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Instrument risk report produced on 16/03/2026 22:39
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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
=======================================================================================================================================================================
daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev point_size_base contract_exposure annual_risk_per_contract
FED 0.0380 0.607 96.4900 0.039 0.6 3.140627e+03 303039.0 1908.0
HOUSE-US 0.1851 2.961 365.8000 0.051 0.8 1.884230e+02 68925.0 558.0
SOFR 0.0524 0.838 96.6150 0.054 0.9 1.884226e+03 182044.0 1579.0
EURIBOR-ICE 0.0575 0.920 97.4600 0.059 0.9 2.161895e+03 210698.0 1988.0
SONIA3 0.0634 1.015 96.0100 0.066 1.1 2.500000e+03 240025.0 2536.0
CAD2 0.0939 1.502 105.3700 0.089 1.4 5.507880e+02 58037.0 827.0
SHATZ 0.0980 1.568 106.2250 0.092 1.5 8.647580e+02 91859.0 1356.0
US2 0.1000 1.601 103.9961 0.096 1.5 1.507381e+03 156762.0 2413.0
BTP3 0.1462 2.339 106.4300 0.137 2.2 8.647580e+02 92036.0 2023.0
US3 0.1601 2.561 106.1250 0.151 2.4 1.507381e+03 159971.0 3860.0
KR3 0.1583 2.534 104.2500 0.152 2.4 5.043170e+02 52575.0 1278.0
US5 0.2312 3.700 108.7734 0.213 3.4 7.536900e+02 81981.0 2788.0
BOBL 0.2503 4.004 116.2200 0.215 3.4 8.647580e+02 100502.0 3463.0
JGB 0.3003 4.806 131.1500 0.229 3.7 4.732719e+03 620696.0 22744.0
CNH 0.0159 0.255 6.8753 0.232 3.7 1.093245e+04 75164.0 2787.0
JGB-SGX-mini 0.3041 4.866 131.1400 0.232 3.7 4.732720e+02 62065.0 2303.0
CAD5 0.2725 4.359 113.6500 0.240 3.8 5.507880e+02 62597.0 2401.0
GBPEUR 0.0021 0.033 0.8674 0.241 3.9 1.250000e+05 108419.0 4183.0
CH10 0.4216 6.746 155.6800 0.271 4.3 9.563120e+02 148879.0 6451.0
EURCHF 0.0025 0.040 0.9014 0.277 4.4 1.195390e+05 107752.0 4776.0
US10 0.3390 5.424 111.8750 0.303 4.8 7.536900e+02 84319.0 4088.0
BUND 0.3992 6.387 126.2500 0.316 5.1 8.647580e+02 109176.0 5523.0
EURCAD 0.0050 0.080 1.5707 0.317 5.1 6.884852e+04 108140.0 5484.0
SGD 0.0043 0.069 1.2770 0.337 5.4 5.892072e+04 75242.0 4053.0
CAD_micro 0.0025 0.040 0.7337 0.339 5.4 7.536903e+03 5530.0 300.0
CAD 0.0025 0.040 0.7340 0.345 5.5 7.536903e+04 55325.0 3050.0
SGD_mini 0.0044 0.071 1.2762 0.347 5.5 1.473018e+04 18799.0 1043.0
US10U 0.4083 6.533 114.3125 0.357 5.7 7.536900e+02 86156.0 4924.0
BONO 0.4414 7.063 121.6400 0.363 5.8 8.647580e+02 105189.0 6108.0
GBPCHF 0.0039 0.062 1.0362 0.375 6.0 1.195390e+05 123866.0 7438.0
CAD10 0.4687 7.499 120.1400 0.390 6.2 5.507880e+02 66172.0 4130.0
YENEUR 0.7525 12.040 182.5100 0.412 6.6 5.915900e+02 107971.0 7123.0
OAT 0.4971 7.954 119.9300 0.415 6.6 8.647580e+02 103710.0 6879.0
KR10 0.4781 7.650 110.3700 0.433 6.9 5.043170e+02 55661.0 3858.0
CHFJPY 0.9170 14.672 202.6000 0.453 7.2 1.183180e+03 239712.0 17359.0
BTP 0.5356 8.569 118.0000 0.454 7.3 8.647580e+02 102041.0 7410.0
GBP 0.0061 0.098 1.3328 0.461 7.4 4.710564e+04 62782.0 4630.0
DX 0.4614 7.383 99.5250 0.464 7.4 7.536900e+02 75011.0 5564.0
EUR_micro 0.0054 0.086 1.1560 0.466 7.5 9.421128e+03 10891.0 812.0
EURAUD 0.0077 0.123 1.6364 0.468 7.5 6.640859e+04 108671.0 8142.0
GBPJPY 1.0273 16.437 210.2700 0.489 7.8 5.915900e+02 124394.0 9724.0
CADJPY 0.5673 9.077 115.9000 0.489 7.8 9.465440e+02 109704.0 8592.0
CZK 0.0002 0.004 0.0468 0.524 8.4 3.014761e+06 140994.0 11825.0
US20 0.6116 9.786 114.5000 0.534 8.5 7.536900e+02 86298.0 7376.0
CHF 0.0069 0.111 1.2825 0.542 8.7 9.421128e+04 120826.0 10474.0
JPY 0.0000 0.001 0.0063 0.543 8.7 9.421128e+06 59664.0 5187.0
JPY_mini 0.0000 0.001 0.0063 0.546 8.7 4.710564e+06 29846.0 2605.0
NOK 0.0006 0.010 0.1034 0.601 9.6 1.507381e+06 155901.0 14993.0
BUXL 0.6620 10.593 109.3600 0.605 9.7 8.647580e+02 94570.0 9160.0
TWD 0.1914 3.062 31.2525 0.612 9.8 2.261071e+03 70664.0 6924.0
PLN 0.0017 0.028 0.2685 0.643 10.3 3.768451e+05 101168.0 10408.0
US30 0.7570 12.111 117.1875 0.646 10.3 7.536900e+02 88323.0 9128.0
IRS 0.0021 0.033 0.3192 0.647 10.4 7.536903e+05 240555.0 24903.0
AUDJPY 0.7220 11.553 111.4700 0.648 10.4 9.465440e+02 105511.0 10935.0
GILT 0.6135 9.816 89.1300 0.688 11.0 1.000000e+03 89130.0 9816.0
AUD_micro 0.0049 0.078 0.7064 0.692 11.1 7.536903e+03 5324.0 589.0
SUGAR16 0.2345 3.752 33.5000 0.700 11.2 8.441330e+02 28278.0 3167.0
NZD 0.0042 0.067 0.5880 0.713 11.4 7.536903e+04 44321.0 5058.0
SEK 0.0008 0.012 0.1076 0.721 11.5 1.507381e+06 162119.0 18714.0
KRWUSD_mini 0.0049 0.078 0.6716 0.729 11.7 1.884226e+04 12654.0 1476.0
R1000 16.0088 256.141 2125.2000 0.753 12.1 3.768500e+01 80087.0 9653.0
JP-REALESTATE 14.8000 236.800 1947.0000 0.760 12.2 4.733000e+00 9215.0 1121.0
MXP 0.0004 0.007 0.0561 0.764 12.2 3.768451e+05 21130.0 2584.0
SP500_micro 54.6369 874.190 6750.5000 0.809 13.0 3.768000e+00 25439.0 3294.0
US-REALESTATE 3.0362 48.579 373.3000 0.813 13.0 7.536900e+01 28135.0 3661.0
BRE 0.0016 0.025 0.1905 0.817 13.1 7.536903e+04 14358.0 1877.0
STEEL 8.4322 134.915 1029.0000 0.819 13.1 1.507400e+01 15511.0 2034.0
WHEAT_ICE 1.5031 24.049 181.0000 0.830 13.3 1.000000e+02 18100.0 2405.0
DOW 402.5334 6440.534 47287.0000 0.851 13.6 3.770000e-01 17820.0 2427.0
US-PROPERTY 1.7851 28.561 209.2000 0.853 13.7 1.884230e+02 39418.0 5382.0
US-STAPLES 7.4458 119.133 856.2000 0.870 13.9 7.536900e+01 64531.0 8979.0
SMI-MID 25.6781 410.849 2937.0000 0.874 14.0 9.563000e+00 28087.0 3929.0
CORN 4.2144 67.431 480.0000 0.878 14.0 3.768500e+01 18089.0 2541.0
FTSE100 91.8113 1468.980 10347.5000 0.887 14.2 1.000000e+01 103475.0 14690.0
COTTON 0.0059 0.095 0.6585 0.903 14.4 3.768451e+04 24815.0 3585.0
EU-DIV30 19.7993 316.788 2189.0000 0.904 14.5 8.648000e+00 18930.0 2739.0
FTSECHINAA 134.7613 2156.181 14863.0000 0.907 14.5 7.540000e-01 11202.0 1625.0
US-UTILS 8.7460 139.937 955.9000 0.915 14.6 7.536900e+01 72045.0 10547.0
EU-MID 5.9082 94.531 639.9000 0.923 14.8 4.323800e+01 27668.0 4087.0
FTSE250 205.0395 3280.633 22057.0000 0.930 14.9 2.000000e+00 44114.0 6561.0
EU-OIL 4.8099 76.958 515.1000 0.934 14.9 4.323800e+01 22272.0 3327.0
AEX 9.4887 151.819 1007.6500 0.942 15.1 1.729520e+02 174275.0 26257.0
CHINAA-CON 24.4820 391.712 2599.8000 0.942 15.1 1.884200e+01 48986.0 7381.0
LEANHOG 1.0187 16.299 107.2500 0.950 15.2 3.014760e+02 32333.0 4914.0
EU-DJ-OIL 5.4565 87.304 572.1000 0.954 15.3 4.323800e+01 24736.0 3775.0
US-HEALTH 14.5759 233.214 1522.9000 0.957 15.3 7.536900e+01 114779.0 17577.0
SWISSLEAD 19.4743 311.589 2029.9000 0.959 15.3 9.563000e+00 19412.0 2980.0
EUROSTX200-LARGE 6.0832 97.330 625.0000 0.973 15.6 4.323800e+01 27024.0 4208.0
EURO600 5.8690 93.904 594.2000 0.988 15.8 4.323800e+01 25692.0 4060.0
EU-FOOD 6.3084 100.935 638.2000 0.988 15.8 4.323800e+01 27594.0 4364.0
SPI200 85.3280 1365.247 8628.0000 0.989 15.8 1.328200e+01 114595.0 18133.0
SMI 126.3346 2021.354 12741.0000 0.992 15.9 9.563000e+00 121844.0 19330.0
EU-HEALTH 11.1363 178.180 1123.1000 0.992 15.9 4.323800e+01 48560.0 7704.0
DJSTX-SMALL 3.7296 59.673 368.8000 1.011 16.2 4.323800e+01 15946.0 2580.0
LIVECOW 2.3538 37.661 231.8500 1.015 16.2 3.014760e+02 69897.0 11354.0
COTTON2 0.7189 11.503 70.3000 1.023 16.4 3.768450e+02 26492.0 4335.0
CNH-onshore 0.0015 0.024 0.1459 1.027 16.4 3.768451e+05 54974.0 9032.0
OMX 61.4787 983.659 5974.8000 1.029 16.5 8.648000e+00 51668.0 8506.0
EU-DJ-TELECOM 4.2801 68.482 412.9000 1.037 16.6 4.323800e+01 17853.0 2961.0
CAC 82.5209 1320.334 7949.5000 1.038 16.6 8.648000e+00 68744.0 11418.0
ZAR 0.0006 0.010 0.0596 1.052 16.8 3.768451e+05 22460.0 3779.0
NASDAQ_micro 262.8090 4204.943 24656.2500 1.066 17.1 1.507000e+00 37166.0 6338.0
CLP 0.0000 0.000 0.0011 1.078 17.3 3.768451e+07 41001.0 7073.0
US-ENERGY 13.0799 209.279 1211.1000 1.080 17.3 7.536900e+01 91279.0 15773.0
US-INDUSTRY 18.1703 290.724 1672.8000 1.086 17.4 7.536900e+01 126077.0 21912.0
SP400 36.9163 590.662 3385.9000 1.090 17.4 7.536900e+01 255192.0 44518.0
US-MATERIAL 11.5294 184.470 1046.5000 1.102 17.6 7.536900e+01 78874.0 13903.0
FEEDCOW 3.8295 61.272 345.5500 1.108 17.7 3.768450e+02 130219.0 23090.0
EU-UTILS 6.2343 99.749 559.7000 1.114 17.8 4.323800e+01 24200.0 4313.0
EUROSTX-SMALL 4.0042 64.068 359.1000 1.115 17.8 4.323800e+01 15527.0 2770.0
LUMBER-new 6.7293 107.669 603.0000 1.116 17.9 2.072600e+01 12498.0 2232.0
OMX-SWE 33.7239 539.582 3001.0000 1.124 18.0 8.036000e+00 24115.0 4336.0
EUROSTX-LARGE 7.2139 115.423 638.4000 1.130 18.1 4.323800e+01 27603.0 4991.0
IRON 1.1990 19.184 106.0500 1.131 18.1 7.536900e+01 7993.0 1446.0
EU-DJ-UTIL 6.6029 105.646 573.5000 1.151 18.4 4.323800e+01 24797.0 4568.0
US-DISCRETE 26.1867 418.987 2263.1000 1.157 18.5 7.536900e+01 170568.0 31579.0
EU-INSURE 5.6446 90.314 486.5000 1.160 18.6 4.323800e+01 21035.0 3905.0
RAPESEED 5.6232 89.971 484.0000 1.162 18.6 4.323800e+01 20927.0 3890.0
MSCISING 5.3062 84.900 442.3000 1.200 19.2 5.892100e+01 26061.0 5002.0
EU-REALESTATE 1.5561 24.897 128.5000 1.211 19.4 4.323800e+01 5556.0 1077.0
DAX 286.7566 4588.106 23615.0000 1.214 19.4 8.650000e-01 20421.0 3968.0
EUROSTX 69.1062 1105.699 5690.0000 1.215 19.4 8.648000e+00 49205.0 9562.0
MIB 543.0561 8688.897 44455.0000 1.222 19.5 4.324000e+00 192214.0 37569.0
EPRA-EUROPE 20.7024 331.238 1660.0000 1.247 20.0 8.648000e+00 14355.0 2864.0
MILLWHEAT 2.6807 42.891 213.7500 1.254 20.1 4.323800e+01 9242.0 1855.0
BBCOMM 1.6625 26.601 132.4100 1.256 20.1 7.536900e+01 9980.0 2005.0
RUSSELL 31.9736 511.578 2523.0000 1.267 20.3 3.768000e+00 9508.0 1928.0
WHEY 0.8245 13.192 65.0000 1.269 20.3 3.316240e+02 21556.0 4375.0
MILKDRY 1.9821 31.714 154.9000 1.280 20.5 3.316240e+02 51369.0 10517.0
SUGAR_WHITE 5.4170 86.672 417.1000 1.299 20.8 3.768500e+01 15718.0 3266.0
FTSECHINAH 220.1180 3521.888 16922.5000 1.301 20.8 1.507000e+00 25509.0 5309.0
EU-HOUSE 12.6275 202.040 969.2000 1.303 20.8 4.323800e+01 41906.0 8736.0
BOVESPA 2350.6275 37610.040 179920.0000 1.306 20.9 7.540000e-01 135604.0 28346.0
IBEX_mini 225.7841 3612.546 17160.0000 1.316 21.1 8.650000e-01 14839.0 3124.0
SOYMEAL 4.1342 66.148 312.8000 1.322 21.1 7.536900e+01 23575.0 4985.0
IBEX 225.8218 3613.149 17071.0000 1.323 21.2 8.648000e+00 147623.0 31245.0
COPPER_LME 172.1977 2755.163 12875.0000 1.337 21.4 1.884200e+01 242594.0 51913.0
FANG 199.4790 3191.663 14744.8000 1.353 21.6 3.768000e+00 55565.0 12028.0
EU-RETAIL 6.2671 100.273 462.6000 1.355 21.7 4.323800e+01 20002.0 4336.0
RUBBER 2.6469 42.350 195.2000 1.356 21.7 3.768500e+01 7356.0 1596.0
MILKWET 0.2720 4.352 19.8200 1.372 22.0 1.507381e+03 29876.0 6560.0
EU-CONSTRUCTION 11.1834 178.935 814.1000 1.374 22.0 4.323800e+01 35200.0 7737.0
HANG 356.0746 5697.194 25751.0000 1.383 22.1 4.812000e+00 123925.0 27417.0
HANG_mini 356.8264 5709.222 25770.0000 1.385 22.2 9.620000e-01 24803.0 5495.0
HANGENT_mini 123.8873 1982.196 8786.0000 1.410 22.6 9.620000e-01 8456.0 1908.0
MID-DAX 410.2548 6564.077 28960.0000 1.417 22.7 8.650000e-01 25043.0 5676.0
MSCIEAFA 41.6785 666.856 2930.5000 1.422 22.8 3.768500e+01 110434.0 25130.0
HANGENT 126.8959 2030.334 8790.0000 1.444 23.1 4.812000e+00 42301.0 9771.0
EU-MEDIA 4.9807 79.691 344.5000 1.446 23.1 4.323800e+01 14895.0 3446.0
RICE 0.1646 2.633 11.3300 1.453 23.2 1.507381e+03 17079.0 3969.0
ALUMINIUM_LME 49.5847 793.356 3411.0000 1.454 23.3 1.884200e+01 64271.0 14949.0
SOYBEAN_mini 16.9566 271.305 1155.2500 1.468 23.5 7.537000e+00 8707.0 2045.0
SUGAR11 0.2131 3.410 14.3900 1.481 23.7 8.441330e+02 12147.0 2878.0
MSCIASIA 14.7710 236.337 965.3000 1.530 24.5 7.536900e+01 72754.0 17812.0
EU-TECH 13.1290 210.064 853.5000 1.538 24.6 4.323800e+01 36904.0 9083.0
MSCIEMASIA 15.1610 242.577 980.9000 1.546 24.7 7.536900e+01 73929.0 18283.0
WHEAT 9.9848 159.757 638.0000 1.565 25.0 3.768500e+01 24043.0 6020.0
CANOLA 11.2344 179.750 712.4000 1.577 25.2 1.101600e+01 7848.0 1980.0
EU-TRAVEL 4.0315 64.504 253.5000 1.590 25.4 4.323800e+01 10961.0 2789.0
SOYOIL 1.0390 16.625 63.6200 1.633 26.1 4.522140e+02 28770.0 7518.0
REDWHEAT 10.4265 166.824 631.7500 1.650 26.4 3.768500e+01 23807.0 6287.0
TOPIX 60.5831 969.330 3630.7500 1.669 26.7 4.733000e+00 17183.0 4588.0
EU-DJ-TECH 20.8217 333.147 1244.8000 1.673 26.8 4.323800e+01 53823.0 14405.0
GICS 12.3573 197.718 715.4000 1.727 27.6 1.884230e+02 134798.0 37254.0
MUMMY 13.1020 209.632 746.0000 1.756 28.1 4.733000e+00 3531.0 992.0
EU-AUTO 7.9975 127.961 453.9000 1.762 28.2 4.323800e+01 19626.0 5533.0
MILK 0.3103 4.965 17.4800 1.775 28.4 1.507381e+03 26349.0 7484.0
NIKKEI400 584.5148 9352.237 32925.0000 1.775 28.4 4.730000e-01 15582.0 4426.0
COPPER 0.1057 1.690 5.8955 1.792 28.7 1.884226e+04 111085.0 31852.0
COPPER-micro 0.1050 1.680 5.8390 1.798 28.8 1.884226e+03 11002.0 3165.0
GOLD_micro 91.0138 1456.220 5056.5000 1.800 28.8 7.537000e+00 38110.0 10975.0
OATIES 6.4484 103.174 357.2500 1.805 28.9 3.768500e+01 13463.0 3888.0
FTSETAIWAN 50.1328 802.125 2730.5000 1.836 29.4 3.014800e+01 82318.0 24182.0
CHEESE 0.0314 0.503 1.7000 1.850 29.6 1.507381e+04 25625.0 7583.0
MSCITAIWAN 27.6342 442.147 1470.7000 1.879 30.1 7.536900e+01 110845.0 33324.0
HANGTECH 96.1102 1537.763 5091.0000 1.888 30.2 4.812000e+00 24500.0 7400.0
GASOLINE 0.0539 0.862 2.8430 1.895 30.3 3.165499e+04 89995.0 27286.0
EU-BANKS 4.5247 72.395 238.3000 1.899 30.4 4.323800e+01 10304.0 3130.0
FTSEVIET 54.9553 879.284 2881.0000 1.908 30.5 3.768000e+00 10857.0 3314.0
NIKKEI 1047.5453 16760.724 54190.0000 1.933 30.9 4.730000e-01 25647.0 7932.0
FTSEINDO 51.4526 823.242 2607.0000 1.974 31.6 3.768000e+00 9824.0 3102.0
ALUMINIUM 66.3267 1061.228 3341.0000 1.985 31.8 1.884200e+01 62952.0 19996.0
EU-BASIC 14.7501 236.002 739.1000 1.996 31.9 4.323800e+01 31957.0 10204.0
COFFEE 5.9751 95.601 293.1000 2.039 32.6 2.826340e+02 82840.0 27020.0
BUTTER 4.1515 66.425 196.5250 2.112 33.8 1.507380e+02 29624.0 10013.0
BRENT-LAST 2.1304 34.086 92.1300 2.312 37.0 7.536900e+02 69437.0 25690.0
EUA 1.6679 26.687 71.0500 2.348 37.6 8.647580e+02 61441.0 23078.0
HEATOIL 0.0814 1.302 3.2781 2.482 39.7 3.165499e+04 103768.0 41211.0
ROBUSTA 91.1181 1457.889 3475.0000 2.622 42.0 7.537000e+00 26191.0 10988.0
CRUDE_W_micro 2.3612 37.779 88.4000 2.671 42.7 7.536900e+01 6663.0 2847.0
COAL-GEORDIE 3.7198 59.516 138.1000 2.694 43.1 7.536900e+02 104085.0 44857.0
VIX 0.6173 9.876 22.9000 2.695 43.1 7.536900e+02 17260.0 7443.0
KOSPI_mini 23.0650 369.041 823.0800 2.802 44.8 2.521600e+01 20755.0 9306.0
KOSPI 23.2134 371.415 824.9500 2.814 45.0 1.260790e+02 104009.0 46828.0
V2X 0.6906 11.050 24.1000 2.866 45.8 8.647600e+01 2084.0 956.0
KOSDAQ 61.8997 990.395 1979.7000 3.127 50.0 5.043000e+00 9984.0 4995.0
COAL 4.1746 66.794 124.0000 3.367 53.9 7.536900e+02 93458.0 50342.0
PALLAD 57.8864 926.182 1625.5000 3.561 57.0 7.536900e+01 122512.0 69805.0
GASOLINE_ICE 0.1070 1.711 2.9775 3.592 57.5 3.165499e+04 94253.0 54176.0
VIX_mini 0.8317 13.308 22.9300 3.627 58.0 7.536900e+01 1728.0 1003.0
BITCOIN 2720.7996 43532.794 74415.0000 3.656 58.5 7.500000e-02 5609.0 3281.0
PLAT 81.5201 1304.321 2112.1000 3.860 61.8 3.768500e+01 79593.0 49153.0
GASOIL 39.3940 630.304 919.2500 4.285 68.6 7.536900e+01 69283.0 47505.0
OJ 8.7321 139.714 199.8500 4.369 69.9 1.130540e+02 22594.0 15795.0
GAS-LAST 0.1347 2.155 3.0050 4.481 71.7 7.536903e+03 22648.0 16239.0
GAS-PEN 0.1371 2.194 3.0140 4.549 72.8 7.536903e+03 22716.0 16533.0
BRENT_W 4.2932 68.692 92.2900 4.652 74.4 7.536900e+02 69558.0 51772.0
GAS_US_mini 0.1405 2.248 3.0050 4.675 74.8 1.884226e+03 5662.0 4235.0
HEATOIL-ICE 0.1751 2.802 3.6108 4.850 77.6 3.165499e+04 114300.0 88705.0
COCOA_LDN 123.0927 1969.484 2530.0000 4.865 77.8 1.000000e+01 25300.0 19695.0
SILVER 4.0474 64.759 81.1550 4.987 79.8 7.536900e+02 61166.0 48808.0
SILVER-mini 4.0886 65.417 81.8750 4.994 79.9 1.884226e+03 154271.0 123260.0
COCOA 177.2550 2836.079 3458.0000 5.126 82.0 7.537000e+00 26063.0 21375.0
ETHER-micro 125.2235 2003.576 2342.0000 5.347 85.5 7.500000e-02 177.0 151.0
ETHEREUM 125.3151 2005.042 2340.0000 5.355 85.7 3.768500e+01 88182.0 75559.0
CRUDE_ICE 5.4531 87.250 92.0400 5.925 94.8 7.536900e+02 69370.0 65759.0
=======================================================================================================================================================================
Risk of all instruments with data - sorted by annualised currency risk per contract
=======================================================================================================================================================================
daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev point_size_base contract_exposure annual_risk_per_contract
ETHER-micro 125.2235 2003.576 2342.0000 5.347 85.5 7.500000e-02 177.0 151.0
CAD_micro 0.0025 0.040 0.7337 0.339 5.4 7.536903e+03 5530.0 300.0
HOUSE-US 0.1851 2.961 365.8000 0.051 0.8 1.884230e+02 68925.0 558.0
AUD_micro 0.0049 0.078 0.7064 0.692 11.1 7.536903e+03 5324.0 589.0
EUR_micro 0.0054 0.086 1.1560 0.466 7.5 9.421128e+03 10891.0 812.0
CAD2 0.0939 1.502 105.3700 0.089 1.4 5.507880e+02 58037.0 827.0
V2X 0.6906 11.050 24.1000 2.866 45.8 8.647600e+01 2084.0 956.0
MUMMY 13.1020 209.632 746.0000 1.756 28.1 4.733000e+00 3531.0 992.0
VIX_mini 0.8317 13.308 22.9300 3.627 58.0 7.536900e+01 1728.0 1003.0
SGD_mini 0.0044 0.071 1.2762 0.347 5.5 1.473018e+04 18799.0 1043.0
EU-REALESTATE 1.5561 24.897 128.5000 1.211 19.4 4.323800e+01 5556.0 1077.0
JP-REALESTATE 14.8000 236.800 1947.0000 0.760 12.2 4.733000e+00 9215.0 1121.0
KR3 0.1583 2.534 104.2500 0.152 2.4 5.043170e+02 52575.0 1278.0
SHATZ 0.0980 1.568 106.2250 0.092 1.5 8.647580e+02 91859.0 1356.0
IRON 1.1990 19.184 106.0500 1.131 18.1 7.536900e+01 7993.0 1446.0
KRWUSD_mini 0.0049 0.078 0.6716 0.729 11.7 1.884226e+04 12654.0 1476.0
SOFR 0.0524 0.838 96.6150 0.054 0.9 1.884226e+03 182044.0 1579.0
RUBBER 2.6469 42.350 195.2000 1.356 21.7 3.768500e+01 7356.0 1596.0
FTSECHINAA 134.7613 2156.181 14863.0000 0.907 14.5 7.540000e-01 11202.0 1625.0
MILLWHEAT 2.6807 42.891 213.7500 1.254 20.1 4.323800e+01 9242.0 1855.0
BRE 0.0016 0.025 0.1905 0.817 13.1 7.536903e+04 14358.0 1877.0
FED 0.0380 0.607 96.4900 0.039 0.6 3.140627e+03 303039.0 1908.0
HANGENT_mini 123.8873 1982.196 8786.0000 1.410 22.6 9.620000e-01 8456.0 1908.0
RUSSELL 31.9736 511.578 2523.0000 1.267 20.3 3.768000e+00 9508.0 1928.0
CANOLA 11.2344 179.750 712.4000 1.577 25.2 1.101600e+01 7848.0 1980.0
EURIBOR-ICE 0.0575 0.920 97.4600 0.059 0.9 2.161895e+03 210698.0 1988.0
BBCOMM 1.6625 26.601 132.4100 1.256 20.1 7.536900e+01 9980.0 2005.0
BTP3 0.1462 2.339 106.4300 0.137 2.2 8.647580e+02 92036.0 2023.0
STEEL 8.4322 134.915 1029.0000 0.819 13.1 1.507400e+01 15511.0 2034.0
SOYBEAN_mini 16.9566 271.305 1155.2500 1.468 23.5 7.537000e+00 8707.0 2045.0
LUMBER-new 6.7293 107.669 603.0000 1.116 17.9 2.072600e+01 12498.0 2232.0
JGB-SGX-mini 0.3041 4.866 131.1400 0.232 3.7 4.732720e+02 62065.0 2303.0
CAD5 0.2725 4.359 113.6500 0.240 3.8 5.507880e+02 62597.0 2401.0
WHEAT_ICE 1.5031 24.049 181.0000 0.830 13.3 1.000000e+02 18100.0 2405.0
US2 0.1000 1.601 103.9961 0.096 1.5 1.507381e+03 156762.0 2413.0
DOW 402.5334 6440.534 47287.0000 0.851 13.6 3.770000e-01 17820.0 2427.0
SONIA3 0.0634 1.015 96.0100 0.066 1.1 2.500000e+03 240025.0 2536.0
CORN 4.2144 67.431 480.0000 0.878 14.0 3.768500e+01 18089.0 2541.0
DJSTX-SMALL 3.7296 59.673 368.8000 1.011 16.2 4.323800e+01 15946.0 2580.0
MXP 0.0004 0.007 0.0561 0.764 12.2 3.768451e+05 21130.0 2584.0
JPY_mini 0.0000 0.001 0.0063 0.546 8.7 4.710564e+06 29846.0 2605.0
EU-DIV30 19.7993 316.788 2189.0000 0.904 14.5 8.648000e+00 18930.0 2739.0
EUROSTX-SMALL 4.0042 64.068 359.1000 1.115 17.8 4.323800e+01 15527.0 2770.0
CNH 0.0159 0.255 6.8753 0.232 3.7 1.093245e+04 75164.0 2787.0
US5 0.2312 3.700 108.7734 0.213 3.4 7.536900e+02 81981.0 2788.0
EU-TRAVEL 4.0315 64.504 253.5000 1.590 25.4 4.323800e+01 10961.0 2789.0
CRUDE_W_micro 2.3612 37.779 88.4000 2.671 42.7 7.536900e+01 6663.0 2847.0
EPRA-EUROPE 20.7024 331.238 1660.0000 1.247 20.0 8.648000e+00 14355.0 2864.0
SUGAR11 0.2131 3.410 14.3900 1.481 23.7 8.441330e+02 12147.0 2878.0
EU-DJ-TELECOM 4.2801 68.482 412.9000 1.037 16.6 4.323800e+01 17853.0 2961.0
SWISSLEAD 19.4743 311.589 2029.9000 0.959 15.3 9.563000e+00 19412.0 2980.0
CAD 0.0025 0.040 0.7340 0.345 5.5 7.536903e+04 55325.0 3050.0
FTSEINDO 51.4526 823.242 2607.0000 1.974 31.6 3.768000e+00 9824.0 3102.0
IBEX_mini 225.7841 3612.546 17160.0000 1.316 21.1 8.650000e-01 14839.0 3124.0
EU-BANKS 4.5247 72.395 238.3000 1.899 30.4 4.323800e+01 10304.0 3130.0
COPPER-micro 0.1050 1.680 5.8390 1.798 28.8 1.884226e+03 11002.0 3165.0
SUGAR16 0.2345 3.752 33.5000 0.700 11.2 8.441330e+02 28278.0 3167.0
SUGAR_WHITE 5.4170 86.672 417.1000 1.299 20.8 3.768500e+01 15718.0 3266.0
BITCOIN 2720.7996 43532.794 74415.0000 3.656 58.5 7.500000e-02 5609.0 3281.0
SP500_micro 54.6369 874.190 6750.5000 0.809 13.0 3.768000e+00 25439.0 3294.0
FTSEVIET 54.9553 879.284 2881.0000 1.908 30.5 3.768000e+00 10857.0 3314.0
EU-OIL 4.8099 76.958 515.1000 0.934 14.9 4.323800e+01 22272.0 3327.0
EU-MEDIA 4.9807 79.691 344.5000 1.446 23.1 4.323800e+01 14895.0 3446.0
BOBL 0.2503 4.004 116.2200 0.215 3.4 8.647580e+02 100502.0 3463.0
COTTON 0.0059 0.095 0.6585 0.903 14.4 3.768451e+04 24815.0 3585.0
US-REALESTATE 3.0362 48.579 373.3000 0.813 13.0 7.536900e+01 28135.0 3661.0
EU-DJ-OIL 5.4565 87.304 572.1000 0.954 15.3 4.323800e+01 24736.0 3775.0
ZAR 0.0006 0.010 0.0596 1.052 16.8 3.768451e+05 22460.0 3779.0
KR10 0.4781 7.650 110.3700 0.433 6.9 5.043170e+02 55661.0 3858.0
US3 0.1601 2.561 106.1250 0.151 2.4 1.507381e+03 159971.0 3860.0
OATIES 6.4484 103.174 357.2500 1.805 28.9 3.768500e+01 13463.0 3888.0
RAPESEED 5.6232 89.971 484.0000 1.162 18.6 4.323800e+01 20927.0 3890.0
EU-INSURE 5.6446 90.314 486.5000 1.160 18.6 4.323800e+01 21035.0 3905.0
SMI-MID 25.6781 410.849 2937.0000 0.874 14.0 9.563000e+00 28087.0 3929.0
DAX 286.7566 4588.106 23615.0000 1.214 19.4 8.650000e-01 20421.0 3968.0
RICE 0.1646 2.633 11.3300 1.453 23.2 1.507381e+03 17079.0 3969.0
SGD 0.0043 0.069 1.2770 0.337 5.4 5.892072e+04 75242.0 4053.0
EURO600 5.8690 93.904 594.2000 0.988 15.8 4.323800e+01 25692.0 4060.0
EU-MID 5.9082 94.531 639.9000 0.923 14.8 4.323800e+01 27668.0 4087.0
US10 0.3390 5.424 111.8750 0.303 4.8 7.536900e+02 84319.0 4088.0
CAD10 0.4687 7.499 120.1400 0.390 6.2 5.507880e+02 66172.0 4130.0
GBPEUR 0.0021 0.033 0.8674 0.241 3.9 1.250000e+05 108419.0 4183.0
EUROSTX200-LARGE 6.0832 97.330 625.0000 0.973 15.6 4.323800e+01 27024.0 4208.0
GAS_US_mini 0.1405 2.248 3.0050 4.675 74.8 1.884226e+03 5662.0 4235.0
EU-UTILS 6.2343 99.749 559.7000 1.114 17.8 4.323800e+01 24200.0 4313.0
COTTON2 0.7189 11.503 70.3000 1.023 16.4 3.768450e+02 26492.0 4335.0
EU-RETAIL 6.2671 100.273 462.6000 1.355 21.7 4.323800e+01 20002.0 4336.0
OMX-SWE 33.7239 539.582 3001.0000 1.124 18.0 8.036000e+00 24115.0 4336.0
EU-FOOD 6.3084 100.935 638.2000 0.988 15.8 4.323800e+01 27594.0 4364.0
WHEY 0.8245 13.192 65.0000 1.269 20.3 3.316240e+02 21556.0 4375.0
NIKKEI400 584.5148 9352.237 32925.0000 1.775 28.4 4.730000e-01 15582.0 4426.0
EU-DJ-UTIL 6.6029 105.646 573.5000 1.151 18.4 4.323800e+01 24797.0 4568.0
TOPIX 60.5831 969.330 3630.7500 1.669 26.7 4.733000e+00 17183.0 4588.0
GBP 0.0061 0.098 1.3328 0.461 7.4 4.710564e+04 62782.0 4630.0
EURCHF 0.0025 0.040 0.9014 0.277 4.4 1.195390e+05 107752.0 4776.0
LEANHOG 1.0187 16.299 107.2500 0.950 15.2 3.014760e+02 32333.0 4914.0
US10U 0.4083 6.533 114.3125 0.357 5.7 7.536900e+02 86156.0 4924.0
SOYMEAL 4.1342 66.148 312.8000 1.322 21.1 7.536900e+01 23575.0 4985.0
EUROSTX-LARGE 7.2139 115.423 638.4000 1.130 18.1 4.323800e+01 27603.0 4991.0
KOSDAQ 61.8997 990.395 1979.7000 3.127 50.0 5.043000e+00 9984.0 4995.0
MSCISING 5.3062 84.900 442.3000 1.200 19.2 5.892100e+01 26061.0 5002.0
NZD 0.0042 0.067 0.5880 0.713 11.4 7.536903e+04 44321.0 5058.0
JPY 0.0000 0.001 0.0063 0.543 8.7 9.421128e+06 59664.0 5187.0
FTSECHINAH 220.1180 3521.888 16922.5000 1.301 20.8 1.507000e+00 25509.0 5309.0
US-PROPERTY 1.7851 28.561 209.2000 0.853 13.7 1.884230e+02 39418.0 5382.0
EURCAD 0.0050 0.080 1.5707 0.317 5.1 6.884852e+04 108140.0 5484.0
HANG_mini 356.8264 5709.222 25770.0000 1.385 22.2 9.620000e-01 24803.0 5495.0
BUND 0.3992 6.387 126.2500 0.316 5.1 8.647580e+02 109176.0 5523.0
EU-AUTO 7.9975 127.961 453.9000 1.762 28.2 4.323800e+01 19626.0 5533.0
DX 0.4614 7.383 99.5250 0.464 7.4 7.536900e+02 75011.0 5564.0
MID-DAX 410.2548 6564.077 28960.0000 1.417 22.7 8.650000e-01 25043.0 5676.0
WHEAT 9.9848 159.757 638.0000 1.565 25.0 3.768500e+01 24043.0 6020.0
BONO 0.4414 7.063 121.6400 0.363 5.8 8.647580e+02 105189.0 6108.0
REDWHEAT 10.4265 166.824 631.7500 1.650 26.4 3.768500e+01 23807.0 6287.0
NASDAQ_micro 262.8090 4204.943 24656.2500 1.066 17.1 1.507000e+00 37166.0 6338.0
CH10 0.4216 6.746 155.6800 0.271 4.3 9.563120e+02 148879.0 6451.0
MILKWET 0.2720 4.352 19.8200 1.372 22.0 1.507381e+03 29876.0 6560.0
FTSE250 205.0395 3280.633 22057.0000 0.930 14.9 2.000000e+00 44114.0 6561.0
OAT 0.4971 7.954 119.9300 0.415 6.6 8.647580e+02 103710.0 6879.0
TWD 0.1914 3.062 31.2525 0.612 9.8 2.261071e+03 70664.0 6924.0
CLP 0.0000 0.000 0.0011 1.078 17.3 3.768451e+07 41001.0 7073.0
YENEUR 0.7525 12.040 182.5100 0.412 6.6 5.915900e+02 107971.0 7123.0
US20 0.6116 9.786 114.5000 0.534 8.5 7.536900e+02 86298.0 7376.0
CHINAA-CON 24.4820 391.712 2599.8000 0.942 15.1 1.884200e+01 48986.0 7381.0
HANGTECH 96.1102 1537.763 5091.0000 1.888 30.2 4.812000e+00 24500.0 7400.0
BTP 0.5356 8.569 118.0000 0.454 7.3 8.647580e+02 102041.0 7410.0
GBPCHF 0.0039 0.062 1.0362 0.375 6.0 1.195390e+05 123866.0 7438.0
VIX 0.6173 9.876 22.9000 2.695 43.1 7.536900e+02 17260.0 7443.0
MILK 0.3103 4.965 17.4800 1.775 28.4 1.507381e+03 26349.0 7484.0
SOYOIL 1.0390 16.625 63.6200 1.633 26.1 4.522140e+02 28770.0 7518.0
CHEESE 0.0314 0.503 1.7000 1.850 29.6 1.507381e+04 25625.0 7583.0
EU-HEALTH 11.1363 178.180 1123.1000 0.992 15.9 4.323800e+01 48560.0 7704.0
EU-CONSTRUCTION 11.1834 178.935 814.1000 1.374 22.0 4.323800e+01 35200.0 7737.0
NIKKEI 1047.5453 16760.724 54190.0000 1.933 30.9 4.730000e-01 25647.0 7932.0
EURAUD 0.0077 0.123 1.6364 0.468 7.5 6.640859e+04 108671.0 8142.0
OMX 61.4787 983.659 5974.8000 1.029 16.5 8.648000e+00 51668.0 8506.0
CADJPY 0.5673 9.077 115.9000 0.489 7.8 9.465440e+02 109704.0 8592.0
EU-HOUSE 12.6275 202.040 969.2000 1.303 20.8 4.323800e+01 41906.0 8736.0
US-STAPLES 7.4458 119.133 856.2000 0.870 13.9 7.536900e+01 64531.0 8979.0
CNH-onshore 0.0015 0.024 0.1459 1.027 16.4 3.768451e+05 54974.0 9032.0
EU-TECH 13.1290 210.064 853.5000 1.538 24.6 4.323800e+01 36904.0 9083.0
US30 0.7570 12.111 117.1875 0.646 10.3 7.536900e+02 88323.0 9128.0
BUXL 0.6620 10.593 109.3600 0.605 9.7 8.647580e+02 94570.0 9160.0
KOSPI_mini 23.0650 369.041 823.0800 2.802 44.8 2.521600e+01 20755.0 9306.0
EUROSTX 69.1062 1105.699 5690.0000 1.215 19.4 8.648000e+00 49205.0 9562.0
R1000 16.0088 256.141 2125.2000 0.753 12.1 3.768500e+01 80087.0 9653.0
GBPJPY 1.0273 16.437 210.2700 0.489 7.8 5.915900e+02 124394.0 9724.0
HANGENT 126.8959 2030.334 8790.0000 1.444 23.1 4.812000e+00 42301.0 9771.0
GILT 0.6135 9.816 89.1300 0.688 11.0 1.000000e+03 89130.0 9816.0
BUTTER 4.1515 66.425 196.5250 2.112 33.8 1.507380e+02 29624.0 10013.0
EU-BASIC 14.7501 236.002 739.1000 1.996 31.9 4.323800e+01 31957.0 10204.0
PLN 0.0017 0.028 0.2685 0.643 10.3 3.768451e+05 101168.0 10408.0
CHF 0.0069 0.111 1.2825 0.542 8.7 9.421128e+04 120826.0 10474.0
MILKDRY 1.9821 31.714 154.9000 1.280 20.5 3.316240e+02 51369.0 10517.0
US-UTILS 8.7460 139.937 955.9000 0.915 14.6 7.536900e+01 72045.0 10547.0
AUDJPY 0.7220 11.553 111.4700 0.648 10.4 9.465440e+02 105511.0 10935.0
GOLD_micro 91.0138 1456.220 5056.5000 1.800 28.8 7.537000e+00 38110.0 10975.0
ROBUSTA 91.1181 1457.889 3475.0000 2.622 42.0 7.537000e+00 26191.0 10988.0
LIVECOW 2.3538 37.661 231.8500 1.015 16.2 3.014760e+02 69897.0 11354.0
CAC 82.5209 1320.334 7949.5000 1.038 16.6 8.648000e+00 68744.0 11418.0
CZK 0.0002 0.004 0.0468 0.524 8.4 3.014761e+06 140994.0 11825.0
FANG 199.4790 3191.663 14744.8000 1.353 21.6 3.768000e+00 55565.0 12028.0
US-MATERIAL 11.5294 184.470 1046.5000 1.102 17.6 7.536900e+01 78874.0 13903.0
EU-DJ-TECH 20.8217 333.147 1244.8000 1.673 26.8 4.323800e+01 53823.0 14405.0
FTSE100 91.8113 1468.980 10347.5000 0.887 14.2 1.000000e+01 103475.0 14690.0
ALUMINIUM_LME 49.5847 793.356 3411.0000 1.454 23.3 1.884200e+01 64271.0 14949.0
NOK 0.0006 0.010 0.1034 0.601 9.6 1.507381e+06 155901.0 14993.0
US-ENERGY 13.0799 209.279 1211.1000 1.080 17.3 7.536900e+01 91279.0 15773.0
OJ 8.7321 139.714 199.8500 4.369 69.9 1.130540e+02 22594.0 15795.0
GAS-LAST 0.1347 2.155 3.0050 4.481 71.7 7.536903e+03 22648.0 16239.0
GAS-PEN 0.1371 2.194 3.0140 4.549 72.8 7.536903e+03 22716.0 16533.0
CHFJPY 0.9170 14.672 202.6000 0.453 7.2 1.183180e+03 239712.0 17359.0
US-HEALTH 14.5759 233.214 1522.9000 0.957 15.3 7.536900e+01 114779.0 17577.0
MSCIASIA 14.7710 236.337 965.3000 1.530 24.5 7.536900e+01 72754.0 17812.0
SPI200 85.3280 1365.247 8628.0000 0.989 15.8 1.328200e+01 114595.0 18133.0
MSCIEMASIA 15.1610 242.577 980.9000 1.546 24.7 7.536900e+01 73929.0 18283.0
SEK 0.0008 0.012 0.1076 0.721 11.5 1.507381e+06 162119.0 18714.0
SMI 126.3346 2021.354 12741.0000 0.992 15.9 9.563000e+00 121844.0 19330.0
COCOA_LDN 123.0927 1969.484 2530.0000 4.865 77.8 1.000000e+01 25300.0 19695.0
ALUMINIUM 66.3267 1061.228 3341.0000 1.985 31.8 1.884200e+01 62952.0 19996.0
COCOA 177.2550 2836.079 3458.0000 5.126 82.0 7.537000e+00 26063.0 21375.0
US-INDUSTRY 18.1703 290.724 1672.8000 1.086 17.4 7.536900e+01 126077.0 21912.0
JGB 0.3003 4.806 131.1500 0.229 3.7 4.732719e+03 620696.0 22744.0
EUA 1.6679 26.687 71.0500 2.348 37.6 8.647580e+02 61441.0 23078.0
FEEDCOW 3.8295 61.272 345.5500 1.108 17.7 3.768450e+02 130219.0 23090.0
FTSETAIWAN 50.1328 802.125 2730.5000 1.836 29.4 3.014800e+01 82318.0 24182.0
IRS 0.0021 0.033 0.3192 0.647 10.4 7.536903e+05 240555.0 24903.0
MSCIEAFA 41.6785 666.856 2930.5000 1.422 22.8 3.768500e+01 110434.0 25130.0
BRENT-LAST 2.1304 34.086 92.1300 2.312 37.0 7.536900e+02 69437.0 25690.0
AEX 9.4887 151.819 1007.6500 0.942 15.1 1.729520e+02 174275.0 26257.0
COFFEE 5.9751 95.601 293.1000 2.039 32.6 2.826340e+02 82840.0 27020.0
GASOLINE 0.0539 0.862 2.8430 1.895 30.3 3.165499e+04 89995.0 27286.0
HANG 356.0746 5697.194 25751.0000 1.383 22.1 4.812000e+00 123925.0 27417.0
BOVESPA 2350.6275 37610.040 179920.0000 1.306 20.9 7.540000e-01 135604.0 28346.0
IBEX 225.8218 3613.149 17071.0000 1.323 21.2 8.648000e+00 147623.0 31245.0
US-DISCRETE 26.1867 418.987 2263.1000 1.157 18.5 7.536900e+01 170568.0 31579.0
COPPER 0.1057 1.690 5.8955 1.792 28.7 1.884226e+04 111085.0 31852.0
MSCITAIWAN 27.6342 442.147 1470.7000 1.879 30.1 7.536900e+01 110845.0 33324.0
GICS 12.3573 197.718 715.4000 1.727 27.6 1.884230e+02 134798.0 37254.0
MIB 543.0561 8688.897 44455.0000 1.222 19.5 4.324000e+00 192214.0 37569.0
HEATOIL 0.0814 1.302 3.2781 2.482 39.7 3.165499e+04 103768.0 41211.0
SP400 36.9163 590.662 3385.9000 1.090 17.4 7.536900e+01 255192.0 44518.0
COAL-GEORDIE 3.7198 59.516 138.1000 2.694 43.1 7.536900e+02 104085.0 44857.0
KOSPI 23.2134 371.415 824.9500 2.814 45.0 1.260790e+02 104009.0 46828.0
GASOIL 39.3940 630.304 919.2500 4.285 68.6 7.536900e+01 69283.0 47505.0
SILVER 4.0474 64.759 81.1550 4.987 79.8 7.536900e+02 61166.0 48808.0
PLAT 81.5201 1304.321 2112.1000 3.860 61.8 3.768500e+01 79593.0 49153.0
COAL 4.1746 66.794 124.0000 3.367 53.9 7.536900e+02 93458.0 50342.0
BRENT_W 4.2932 68.692 92.2900 4.652 74.4 7.536900e+02 69558.0 51772.0
COPPER_LME 172.1977 2755.163 12875.0000 1.337 21.4 1.884200e+01 242594.0 51913.0
GASOLINE_ICE 0.1070 1.711 2.9775 3.592 57.5 3.165499e+04 94253.0 54176.0
CRUDE_ICE 5.4531 87.250 92.0400 5.925 94.8 7.536900e+02 69370.0 65759.0
PALLAD 57.8864 926.182 1625.5000 3.561 57.0 7.536900e+01 122512.0 69805.0
ETHEREUM 125.3151 2005.042 2340.0000 5.355 85.7 3.768500e+01 88182.0 75559.0
HEATOIL-ICE 0.1751 2.802 3.6108 4.850 77.6 3.165499e+04 114300.0 88705.0
SILVER-mini 4.0886 65.417 81.8750 4.994 79.9 1.884226e+03 154271.0 123260.0
=======================================================================================================================================================================
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
ETHER-micro 125.2235 2003.576 2342.0000 5.347 85.5 7.500000e-02 177.0 151.0
VIX_mini 0.8317 13.308 22.9300 3.627 58.0 7.536900e+01 1728.0 1003.0
V2X 0.6906 11.050 24.1000 2.866 45.8 8.647600e+01 2084.0 956.0
MUMMY 13.1020 209.632 746.0000 1.756 28.1 4.733000e+00 3531.0 992.0
AUD_micro 0.0049 0.078 0.7064 0.692 11.1 7.536903e+03 5324.0 589.0
CAD_micro 0.0025 0.040 0.7337 0.339 5.4 7.536903e+03 5530.0 300.0
EU-REALESTATE 1.5561 24.897 128.5000 1.211 19.4 4.323800e+01 5556.0 1077.0
BITCOIN 2720.7996 43532.794 74415.0000 3.656 58.5 7.500000e-02 5609.0 3281.0
GAS_US_mini 0.1405 2.248 3.0050 4.675 74.8 1.884226e+03 5662.0 4235.0
CRUDE_W_micro 2.3612 37.779 88.4000 2.671 42.7 7.536900e+01 6663.0 2847.0
RUBBER 2.6469 42.350 195.2000 1.356 21.7 3.768500e+01 7356.0 1596.0
CANOLA 11.2344 179.750 712.4000 1.577 25.2 1.101600e+01 7848.0 1980.0
IRON 1.1990 19.184 106.0500 1.131 18.1 7.536900e+01 7993.0 1446.0
HANGENT_mini 123.8873 1982.196 8786.0000 1.410 22.6 9.620000e-01 8456.0 1908.0
SOYBEAN_mini 16.9566 271.305 1155.2500 1.468 23.5 7.537000e+00 8707.0 2045.0
JP-REALESTATE 14.8000 236.800 1947.0000 0.760 12.2 4.733000e+00 9215.0 1121.0
MILLWHEAT 2.6807 42.891 213.7500 1.254 20.1 4.323800e+01 9242.0 1855.0
RUSSELL 31.9736 511.578 2523.0000 1.267 20.3 3.768000e+00 9508.0 1928.0
FTSEINDO 51.4526 823.242 2607.0000 1.974 31.6 3.768000e+00 9824.0 3102.0
BBCOMM 1.6625 26.601 132.4100 1.256 20.1 7.536900e+01 9980.0 2005.0
KOSDAQ 61.8997 990.395 1979.7000 3.127 50.0 5.043000e+00 9984.0 4995.0
EU-BANKS 4.5247 72.395 238.3000 1.899 30.4 4.323800e+01 10304.0 3130.0
FTSEVIET 54.9553 879.284 2881.0000 1.908 30.5 3.768000e+00 10857.0 3314.0
EUR_micro 0.0054 0.086 1.1560 0.466 7.5 9.421128e+03 10891.0 812.0
EU-TRAVEL 4.0315 64.504 253.5000 1.590 25.4 4.323800e+01 10961.0 2789.0
COPPER-micro 0.1050 1.680 5.8390 1.798 28.8 1.884226e+03 11002.0 3165.0
FTSECHINAA 134.7613 2156.181 14863.0000 0.907 14.5 7.540000e-01 11202.0 1625.0
SUGAR11 0.2131 3.410 14.3900 1.481 23.7 8.441330e+02 12147.0 2878.0
LUMBER-new 6.7293 107.669 603.0000 1.116 17.9 2.072600e+01 12498.0 2232.0
KRWUSD_mini 0.0049 0.078 0.6716 0.729 11.7 1.884226e+04 12654.0 1476.0
OATIES 6.4484 103.174 357.2500 1.805 28.9 3.768500e+01 13463.0 3888.0
EPRA-EUROPE 20.7024 331.238 1660.0000 1.247 20.0 8.648000e+00 14355.0 2864.0
BRE 0.0016 0.025 0.1905 0.817 13.1 7.536903e+04 14358.0 1877.0
IBEX_mini 225.7841 3612.546 17160.0000 1.316 21.1 8.650000e-01 14839.0 3124.0
EU-MEDIA 4.9807 79.691 344.5000 1.446 23.1 4.323800e+01 14895.0 3446.0
STEEL 8.4322 134.915 1029.0000 0.819 13.1 1.507400e+01 15511.0 2034.0
EUROSTX-SMALL 4.0042 64.068 359.1000 1.115 17.8 4.323800e+01 15527.0 2770.0
NIKKEI400 584.5148 9352.237 32925.0000 1.775 28.4 4.730000e-01 15582.0 4426.0
SUGAR_WHITE 5.4170 86.672 417.1000 1.299 20.8 3.768500e+01 15718.0 3266.0
DJSTX-SMALL 3.7296 59.673 368.8000 1.011 16.2 4.323800e+01 15946.0 2580.0
RICE 0.1646 2.633 11.3300 1.453 23.2 1.507381e+03 17079.0 3969.0
TOPIX 60.5831 969.330 3630.7500 1.669 26.7 4.733000e+00 17183.0 4588.0
VIX 0.6173 9.876 22.9000 2.695 43.1 7.536900e+02 17260.0 7443.0
DOW 402.5334 6440.534 47287.0000 0.851 13.6 3.770000e-01 17820.0 2427.0
EU-DJ-TELECOM 4.2801 68.482 412.9000 1.037 16.6 4.323800e+01 17853.0 2961.0
CORN 4.2144 67.431 480.0000 0.878 14.0 3.768500e+01 18089.0 2541.0
WHEAT_ICE 1.5031 24.049 181.0000 0.830 13.3 1.000000e+02 18100.0 2405.0
SGD_mini 0.0044 0.071 1.2762 0.347 5.5 1.473018e+04 18799.0 1043.0
EU-DIV30 19.7993 316.788 2189.0000 0.904 14.5 8.648000e+00 18930.0 2739.0
SWISSLEAD 19.4743 311.589 2029.9000 0.959 15.3 9.563000e+00 19412.0 2980.0
EU-AUTO 7.9975 127.961 453.9000 1.762 28.2 4.323800e+01 19626.0 5533.0
EU-RETAIL 6.2671 100.273 462.6000 1.355 21.7 4.323800e+01 20002.0 4336.0
DAX 286.7566 4588.106 23615.0000 1.214 19.4 8.650000e-01 20421.0 3968.0
KOSPI_mini 23.0650 369.041 823.0800 2.802 44.8 2.521600e+01 20755.0 9306.0
RAPESEED 5.6232 89.971 484.0000 1.162 18.6 4.323800e+01 20927.0 3890.0
EU-INSURE 5.6446 90.314 486.5000 1.160 18.6 4.323800e+01 21035.0 3905.0
MXP 0.0004 0.007 0.0561 0.764 12.2 3.768451e+05 21130.0 2584.0
WHEY 0.8245 13.192 65.0000 1.269 20.3 3.316240e+02 21556.0 4375.0
EU-OIL 4.8099 76.958 515.1000 0.934 14.9 4.323800e+01 22272.0 3327.0
ZAR 0.0006 0.010 0.0596 1.052 16.8 3.768451e+05 22460.0 3779.0
OJ 8.7321 139.714 199.8500 4.369 69.9 1.130540e+02 22594.0 15795.0
GAS-LAST 0.1347 2.155 3.0050 4.481 71.7 7.536903e+03 22648.0 16239.0
GAS-PEN 0.1371 2.194 3.0140 4.549 72.8 7.536903e+03 22716.0 16533.0
SOYMEAL 4.1342 66.148 312.8000 1.322 21.1 7.536900e+01 23575.0 4985.0
REDWHEAT 10.4265 166.824 631.7500 1.650 26.4 3.768500e+01 23807.0 6287.0
WHEAT 9.9848 159.757 638.0000 1.565 25.0 3.768500e+01 24043.0 6020.0
OMX-SWE 33.7239 539.582 3001.0000 1.124 18.0 8.036000e+00 24115.0 4336.0
EU-UTILS 6.2343 99.749 559.7000 1.114 17.8 4.323800e+01 24200.0 4313.0
HANGTECH 96.1102 1537.763 5091.0000 1.888 30.2 4.812000e+00 24500.0 7400.0
EU-DJ-OIL 5.4565 87.304 572.1000 0.954 15.3 4.323800e+01 24736.0 3775.0
EU-DJ-UTIL 6.6029 105.646 573.5000 1.151 18.4 4.323800e+01 24797.0 4568.0
HANG_mini 356.8264 5709.222 25770.0000 1.385 22.2 9.620000e-01 24803.0 5495.0
COTTON 0.0059 0.095 0.6585 0.903 14.4 3.768451e+04 24815.0 3585.0
MID-DAX 410.2548 6564.077 28960.0000 1.417 22.7 8.650000e-01 25043.0 5676.0
COCOA_LDN 123.0927 1969.484 2530.0000 4.865 77.8 1.000000e+01 25300.0 19695.0
SP500_micro 54.6369 874.190 6750.5000 0.809 13.0 3.768000e+00 25439.0 3294.0
FTSECHINAH 220.1180 3521.888 16922.5000 1.301 20.8 1.507000e+00 25509.0 5309.0
CHEESE 0.0314 0.503 1.7000 1.850 29.6 1.507381e+04 25625.0 7583.0
NIKKEI 1047.5453 16760.724 54190.0000 1.933 30.9 4.730000e-01 25647.0 7932.0
EURO600 5.8690 93.904 594.2000 0.988 15.8 4.323800e+01 25692.0 4060.0
MSCISING 5.3062 84.900 442.3000 1.200 19.2 5.892100e+01 26061.0 5002.0
COCOA 177.2550 2836.079 3458.0000 5.126 82.0 7.537000e+00 26063.0 21375.0
ROBUSTA 91.1181 1457.889 3475.0000 2.622 42.0 7.537000e+00 26191.0 10988.0
MILK 0.3103 4.965 17.4800 1.775 28.4 1.507381e+03 26349.0 7484.0
COTTON2 0.7189 11.503 70.3000 1.023 16.4 3.768450e+02 26492.0 4335.0
EUROSTX200-LARGE 6.0832 97.330 625.0000 0.973 15.6 4.323800e+01 27024.0 4208.0
EU-FOOD 6.3084 100.935 638.2000 0.988 15.8 4.323800e+01 27594.0 4364.0
EUROSTX-LARGE 7.2139 115.423 638.4000 1.130 18.1 4.323800e+01 27603.0 4991.0
EU-MID 5.9082 94.531 639.9000 0.923 14.8 4.323800e+01 27668.0 4087.0
SMI-MID 25.6781 410.849 2937.0000 0.874 14.0 9.563000e+00 28087.0 3929.0
US-REALESTATE 3.0362 48.579 373.3000 0.813 13.0 7.536900e+01 28135.0 3661.0
SUGAR16 0.2345 3.752 33.5000 0.700 11.2 8.441330e+02 28278.0 3167.0
SOYOIL 1.0390 16.625 63.6200 1.633 26.1 4.522140e+02 28770.0 7518.0
BUTTER 4.1515 66.425 196.5250 2.112 33.8 1.507380e+02 29624.0 10013.0
JPY_mini 0.0000 0.001 0.0063 0.546 8.7 4.710564e+06 29846.0 2605.0
MILKWET 0.2720 4.352 19.8200 1.372 22.0 1.507381e+03 29876.0 6560.0
EU-BASIC 14.7501 236.002 739.1000 1.996 31.9 4.323800e+01 31957.0 10204.0
LEANHOG 1.0187 16.299 107.2500 0.950 15.2 3.014760e+02 32333.0 4914.0
EU-CONSTRUCTION 11.1834 178.935 814.1000 1.374 22.0 4.323800e+01 35200.0 7737.0
EU-TECH 13.1290 210.064 853.5000 1.538 24.6 4.323800e+01 36904.0 9083.0
NASDAQ_micro 262.8090 4204.943 24656.2500 1.066 17.1 1.507000e+00 37166.0 6338.0
GOLD_micro 91.0138 1456.220 5056.5000 1.800 28.8 7.537000e+00 38110.0 10975.0
US-PROPERTY 1.7851 28.561 209.2000 0.853 13.7 1.884230e+02 39418.0 5382.0
CLP 0.0000 0.000 0.0011 1.078 17.3 3.768451e+07 41001.0 7073.0
EU-HOUSE 12.6275 202.040 969.2000 1.303 20.8 4.323800e+01 41906.0 8736.0
HANGENT 126.8959 2030.334 8790.0000 1.444 23.1 4.812000e+00 42301.0 9771.0
FTSE250 205.0395 3280.633 22057.0000 0.930 14.9 2.000000e+00 44114.0 6561.0
NZD 0.0042 0.067 0.5880 0.713 11.4 7.536903e+04 44321.0 5058.0
EU-HEALTH 11.1363 178.180 1123.1000 0.992 15.9 4.323800e+01 48560.0 7704.0
CHINAA-CON 24.4820 391.712 2599.8000 0.942 15.1 1.884200e+01 48986.0 7381.0
EUROSTX 69.1062 1105.699 5690.0000 1.215 19.4 8.648000e+00 49205.0 9562.0
MILKDRY 1.9821 31.714 154.9000 1.280 20.5 3.316240e+02 51369.0 10517.0
OMX 61.4787 983.659 5974.8000 1.029 16.5 8.648000e+00 51668.0 8506.0
KR3 0.1583 2.534 104.2500 0.152 2.4 5.043170e+02 52575.0 1278.0
EU-DJ-TECH 20.8217 333.147 1244.8000 1.673 26.8 4.323800e+01 53823.0 14405.0
CNH-onshore 0.0015 0.024 0.1459 1.027 16.4 3.768451e+05 54974.0 9032.0
CAD 0.0025 0.040 0.7340 0.345 5.5 7.536903e+04 55325.0 3050.0
FANG 199.4790 3191.663 14744.8000 1.353 21.6 3.768000e+00 55565.0 12028.0
KR10 0.4781 7.650 110.3700 0.433 6.9 5.043170e+02 55661.0 3858.0
CAD2 0.0939 1.502 105.3700 0.089 1.4 5.507880e+02 58037.0 827.0
JPY 0.0000 0.001 0.0063 0.543 8.7 9.421128e+06 59664.0 5187.0
SILVER 4.0474 64.759 81.1550 4.987 79.8 7.536900e+02 61166.0 48808.0
EUA 1.6679 26.687 71.0500 2.348 37.6 8.647580e+02 61441.0 23078.0
JGB-SGX-mini 0.3041 4.866 131.1400 0.232 3.7 4.732720e+02 62065.0 2303.0
CAD5 0.2725 4.359 113.6500 0.240 3.8 5.507880e+02 62597.0 2401.0
GBP 0.0061 0.098 1.3328 0.461 7.4 4.710564e+04 62782.0 4630.0
ALUMINIUM 66.3267 1061.228 3341.0000 1.985 31.8 1.884200e+01 62952.0 19996.0
ALUMINIUM_LME 49.5847 793.356 3411.0000 1.454 23.3 1.884200e+01 64271.0 14949.0
US-STAPLES 7.4458 119.133 856.2000 0.870 13.9 7.536900e+01 64531.0 8979.0
CAD10 0.4687 7.499 120.1400 0.390 6.2 5.507880e+02 66172.0 4130.0
CAC 82.5209 1320.334 7949.5000 1.038 16.6 8.648000e+00 68744.0 11418.0
HOUSE-US 0.1851 2.961 365.8000 0.051 0.8 1.884230e+02 68925.0 558.0
GASOIL 39.3940 630.304 919.2500 4.285 68.6 7.536900e+01 69283.0 47505.0
CRUDE_ICE 5.4531 87.250 92.0400 5.925 94.8 7.536900e+02 69370.0 65759.0
BRENT-LAST 2.1304 34.086 92.1300 2.312 37.0 7.536900e+02 69437.0 25690.0
BRENT_W 4.2932 68.692 92.2900 4.652 74.4 7.536900e+02 69558.0 51772.0
LIVECOW 2.3538 37.661 231.8500 1.015 16.2 3.014760e+02 69897.0 11354.0
TWD 0.1914 3.062 31.2525 0.612 9.8 2.261071e+03 70664.0 6924.0
US-UTILS 8.7460 139.937 955.9000 0.915 14.6 7.536900e+01 72045.0 10547.0
MSCIASIA 14.7710 236.337 965.3000 1.530 24.5 7.536900e+01 72754.0 17812.0
MSCIEMASIA 15.1610 242.577 980.9000 1.546 24.7 7.536900e+01 73929.0 18283.0
DX 0.4614 7.383 99.5250 0.464 7.4 7.536900e+02 75011.0 5564.0
CNH 0.0159 0.255 6.8753 0.232 3.7 1.093245e+04 75164.0 2787.0
SGD 0.0043 0.069 1.2770 0.337 5.4 5.892072e+04 75242.0 4053.0
US-MATERIAL 11.5294 184.470 1046.5000 1.102 17.6 7.536900e+01 78874.0 13903.0
PLAT 81.5201 1304.321 2112.1000 3.860 61.8 3.768500e+01 79593.0 49153.0
R1000 16.0088 256.141 2125.2000 0.753 12.1 3.768500e+01 80087.0 9653.0
US5 0.2312 3.700 108.7734 0.213 3.4 7.536900e+02 81981.0 2788.0
FTSETAIWAN 50.1328 802.125 2730.5000 1.836 29.4 3.014800e+01 82318.0 24182.0
COFFEE 5.9751 95.601 293.1000 2.039 32.6 2.826340e+02 82840.0 27020.0
US10 0.3390 5.424 111.8750 0.303 4.8 7.536900e+02 84319.0 4088.0
US10U 0.4083 6.533 114.3125 0.357 5.7 7.536900e+02 86156.0 4924.0
US20 0.6116 9.786 114.5000 0.534 8.5 7.536900e+02 86298.0 7376.0
ETHEREUM 125.3151 2005.042 2340.0000 5.355 85.7 3.768500e+01 88182.0 75559.0
US30 0.7570 12.111 117.1875 0.646 10.3 7.536900e+02 88323.0 9128.0
GILT 0.6135 9.816 89.1300 0.688 11.0 1.000000e+03 89130.0 9816.0
GASOLINE 0.0539 0.862 2.8430 1.895 30.3 3.165499e+04 89995.0 27286.0
US-ENERGY 13.0799 209.279 1211.1000 1.080 17.3 7.536900e+01 91279.0 15773.0
SHATZ 0.0980 1.568 106.2250 0.092 1.5 8.647580e+02 91859.0 1356.0
BTP3 0.1462 2.339 106.4300 0.137 2.2 8.647580e+02 92036.0 2023.0
COAL 4.1746 66.794 124.0000 3.367 53.9 7.536900e+02 93458.0 50342.0
GASOLINE_ICE 0.1070 1.711 2.9775 3.592 57.5 3.165499e+04 94253.0 54176.0
BUXL 0.6620 10.593 109.3600 0.605 9.7 8.647580e+02 94570.0 9160.0
BOBL 0.2503 4.004 116.2200 0.215 3.4 8.647580e+02 100502.0 3463.0
PLN 0.0017 0.028 0.2685 0.643 10.3 3.768451e+05 101168.0 10408.0
BTP 0.5356 8.569 118.0000 0.454 7.3 8.647580e+02 102041.0 7410.0
FTSE100 91.8113 1468.980 10347.5000 0.887 14.2 1.000000e+01 103475.0 14690.0
OAT 0.4971 7.954 119.9300 0.415 6.6 8.647580e+02 103710.0 6879.0
HEATOIL 0.0814 1.302 3.2781 2.482 39.7 3.165499e+04 103768.0 41211.0
KOSPI 23.2134 371.415 824.9500 2.814 45.0 1.260790e+02 104009.0 46828.0
COAL-GEORDIE 3.7198 59.516 138.1000 2.694 43.1 7.536900e+02 104085.0 44857.0
BONO 0.4414 7.063 121.6400 0.363 5.8 8.647580e+02 105189.0 6108.0
AUDJPY 0.7220 11.553 111.4700 0.648 10.4 9.465440e+02 105511.0 10935.0
EURCHF 0.0025 0.040 0.9014 0.277 4.4 1.195390e+05 107752.0 4776.0
YENEUR 0.7525 12.040 182.5100 0.412 6.6 5.915900e+02 107971.0 7123.0
EURCAD 0.0050 0.080 1.5707 0.317 5.1 6.884852e+04 108140.0 5484.0
GBPEUR 0.0021 0.033 0.8674 0.241 3.9 1.250000e+05 108419.0 4183.0
EURAUD 0.0077 0.123 1.6364 0.468 7.5 6.640859e+04 108671.0 8142.0
BUND 0.3992 6.387 126.2500 0.316 5.1 8.647580e+02 109176.0 5523.0
CADJPY 0.5673 9.077 115.9000 0.489 7.8 9.465440e+02 109704.0 8592.0
MSCIEAFA 41.6785 666.856 2930.5000 1.422 22.8 3.768500e+01 110434.0 25130.0
MSCITAIWAN 27.6342 442.147 1470.7000 1.879 30.1 7.536900e+01 110845.0 33324.0
COPPER 0.1057 1.690 5.8955 1.792 28.7 1.884226e+04 111085.0 31852.0
HEATOIL-ICE 0.1751 2.802 3.6108 4.850 77.6 3.165499e+04 114300.0 88705.0
SPI200 85.3280 1365.247 8628.0000 0.989 15.8 1.328200e+01 114595.0 18133.0
US-HEALTH 14.5759 233.214 1522.9000 0.957 15.3 7.536900e+01 114779.0 17577.0
CHF 0.0069 0.111 1.2825 0.542 8.7 9.421128e+04 120826.0 10474.0
SMI 126.3346 2021.354 12741.0000 0.992 15.9 9.563000e+00 121844.0 19330.0
PALLAD 57.8864 926.182 1625.5000 3.561 57.0 7.536900e+01 122512.0 69805.0
GBPCHF 0.0039 0.062 1.0362 0.375 6.0 1.195390e+05 123866.0 7438.0
HANG 356.0746 5697.194 25751.0000 1.383 22.1 4.812000e+00 123925.0 27417.0
GBPJPY 1.0273 16.437 210.2700 0.489 7.8 5.915900e+02 124394.0 9724.0
US-INDUSTRY 18.1703 290.724 1672.8000 1.086 17.4 7.536900e+01 126077.0 21912.0
FEEDCOW 3.8295 61.272 345.5500 1.108 17.7 3.768450e+02 130219.0 23090.0
GICS 12.3573 197.718 715.4000 1.727 27.6 1.884230e+02 134798.0 37254.0
BOVESPA 2350.6275 37610.040 179920.0000 1.306 20.9 7.540000e-01 135604.0 28346.0
CZK 0.0002 0.004 0.0468 0.524 8.4 3.014761e+06 140994.0 11825.0
IBEX 225.8218 3613.149 17071.0000 1.323 21.2 8.648000e+00 147623.0 31245.0
CH10 0.4216 6.746 155.6800 0.271 4.3 9.563120e+02 148879.0 6451.0
SILVER-mini 4.0886 65.417 81.8750 4.994 79.9 1.884226e+03 154271.0 123260.0
NOK 0.0006 0.010 0.1034 0.601 9.6 1.507381e+06 155901.0 14993.0
US2 0.1000 1.601 103.9961 0.096 1.5 1.507381e+03 156762.0 2413.0
US3 0.1601 2.561 106.1250 0.151 2.4 1.507381e+03 159971.0 3860.0
SEK 0.0008 0.012 0.1076 0.721 11.5 1.507381e+06 162119.0 18714.0
US-DISCRETE 26.1867 418.987 2263.1000 1.157 18.5 7.536900e+01 170568.0 31579.0
AEX 9.4887 151.819 1007.6500 0.942 15.1 1.729520e+02 174275.0 26257.0
SOFR 0.0524 0.838 96.6150 0.054 0.9 1.884226e+03 182044.0 1579.0
MIB 543.0561 8688.897 44455.0000 1.222 19.5 4.324000e+00 192214.0 37569.0
EURIBOR-ICE 0.0575 0.920 97.4600 0.059 0.9 2.161895e+03 210698.0 1988.0
CHFJPY 0.9170 14.672 202.6000 0.453 7.2 1.183180e+03 239712.0 17359.0
SONIA3 0.0634 1.015 96.0100 0.066 1.1 2.500000e+03 240025.0 2536.0
IRS 0.0021 0.033 0.3192 0.647 10.4 7.536903e+05 240555.0 24903.0
COPPER_LME 172.1977 2755.163 12875.0000 1.337 21.4 1.884200e+01 242594.0 51913.0
SP400 36.9163 590.662 3385.9000 1.090 17.4 7.536900e+01 255192.0 44518.0
FED 0.0380 0.607 96.4900 0.039 0.6 3.140627e+03 303039.0 1908.0
JGB 0.3003 4.806 131.1500 0.229 3.7 4.732719e+03 620696.0 22744.0
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END OF REPORT
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