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Minimum capital report produced on 23/03/2026 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 1153.4 105.860 1.6 25 7771 4 0.04 2.5 310876
SOFR 2500.0 96.460 0.9 25 8778 4 0.04 2.5 351143
CANOLA 14.6 732.500 23.4 25 9971 4 0.04 2.5 398845
EURIBOR-ICE 2883.4 97.350 0.9 25 10341 4 0.04 2.5 413652
RUSSELL 5.0 2515.400 21.8 25 10962 4 0.04 2.5 438511
JGB-SGX-mini 627.2 131.070 3.6 25 11850 4 0.04 2.5 474033
LUMBER-new 27.5 596.000 18.3 25 11993 4 0.04 2.5 479738
US2 2000.0 103.637 1.6 25 13159 4 0.04 2.5 526380
DOW 0.5 46440.000 14.3 25 13245 4 0.04 2.5 529809
MXP 500000.0 0.056 12.2 25 13664 4 0.04 2.5 546568
CORN 50.0 486.250 14.2 25 13834 4 0.04 2.5 553377
BITCOIN 0.1 71010.000 51.4 25 14598 4 0.04 2.5 583956
CAD 100000.0 0.731 5.0 25 14698 4 0.04 2.5 587959
US5 1000.0 108.000 3.5 25 15237 4 0.04 2.5 609490
SUGAR11 1120.0 15.690 24.4 25 17176 4 0.04 2.5 687040
SP500_micro 5.0 6625.500 13.9 25 18423 4 0.04 2.5 736920
BOBL 1153.4 115.650 3.5 25 18572 4 0.04 2.5 742900
RICE 2000.0 11.290 21.7 25 19637 4 0.04 2.5 785505
COTTON2 500.0 69.380 16.1 25 22281 4 0.04 2.5 891271
DAX 1.2 22963.000 21.2 25 22480 4 0.04 2.5 899218
US10 1000.0 110.797 5.1 25 22695 4 0.04 2.5 907827
OATIES 50.0 338.250 33.6 25 22732 4 0.04 2.5 909303
GAS_US_mini 2500.0 2.900 87.6 25 25393 4 0.04 2.5 1015724
LEANHOG 400.0 104.375 16.3 25 27203 4 0.04 2.5 1088148
NZD 100000.0 0.588 11.8 25 27713 4 0.04 2.5 1108546
US10U 1000.0 113.203 6.2 25 27996 4 0.04 2.5 1119858
GBP 62500.0 1.343 8.5 25 28526 4 0.04 2.5 1141063
SOYMEAL 100.0 323.600 22.3 25 28806 4 0.04 2.5 1152251
DX 1000.0 98.905 7.4 25 29184 4 0.04 2.5 1167374
BUND 1153.4 125.660 5.2 25 29857 4 0.04 2.5 1194292
SOYBEAN 50.0 1148.500 13.6 25 31298 4 0.04 2.5 1251956
AUD 100000.0 0.700 11.2 25 31469 4 0.04 2.5 1258770
WHEAT 50.0 632.750 25.1 25 31761 4 0.04 2.5 1270476
JPY 12500000.0 0.006 10.1 25 31960 4 0.04 2.5 1278408
NASDAQ_micro 2.0 24407.750 17.8 25 34841 4 0.04 2.5 1393645
OAT 1153.4 119.100 6.5 25 35696 4 0.04 2.5 1427878
REDWHEAT 50.0 620.000 29.0 25 36004 4 0.04 2.5 1440177
SOYOIL 600.0 65.440 24.4 25 38354 4 0.04 2.5 1534171
NIKKEI 0.6 53015.000 31.4 25 41717 4 0.04 2.5 1668716
BTP 1153.4 116.860 7.8 25 41845 4 0.04 2.5 1673824
US20 1000.0 113.188 10.0 25 45246 4 0.04 2.5 1809841
EUR 125000.0 1.166 8.0 25 46703 4 0.04 2.5 1868143
BUXL 1153.4 109.840 10.2 25 51856 4 0.04 2.5 2074244
EUROSTX 11.5 5543.000 20.8 25 53073 4 0.04 2.5 2122939
US30 1000.0 116.250 11.7 25 54257 4 0.04 2.5 2170292
VIX 1000.0 23.350 58.1 25 54285 4 0.04 2.5 2171415
CHF 125000.0 1.284 8.7 25 55848 4 0.04 2.5 2233935
ROBUSTA 10.0 3559.000 39.8 25 56598 4 0.04 2.5 2263948
LIVECOW 400.0 234.700 15.4 25 57746 4 0.04 2.5 2309864
CAC 11.5 7797.000 16.2 25 58109 4 0.04 2.5 2324368
GOLD_micro 10.0 4440.900 34.2 25 60676 4 0.04 2.5 2427079
OJ 150.0 163.250 84.5 25 82719 4 0.04 2.5 3308797
CRUDE_W 1000.0 74.200 30.0 25 88946 4 0.04 2.5 3557861
SMI 12.7 12287.000 17.2 25 107314 4 0.04 2.5 4292589
COCOA 10.0 3238.000 83.3 25 107863 4 0.04 2.5 4314520
FEEDCOW 500.0 348.225 17.6 25 122665 4 0.04 2.5 4906639
COFFEE 375.0 300.000 31.1 25 140056 4 0.04 2.5 5602243
COPPER 25000.0 5.534 35.4 25 196073 4 0.04 2.5 7842925
GASOLINE 42000.0 2.864 45.2 25 217334 4 0.04 2.5 8693395
PLAT 50.0 1890.600 63.2 25 239090 4 0.04 2.5 9563626
SP400 100.0 3375.000 18.8 25 253478 4 0.04 2.5 10139128
GASOIL 100.0 959.000 81.8 25 313689 4 0.04 2.5 12547571
HEATOIL 42000.0 3.409 59.9 25 342863 4 0.04 2.5 13714522
PALLAD 100.0 1437.000 62.2 25 357456 4 0.04 2.5 14298274
SILVER-mini 2500.0 70.362 85.8 25 603520 4 0.04 2.5 24140826
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END OF REPORT
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