHOG 400.0 90.325 18.8 25 27228 4 0.04 2.5 1089137
EUR 125000.0 1.184 4.7 25 28084 4 0.04 2.5 1123395
JPY 12500000.0 0.006 9.2 25 29700 4 0.04 2.5 1188034
EUROSTX 11.8 5767.000 11.5 25 31182 4 0.04 2.5 1247299
NASDAQ_micro 2.0 25800.000 16.5 25 34042 4 0.04 2.5 1361690
US20 1000.0 115.281 7.5 25 34809 4 0.04 2.5 1392375
CHF 125000.0 1.280 6.2 25 39740 4 0.04 2.5 1589613
CAC 11.8 8106.000 10.5 25 39983 4 0.04 2.5 1599326
US30 1000.0 118.000 9.5 25 44807 4 0.04 2.5 1792285
CRUDE_W 1000.0 57.760 20.9 25 48318 4 0.04 2.5 1932755
BUXL 1177.3 109.820 10.3 25 53229 4 0.04 2.5 2129174
ROBUSTA 10.0 3822.000 38.9 25 59481 4 0.04 2.5 2379256
SMI 12.7 13150.000 9.4 25 62365 4 0.04 2.5 2494636
LIVECOW 400.0 229.800 17.5 25 64267 4 0.04 2.5 2570714
GASOIL 100.0 624.000 29.0 25 72439 4 0.04 2.5 2897577
GASOLINE 42000.0 1.993 21.7 25 72566 4 0.04 2.5 2902655
OJ 150.0 205.950 67.8 25 83780 4 0.04 2.5 3351224
HEATOIL 42000.0 2.125 29.7 25 106083 4 0.04 2.5 4243357
COPPER 25000.0 5.573 21.3 25 118927 4 0.04 2.5 4757090
COCOA 10.0 5970.000 52.8 25 126176 4 0.04 2.5 5047064
FEEDCOW 500.0 337.375 18.7 25 126367 4 0.04 2.5 5054703
PLAT 50.0 2323.900 28.8 25 133821 4 0.04 2.5 5352874
COFFEE 375.0 332.050 33.0 25 164603 4 0.04 2.5 6584120
SILVER-mini 2500.0 71.450 26.7 25 190588 4 0.04 2.5 7623559
SP400 100.0 3392.100 15.0 25 203145 4 0.04 2.5 8125807
PALLAD 100.0 1963.000 31.2 25 245224 4 0.04 2.5 9808984
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END OF REPORT
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