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Instrument risk report produced on 05/12/2025 22:38
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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
EURIBOR-ICE 0.0308 0.492 97.6800 0.032 0.5 2.183857e+03 213319.0 1075.0
FED 0.0387 0.620 96.6100 0.040 0.6 3.125609e+03 301965.0 1938.0
SHATZ 0.0473 0.756 106.8300 0.044 0.7 8.735430e+02 93321.0 661.0
SONIA3 0.0439 0.702 96.3800 0.046 0.7 2.500000e+03 240950.0 1755.0
SOFR 0.0469 0.750 96.6750 0.048 0.8 1.875216e+03 181286.0 1407.0
CAD2 0.0601 0.962 105.8050 0.057 0.9 5.378160e+02 56904.0 517.0
BTP3 0.0633 1.013 107.3600 0.059 0.9 8.735430e+02 93784.0 885.0
US2 0.0804 1.287 104.2578 0.077 1.2 1.500173e+03 156405.0 1930.0
HOUSE-US 0.3611 5.777 358.6000 0.101 1.6 1.875220e+02 67245.0 1083.0
KR3 0.1236 1.978 105.5700 0.117 1.9 5.080930e+02 53639.0 1005.0
US3 0.1311 2.098 106.4883 0.123 2.0 1.500173e+03 159751.0 3148.0
BOBL 0.1557 2.492 116.3100 0.134 2.1 8.735430e+02 101602.0 2177.0
JGB 0.1936 3.098 133.3000 0.145 2.3 4.833871e+03 644355.0 14975.0
JGB-SGX-mini 0.2020 3.232 133.3100 0.152 2.4 4.833870e+02 64440.0 1563.0
CNH 0.0114 0.183 7.0502 0.162 2.6 1.061129e+04 74812.0 1938.0
CAD5 0.1974 3.159 113.9400 0.173 2.8 5.378160e+02 61279.0 1699.0
US5 0.2028 3.245 109.2188 0.186 3.0 7.500860e+02 81923.0 2434.0
SGD 0.0027 0.044 1.2942 0.211 3.4 5.790205e+04 74937.0 2530.0
CNH-onshore 0.0003 0.005 0.1415 0.215 3.4 3.750431e+05 53061.0 1827.0
SGD_mini 0.0028 0.045 1.2949 0.216 3.5 1.447551e+04 18744.0 648.0
BUND 0.2965 4.744 128.0400 0.232 3.7 8.735430e+02 111848.0 4144.0
CH10 0.3761 6.017 160.3800 0.234 3.8 9.335840e+02 149728.0 5618.0
BONO 0.2902 4.642 123.5000 0.235 3.8 8.735430e+02 107883.0 4055.0
EURCHF 0.0022 0.036 0.9364 0.240 3.8 1.166980e+05 109276.0 4201.0
BTP 0.3038 4.861 120.2000 0.253 4.0 8.735430e+02 105000.0 4246.0
OAT 0.3128 5.006 120.7100 0.259 4.1 8.735430e+02 105445.0 4373.0
GBPEUR 0.0023 0.037 0.8736 0.262 4.2 1.250000e+05 109200.0 4586.0
US10 0.3001 4.802 112.5312 0.267 4.3 7.500860e+02 84408.0 3602.0
CAD10 0.3629 5.807 121.9400 0.298 4.8 5.378160e+02 65581.0 3123.0
EUR_micro 0.0036 0.058 1.1700 0.309 4.9 9.376078e+03 10970.0 542.0
CAD_micro 0.0023 0.036 0.7261 0.312 5.0 7.500863e+03 5446.0 272.0
CAD 0.0023 0.036 0.7232 0.315 5.0 7.500863e+04 54242.0 2730.0
DX 0.3212 5.139 98.6400 0.326 5.2 7.500860e+02 73989.0 3855.0
US10U 0.3773 6.037 115.0938 0.328 5.2 7.500860e+02 86330.0 4528.0
KR10 0.3766 6.025 113.5700 0.332 5.3 5.080930e+02 57704.0 3061.0
EURCAD 0.0054 0.086 1.6131 0.332 5.3 6.722697e+04 108444.0 5759.0
GBPCHF 0.0037 0.059 1.0715 0.345 5.5 1.166980e+05 125042.0 6896.0
YENEUR 0.7237 11.579 180.7100 0.400 6.4 6.042340e+02 109191.0 6996.0
GBP 0.0054 0.086 1.3332 0.405 6.5 4.688039e+04 62501.0 4045.0
EURAUD 0.0071 0.114 1.7626 0.405 6.5 6.217840e+04 109596.0 7102.0
CHF 0.0051 0.082 1.2568 0.408 6.5 9.376078e+04 117834.0 7695.0
CZK 0.0002 0.003 0.0481 0.433 6.9 3.000345e+06 144419.0 10016.0
AUD_micro 0.0029 0.046 0.6640 0.435 7.0 7.500863e+03 4981.0 347.0
PLN 0.0012 0.019 0.2752 0.441 7.1 3.750431e+05 103227.0 7289.0
GILT 0.4116 6.585 93.0700 0.442 7.1 1.000000e+03 93070.0 6585.0
MXP 0.0002 0.004 0.0544 0.452 7.2 3.750431e+05 20421.0 1476.0
CHFJPY 0.8748 13.996 193.0300 0.453 7.3 1.208468e+03 233271.0 16914.0
GBPJPY 0.9504 15.206 206.8500 0.459 7.4 6.042340e+02 124986.0 9188.0
SEK 0.0005 0.008 0.1064 0.466 7.5 1.500173e+06 159543.0 11890.0
NOK 0.0005 0.008 0.0990 0.480 7.7 1.500173e+06 148442.0 11408.0
KRWUSD_mini 0.0034 0.054 0.6799 0.496 7.9 1.875216e+04 12750.0 1012.0
CADJPY 0.5586 8.938 111.0800 0.503 8.0 9.667740e+02 107389.0 8641.0
US20 0.5854 9.366 115.5938 0.506 8.1 7.500860e+02 86705.0 7026.0
JPY 0.0000 0.001 0.0065 0.511 8.2 9.376078e+06 60926.0 4982.0
NZD 0.0030 0.047 0.5796 0.511 8.2 7.500863e+04 43479.0 3555.0
JPY_mini 0.0000 0.001 0.0065 0.516 8.3 4.688039e+06 30472.0 2514.0
ZAR 0.0003 0.005 0.0590 0.539 8.6 3.750431e+05 22109.0 1907.0
IRS 0.0017 0.027 0.3085 0.548 8.8 7.500863e+05 231417.0 20291.0
CLP 0.0000 0.000 0.0011 0.565 9.0 3.750431e+07 40880.0 3699.0
FTSE100 56.2752 900.403 9682.5000 0.581 9.3 1.000000e+01 96825.0 9004.0
AUDJPY 0.6075 9.720 102.9700 0.590 9.4 9.667740e+02 99549.0 9397.0
EU-DJ-UTIL 2.9633 47.413 496.4000 0.597 9.6 4.367700e+01 21681.0 2071.0
SPI200 51.5417 824.666 8616.0000 0.598 9.6 1.243600e+01 107146.0 10255.0
TWD 0.1932 3.091 32.0100 0.604 9.7 2.250259e+03 72031.0 6955.0
BUXL 0.6882 11.011 110.8800 0.621 9.9 8.735430e+02 96858.0 9619.0
SMI 81.8338 1309.340 12956.0000 0.632 10.1 9.336000e+00 120955.0 12224.0
EU-UTILS 3.0757 49.210 480.0000 0.641 10.3 4.367700e+01 20965.0 2149.0
EUROSTX200-LARGE 3.8899 62.238 604.9000 0.643 10.3 4.367700e+01 26420.0 2718.0
US30 0.7684 12.295 118.6875 0.647 10.4 7.500860e+02 89026.0 9222.0
EU-MID 3.9045 62.472 602.9000 0.648 10.4 4.367700e+01 26333.0 2729.0
EU-DIV30 13.9818 223.708 2141.5000 0.653 10.4 8.735000e+00 18707.0 1954.0
FTSE250 146.7976 2348.761 22125.0000 0.663 10.6 2.000000e+00 44250.0 4698.0
EURO600 3.8558 61.693 579.3000 0.666 10.6 4.367700e+01 25302.0 2695.0
BBCOMM 0.7594 12.150 112.0200 0.678 10.8 7.500900e+01 8402.0 911.0
JP-REALESTATE 13.3892 214.227 1965.0000 0.681 10.9 4.834000e+00 9499.0 1036.0
SMI-MID 20.3619 325.790 2922.0000 0.697 11.1 9.336000e+00 27279.0 3042.0
SWISSLEAD 14.6541 234.465 2089.8000 0.701 11.2 9.336000e+00 19510.0 2189.0
WHEAT_ICE 1.1996 19.194 171.0000 0.702 11.2 1.000000e+02 17100.0 1919.0
R1000 14.6879 235.007 2070.7000 0.709 11.3 3.750400e+01 77660.0 8814.0
MILKDRY 0.8101 12.961 114.0000 0.711 11.4 3.300380e+02 37624.0 4278.0
DJSTX-SMALL 2.6275 42.040 368.8000 0.712 11.4 4.367700e+01 16108.0 1836.0
CAC 58.1720 930.752 8128.5000 0.716 11.5 8.735000e+00 71006.0 8131.0
EUROSTX-SMALL 2.6080 41.727 361.5000 0.721 11.5 4.367700e+01 15789.0 1823.0
STEEL 6.6136 105.817 916.0000 0.722 11.6 1.500200e+01 13742.0 1587.0
CORN 3.3639 53.823 464.0000 0.725 11.6 3.750400e+01 17402.0 2019.0
EPRA-EUROPE 11.9804 191.687 1614.5000 0.742 11.9 8.735000e+00 14103.0 1674.0
SUGAR16 0.2491 3.985 33.5000 0.744 11.9 8.400970e+02 28143.0 3348.0
EUROSTX-LARGE 4.7598 76.157 630.4000 0.755 12.1 4.367700e+01 27534.0 3326.0
AEX 7.1754 114.806 946.6000 0.758 12.1 1.747090e+02 165379.0 20058.0
DOW 366.2699 5860.319 48049.0000 0.762 12.2 3.750000e-01 18020.0 2198.0
US-STAPLES 6.0578 96.925 792.4000 0.764 12.2 7.500900e+01 59437.0 7270.0
COTTON2 0.4934 7.895 63.9500 0.772 12.3 3.750430e+02 23984.0 2961.0
BRE 0.0014 0.023 0.1826 0.774 12.4 7.500863e+04 13700.0 1697.0
RAPESEED 3.6572 58.516 471.2500 0.776 12.4 4.367700e+01 20583.0 2556.0
EU-REALESTATE 0.9765 15.624 125.3000 0.779 12.5 4.367700e+01 5473.0 682.0
SP500_micro 54.0241 864.386 6880.5000 0.785 12.6 3.750000e+00 25805.0 3242.0
EUROSTX 45.0726 721.162 5729.0000 0.787 12.6 8.735000e+00 50045.0 6300.0
OMX-SWE 22.2951 356.722 2832.0000 0.787 12.6 7.967000e+00 22563.0 2842.0
EU-INSURE 3.8716 61.945 484.0000 0.800 12.8 4.367700e+01 21140.0 2706.0
IBEX_mini 133.5218 2136.348 16675.0000 0.801 12.8 8.740000e-01 14566.0 1866.0
MIB 349.1147 5585.836 43450.0000 0.803 12.9 4.368000e+00 189777.0 24397.0
IBEX 133.9847 2143.756 16670.0000 0.804 12.9 8.735000e+00 145620.0 18727.0
OMX 44.7094 715.351 5522.0000 0.810 13.0 8.735000e+00 48237.0 6249.0
MSCIEAFA 22.9753 367.605 2836.5000 0.810 13.0 3.750400e+01 106381.0 13787.0
BOVESPA 1340.4576 21447.322 165350.0000 0.811 13.0 7.500000e-01 124027.0 16087.0
DAX 200.6246 3209.994 24064.0000 0.834 13.3 8.740000e-01 21021.0 2804.0
EU-DJ-TELECOM 2.8136 45.018 337.0000 0.835 13.4 4.367700e+01 14719.0 1966.0
GICS 4.7419 75.871 565.8000 0.838 13.4 1.875220e+02 106100.0 14227.0
EU-HEALTH 9.5453 152.725 1133.0000 0.842 13.5 4.367700e+01 49486.0 6671.0
EU-HOUSE 9.1231 145.970 1068.6000 0.854 13.7 4.367700e+01 46673.0 6376.0
US-INDUSTRY 13.3581 213.730 1558.1000 0.857 13.7 7.500900e+01 116871.0 16032.0
COTTON 0.0056 0.089 0.6408 0.871 13.9 3.750431e+04 24033.0 3349.0
MSCIEMASIA 7.8970 126.351 898.7500 0.879 14.1 7.500900e+01 67414.0 9477.0
US-PROPERTY 1.7752 28.403 201.2500 0.882 14.1 1.875220e+02 37739.0 5326.0
US-REALESTATE 3.2310 51.696 362.0000 0.893 14.3 7.500900e+01 27153.0 3878.0
US-HEALTH 14.0067 224.108 1547.2000 0.905 14.5 7.500900e+01 116053.0 16810.0
MSCISING 4.0181 64.289 440.5000 0.912 14.6 5.790200e+01 25506.0 3722.0
MILLWHEAT 1.7399 27.838 189.2500 0.919 14.7 4.367700e+01 8266.0 1216.0
EU-FOOD 5.7417 91.867 620.8000 0.925 14.8 4.367700e+01 27115.0 4012.0
US-UTILS 8.1406 130.249 876.1000 0.929 14.9 7.500900e+01 65715.0 9770.0
EU-CONSTRUCTION 7.8659 125.854 837.6000 0.939 15.0 4.367700e+01 36584.0 5497.0
ALUMINIUM_LME 27.7724 444.359 2894.0000 0.960 15.4 1.875200e+01 54269.0 8333.0
EU-OIL 3.9561 63.297 406.7000 0.973 15.6 4.367700e+01 17763.0 2765.0
US-MATERIAL 9.2070 147.312 938.0000 0.982 15.7 7.500900e+01 70358.0 11050.0
MSCIASIA 8.8087 140.940 894.8000 0.984 15.8 7.500900e+01 67118.0 10572.0
TOPIX 33.4679 535.486 3377.2500 0.991 15.9 4.834000e+00 16325.0 2588.0
NIKKEI400 302.4120 4838.592 30440.0000 0.993 15.9 4.830000e-01 14714.0 2339.0
RUBBER 1.7162 27.460 170.9000 1.004 16.1 3.750400e+01 6409.0 1030.0
SP400 33.9164 542.662 3329.8000 1.019 16.3 7.500900e+01 249764.0 40704.0
FTSECHINAA 155.3501 2485.602 15229.0000 1.020 16.3 7.500000e-01 11423.0 1864.0
SOYBEAN_mini 11.4170 182.673 1115.8750 1.023 16.4 7.501000e+00 8370.0 1370.0
CHINAA-CON 27.4133 438.612 2635.4000 1.040 16.6 1.875200e+01 49419.0 8225.0
EU-MEDIA 4.1075 65.720 393.7000 1.043 16.7 4.367700e+01 17196.0 2870.0
MID-DAX 311.8251 4989.201 29780.0000 1.047 16.8 8.740000e-01 26014.0 4358.0
NASDAQ_micro 270.6069 4329.711 25727.5000 1.052 16.8 1.500000e+00 38596.0 6495.0
EU-DJ-OIL 4.7031 75.250 442.0000 1.064 17.0 4.367700e+01 19305.0 3287.0
GOLD_micro 45.1259 722.014 4237.8000 1.065 17.0 7.501000e+00 31787.0 5416.0
IRON 1.0880 17.408 102.0000 1.067 17.1 7.500900e+01 7651.0 1306.0
FTSEINDO 34.1118 545.788 3166.0000 1.077 17.2 3.750000e+00 11874.0 2047.0
EU-TRAVEL 2.8870 46.192 267.1000 1.081 17.3 4.367700e+01 11666.0 2018.0
COPPER_LME 126.8318 2029.309 11674.0000 1.086 17.4 1.875200e+01 218913.0 38054.0
US-ENERGY 10.6185 169.896 968.0000 1.097 17.6 7.500900e+01 72608.0 12744.0
CANOLA 6.9773 111.637 630.9000 1.106 17.7 1.075600e+01 6786.0 1201.0
FTSEVIET 32.1425 514.280 2899.0000 1.109 17.7 3.750000e+00 10873.0 1929.0
EU-BANKS 2.7351 43.762 246.1500 1.111 17.8 4.367700e+01 10751.0 1911.0
ALUMINIUM 32.5960 521.535 2918.0000 1.117 17.9 1.875200e+01 54719.0 9780.0
WHEAT 6.4832 103.731 578.7500 1.120 17.9 3.750400e+01 21706.0 3890.0
EU-RETAIL 5.4355 86.968 476.1000 1.142 18.3 4.367700e+01 20795.0 3799.0
HANG 298.7098 4779.357 26147.0000 1.142 18.3 4.817000e+00 125962.0 23024.0
HANG_mini 299.0115 4784.185 26148.0000 1.144 18.3 9.630000e-01 25193.0 4610.0
US-DISCRETE 28.3958 454.333 2421.1000 1.173 18.8 7.500900e+01 181603.0 34079.0
EU-TECH 10.0225 160.360 848.7000 1.181 18.9 4.367700e+01 37069.0 7004.0
FANG 196.8968 3150.348 16603.8000 1.186 19.0 3.750000e+00 62271.0 11815.0
MILKWET 0.1675 2.680 14.1000 1.188 19.0 1.500173e+03 21152.0 4020.0
EUA 0.9975 15.960 83.9000 1.189 19.0 8.735430e+02 73290.0 13942.0
SOYOIL 0.6256 10.009 52.5400 1.191 19.1 4.500520e+02 23646.0 4505.0
FTSETAIWAN 28.2580 452.129 2303.2500 1.227 19.6 3.000300e+01 69105.0 13565.0
EU-BASIC 7.6792 122.868 623.6000 1.231 19.7 4.367700e+01 27237.0 5367.0
HANGENT_mini 115.2942 1844.708 9216.0000 1.251 20.0 9.630000e-01 8880.0 1777.0
CHEESE 0.0184 0.294 1.4640 1.255 20.1 1.500173e+04 21963.0 4410.0
SOYMEAL 3.9818 63.709 316.9000 1.256 20.1 7.500900e+01 23770.0 4779.0
HANGENT 116.8746 1869.994 9217.0000 1.268 20.3 4.817000e+00 44403.0 9009.0
EU-AUTO 6.9147 110.636 544.6000 1.270 20.3 4.367700e+01 23787.0 4832.0
RUSSELL 32.6320 522.112 2547.5000 1.281 20.5 3.750000e+00 9554.0 1958.0
COAL-GEORDIE 1.4153 22.645 109.5000 1.293 20.7 7.500860e+02 82134.0 16986.0
LUMBER-new 7.4668 119.468 573.0000 1.303 20.8 2.062700e+01 11819.0 2464.0
REDWHEAT 7.0740 113.184 542.5000 1.304 20.9 3.750400e+01 20346.0 4245.0
FTSECHINAH 235.8213 3773.140 17977.5000 1.312 21.0 1.500000e+00 26969.0 5660.0
MILK 0.2050 3.279 15.5800 1.316 21.0 1.500173e+03 23373.0 4920.0
EU-DJ-TECH 15.9973 255.956 1191.0000 1.343 21.5 4.367700e+01 52019.0 11179.0
NIKKEI 690.8970 11054.352 50700.0000 1.363 21.8 4.830000e-01 24508.0 5344.0
MSCITAIWAN 16.6601 266.561 1213.0000 1.373 22.0 7.500900e+01 90985.0 19994.0
LEANHOG 1.1997 19.195 86.7250 1.383 22.1 3.000350e+02 26020.0 5759.0
LIVECOW 3.1479 50.367 227.3750 1.384 22.2 3.000350e+02 68220.0 15112.0
COPPER-micro 0.0759 1.215 5.4480 1.394 22.3 1.875216e+03 10216.0 2278.0
SUGAR_WHITE 5.9337 94.939 423.0000 1.403 22.4 3.750400e+01 15864.0 3561.0
COPPER 0.0765 1.224 5.4515 1.404 22.5 1.875216e+04 102227.0 22956.0
BRENT_W 0.9151 14.641 63.3500 1.444 23.1 7.500860e+02 47518.0 10982.0
GASOLINE 0.0268 0.429 1.8560 1.445 23.1 3.150362e+04 58471.0 13522.0
FEEDCOW 4.8687 77.900 332.8750 1.463 23.4 3.750430e+02 124842.0 29216.0
COAL 1.4257 22.812 96.9500 1.471 23.5 7.500860e+02 72721.0 17111.0
KOSDAQ 23.3772 374.035 1578.5000 1.481 23.7 5.081000e+00 8020.0 1900.0
BRENT-LAST 0.9394 15.030 63.3800 1.482 23.7 7.500860e+02 47540.0 11274.0
RICE 0.1541 2.466 10.3050 1.496 23.9 1.500173e+03 15459.0 3700.0
OATIES 4.7239 75.583 309.0000 1.529 24.5 3.750400e+01 11589.0 2835.0
SUGAR11 0.2253 3.604 14.4100 1.563 25.0 8.400970e+02 12106.0 3028.0
CRUDE_W_micro 0.9412 15.059 59.5200 1.581 25.3 7.500900e+01 4465.0 1130.0
KOSPI_mini 9.2103 147.364 580.8800 1.586 25.4 2.540500e+01 14757.0 3744.0
KOSPI 9.2383 147.813 580.8500 1.590 25.4 1.270230e+02 73782.0 18776.0
GASOLINE_ICE 0.0293 0.469 1.8338 1.600 25.6 3.150362e+04 57771.0 14790.0
PLAT 27.5036 440.058 1654.3000 1.663 26.6 3.750400e+01 62043.0 16504.0
CRUDE_ICE 1.0026 16.041 59.8000 1.677 26.8 7.500860e+02 44855.0 12032.0
WHEY 1.2048 19.277 70.5000 1.709 27.3 3.300380e+02 23268.0 6362.0
MUMMY 11.2870 180.592 656.0000 1.721 27.5 4.834000e+00 3171.0 873.0
SILVER 1.0167 16.267 58.9850 1.724 27.6 7.500860e+02 44244.0 12202.0
HANGTECH 98.6945 1579.113 5679.0000 1.738 27.8 4.817000e+00 27358.0 7607.0
BUTTER 2.7428 43.884 156.6500 1.751 28.0 1.500170e+02 23500.0 6583.0
GASOIL 11.6968 187.150 656.5000 1.782 28.5 7.500900e+01 49243.0 14038.0
HEATOIL 0.0428 0.685 2.2897 1.870 29.9 3.150362e+04 72134.0 21583.0
HEATOIL-ICE 0.0482 0.771 2.3638 2.038 32.6 3.150362e+04 74468.0 24286.0
COFFEE 7.7482 123.971 374.3000 2.070 33.1 2.812820e+02 105284.0 34871.0
GAS-PEN 0.1131 1.810 5.2980 2.135 34.2 7.500863e+03 39740.0 13577.0
V2X 0.4167 6.668 19.1500 2.176 34.8 8.735400e+01 1673.0 582.0
GAS_US_mini 0.1062 1.700 4.8700 2.181 34.9 1.875216e+03 9132.0 3187.0
GAS-LAST 0.1067 1.707 4.8800 2.186 35.0 7.500863e+03 36604.0 12802.0
VIX 0.4566 7.305 20.1500 2.266 36.3 7.500860e+02 15114.0 5480.0
PALLAD 35.0976 561.562 1502.5000 2.336 37.4 7.500900e+01 112700.0 42122.0
ROBUSTA 102.1353 1634.164 4186.0000 2.440 39.0 7.501000e+00 31399.0 12258.0
BITCOIN 2858.4616 45735.386 90065.0000 3.174 50.8 7.500000e-02 6756.0 3431.0
VIX_mini 0.6292 10.067 19.2300 3.272 52.4 7.500900e+01 1442.0 755.0
COCOA_LDN 136.1812 2178.899 4067.0000 3.348 53.6 1.000000e+01 40670.0 21789.0
COCOA 192.4647 3079.435 5694.0000 3.380 54.1 7.501000e+00 42710.0 23098.0
OJ 7.2992 116.787 149.3500 4.887 78.2 1.125130e+02 16804.0 13140.0
ETHEREUM 156.7576 2508.122 3050.0000 5.140 82.2 3.750400e+01 114388.0 94065.0
ETHER-micro 162.3192 2597.107 3045.0000 5.331 85.3 7.500000e-02 228.0 195.0
=======================================================================================================================================================================
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 162.3192 2597.107 3045.0000 5.331 85.3 7.500000e-02 228.0 195.0
CAD_micro 0.0023 0.036 0.7261 0.312 5.0 7.500863e+03 5446.0 272.0
AUD_micro 0.0029 0.046 0.6640 0.435 7.0 7.500863e+03 4981.0 347.0
CAD2 0.0601 0.962 105.8050 0.057 0.9 5.378160e+02 56904.0 517.0
EUR_micro 0.0036 0.058 1.1700 0.309 4.9 9.376078e+03 10970.0 542.0
V2X 0.4167 6.668 19.1500 2.176 34.8 8.735400e+01 1673.0 582.0
SGD_mini 0.0028 0.045 1.2949 0.216 3.5 1.447551e+04 18744.0 648.0
SHATZ 0.0473 0.756 106.8300 0.044 0.7 8.735430e+02 93321.0 661.0
EU-REALESTATE 0.9765 15.624 125.3000 0.779 12.5 4.367700e+01 5473.0 682.0
VIX_mini 0.6292 10.067 19.2300 3.272 52.4 7.500900e+01 1442.0 755.0
MUMMY 11.2870 180.592 656.0000 1.721 27.5 4.834000e+00 3171.0 873.0
BTP3 0.0633 1.013 107.3600 0.059 0.9 8.735430e+02 93784.0 885.0
BBCOMM 0.7594 12.150 112.0200 0.678 10.8 7.500900e+01 8402.0 911.0
KR3 0.1236 1.978 105.5700 0.117 1.9 5.080930e+02 53639.0 1005.0
KRWUSD_mini 0.0034 0.054 0.6799 0.496 7.9 1.875216e+04 12750.0 1012.0
RUBBER 1.7162 27.460 170.9000 1.004 16.1 3.750400e+01 6409.0 1030.0
JP-REALESTATE 13.3892 214.227 1965.0000 0.681 10.9 4.834000e+00 9499.0 1036.0
EURIBOR-ICE 0.0308 0.492 97.6800 0.032 0.5 2.183857e+03 213319.0 1075.0
HOUSE-US 0.3611 5.777 358.6000 0.101 1.6 1.875220e+02 67245.0 1083.0
CRUDE_W_micro 0.9412 15.059 59.5200 1.581 25.3 7.500900e+01 4465.0 1130.0
CANOLA 6.9773 111.637 630.9000 1.106 17.7 1.075600e+01 6786.0 1201.0
MILLWHEAT 1.7399 27.838 189.2500 0.919 14.7 4.367700e+01 8266.0 1216.0
IRON 1.0880 17.408 102.0000 1.067 17.1 7.500900e+01 7651.0 1306.0
SOYBEAN_mini 11.4170 182.673 1115.8750 1.023 16.4 7.501000e+00 8370.0 1370.0
SOFR 0.0469 0.750 96.6750 0.048 0.8 1.875216e+03 181286.0 1407.0
MXP 0.0002 0.004 0.0544 0.452 7.2 3.750431e+05 20421.0 1476.0
JGB-SGX-mini 0.2020 3.232 133.3100 0.152 2.4 4.833870e+02 64440.0 1563.0
STEEL 6.6136 105.817 916.0000 0.722 11.6 1.500200e+01 13742.0 1587.0
EPRA-EUROPE 11.9804 191.687 1614.5000 0.742 11.9 8.735000e+00 14103.0 1674.0
BRE 0.0014 0.023 0.1826 0.774 12.4 7.500863e+04 13700.0 1697.0
CAD5 0.1974 3.159 113.9400 0.173 2.8 5.378160e+02 61279.0 1699.0
SONIA3 0.0439 0.702 96.3800 0.046 0.7 2.500000e+03 240950.0 1755.0
HANGENT_mini 115.2942 1844.708 9216.0000 1.251 20.0 9.630000e-01 8880.0 1777.0
EUROSTX-SMALL 2.6080 41.727 361.5000 0.721 11.5 4.367700e+01 15789.0 1823.0
CNH-onshore 0.0003 0.005 0.1415 0.215 3.4 3.750431e+05 53061.0 1827.0
DJSTX-SMALL 2.6275 42.040 368.8000 0.712 11.4 4.367700e+01 16108.0 1836.0
FTSECHINAA 155.3501 2485.602 15229.0000 1.020 16.3 7.500000e-01 11423.0 1864.0
IBEX_mini 133.5218 2136.348 16675.0000 0.801 12.8 8.740000e-01 14566.0 1866.0
KOSDAQ 23.3772 374.035 1578.5000 1.481 23.7 5.081000e+00 8020.0 1900.0
ZAR 0.0003 0.005 0.0590 0.539 8.6 3.750431e+05 22109.0 1907.0
EU-BANKS 2.7351 43.762 246.1500 1.111 17.8 4.367700e+01 10751.0 1911.0
WHEAT_ICE 1.1996 19.194 171.0000 0.702 11.2 1.000000e+02 17100.0 1919.0
FTSEVIET 32.1425 514.280 2899.0000 1.109 17.7 3.750000e+00 10873.0 1929.0
US2 0.0804 1.287 104.2578 0.077 1.2 1.500173e+03 156405.0 1930.0
FED 0.0387 0.620 96.6100 0.040 0.6 3.125609e+03 301965.0 1938.0
CNH 0.0114 0.183 7.0502 0.162 2.6 1.061129e+04 74812.0 1938.0
EU-DIV30 13.9818 223.708 2141.5000 0.653 10.4 8.735000e+00 18707.0 1954.0
RUSSELL 32.6320 522.112 2547.5000 1.281 20.5 3.750000e+00 9554.0 1958.0
EU-DJ-TELECOM 2.8136 45.018 337.0000 0.835 13.4 4.367700e+01 14719.0 1966.0
EU-TRAVEL 2.8870 46.192 267.1000 1.081 17.3 4.367700e+01 11666.0 2018.0
CORN 3.3639 53.823 464.0000 0.725 11.6 3.750400e+01 17402.0 2019.0
FTSEINDO 34.1118 545.788 3166.0000 1.077 17.2 3.750000e+00 11874.0 2047.0
EU-DJ-UTIL 2.9633 47.413 496.4000 0.597 9.6 4.367700e+01 21681.0 2071.0
EU-UTILS 3.0757 49.210 480.0000 0.641 10.3 4.367700e+01 20965.0 2149.0
BOBL 0.1557 2.492 116.3100 0.134 2.1 8.735430e+02 101602.0 2177.0
SWISSLEAD 14.6541 234.465 2089.8000 0.701 11.2 9.336000e+00 19510.0 2189.0
DOW 366.2699 5860.319 48049.0000 0.762 12.2 3.750000e-01 18020.0 2198.0
COPPER-micro 0.0759 1.215 5.4480 1.394 22.3 1.875216e+03 10216.0 2278.0
NIKKEI400 302.4120 4838.592 30440.0000 0.993 15.9 4.830000e-01 14714.0 2339.0
US5 0.2028 3.245 109.2188 0.186 3.0 7.500860e+02 81923.0 2434.0
LUMBER-new 7.4668 119.468 573.0000 1.303 20.8 2.062700e+01 11819.0 2464.0
JPY_mini 0.0000 0.001 0.0065 0.516 8.3 4.688039e+06 30472.0 2514.0
SGD 0.0027 0.044 1.2942 0.211 3.4 5.790205e+04 74937.0 2530.0
RAPESEED 3.6572 58.516 471.2500 0.776 12.4 4.367700e+01 20583.0 2556.0
TOPIX 33.4679 535.486 3377.2500 0.991 15.9 4.834000e+00 16325.0 2588.0
EURO600 3.8558 61.693 579.3000 0.666 10.6 4.367700e+01 25302.0 2695.0
EU-INSURE 3.8716 61.945 484.0000 0.800 12.8 4.367700e+01 21140.0 2706.0
EUROSTX200-LARGE 3.8899 62.238 604.9000 0.643 10.3 4.367700e+01 26420.0 2718.0
EU-MID 3.9045 62.472 602.9000 0.648 10.4 4.367700e+01 26333.0 2729.0
CAD 0.0023 0.036 0.7232 0.315 5.0 7.500863e+04 54242.0 2730.0
EU-OIL 3.9561 63.297 406.7000 0.973 15.6 4.367700e+01 17763.0 2765.0
DAX 200.6246 3209.994 24064.0000 0.834 13.3 8.740000e-01 21021.0 2804.0
OATIES 4.7239 75.583 309.0000 1.529 24.5 3.750400e+01 11589.0 2835.0
OMX-SWE 22.2951 356.722 2832.0000 0.787 12.6 7.967000e+00 22563.0 2842.0
EU-MEDIA 4.1075 65.720 393.7000 1.043 16.7 4.367700e+01 17196.0 2870.0
COTTON2 0.4934 7.895 63.9500 0.772 12.3 3.750430e+02 23984.0 2961.0
SUGAR11 0.2253 3.604 14.4100 1.563 25.0 8.400970e+02 12106.0 3028.0
SMI-MID 20.3619 325.790 2922.0000 0.697 11.1 9.336000e+00 27279.0 3042.0
KR10 0.3766 6.025 113.5700 0.332 5.3 5.080930e+02 57704.0 3061.0
CAD10 0.3629 5.807 121.9400 0.298 4.8 5.378160e+02 65581.0 3123.0
US3 0.1311 2.098 106.4883 0.123 2.0 1.500173e+03 159751.0 3148.0
GAS_US_mini 0.1062 1.700 4.8700 2.181 34.9 1.875216e+03 9132.0 3187.0
SP500_micro 54.0241 864.386 6880.5000 0.785 12.6 3.750000e+00 25805.0 3242.0
EU-DJ-OIL 4.7031 75.250 442.0000 1.064 17.0 4.367700e+01 19305.0 3287.0
EUROSTX-LARGE 4.7598 76.157 630.4000 0.755 12.1 4.367700e+01 27534.0 3326.0
SUGAR16 0.2491 3.985 33.5000 0.744 11.9 8.400970e+02 28143.0 3348.0
COTTON 0.0056 0.089 0.6408 0.871 13.9 3.750431e+04 24033.0 3349.0
BITCOIN 2858.4616 45735.386 90065.0000 3.174 50.8 7.500000e-02 6756.0 3431.0
NZD 0.0030 0.047 0.5796 0.511 8.2 7.500863e+04 43479.0 3555.0
SUGAR_WHITE 5.9337 94.939 423.0000 1.403 22.4 3.750400e+01 15864.0 3561.0
US10 0.3001 4.802 112.5312 0.267 4.3 7.500860e+02 84408.0 3602.0
CLP 0.0000 0.000 0.0011 0.565 9.0 3.750431e+07 40880.0 3699.0
RICE 0.1541 2.466 10.3050 1.496 23.9 1.500173e+03 15459.0 3700.0
MSCISING 4.0181 64.289 440.5000 0.912 14.6 5.790200e+01 25506.0 3722.0
KOSPI_mini 9.2103 147.364 580.8800 1.586 25.4 2.540500e+01 14757.0 3744.0
EU-RETAIL 5.4355 86.968 476.1000 1.142 18.3 4.367700e+01 20795.0 3799.0
DX 0.3212 5.139 98.6400 0.326 5.2 7.500860e+02 73989.0 3855.0
US-REALESTATE 3.2310 51.696 362.0000 0.893 14.3 7.500900e+01 27153.0 3878.0
WHEAT 6.4832 103.731 578.7500 1.120 17.9 3.750400e+01 21706.0 3890.0
EU-FOOD 5.7417 91.867 620.8000 0.925 14.8 4.367700e+01 27115.0 4012.0
MILKWET 0.1675 2.680 14.1000 1.188 19.0 1.500173e+03 21152.0 4020.0
GBP 0.0054 0.086 1.3332 0.405 6.5 4.688039e+04 62501.0 4045.0
BONO 0.2902 4.642 123.5000 0.235 3.8 8.735430e+02 107883.0 4055.0
BUND 0.2965 4.744 128.0400 0.232 3.7 8.735430e+02 111848.0 4144.0
EURCHF 0.0022 0.036 0.9364 0.240 3.8 1.166980e+05 109276.0 4201.0
REDWHEAT 7.0740 113.184 542.5000 1.304 20.9 3.750400e+01 20346.0 4245.0
BTP 0.3038 4.861 120.2000 0.253 4.0 8.735430e+02 105000.0 4246.0
MILKDRY 0.8101 12.961 114.0000 0.711 11.4 3.300380e+02 37624.0 4278.0
MID-DAX 311.8251 4989.201 29780.0000 1.047 16.8 8.740000e-01 26014.0 4358.0
OAT 0.3128 5.006 120.7100 0.259 4.1 8.735430e+02 105445.0 4373.0
CHEESE 0.0184 0.294 1.4640 1.255 20.1 1.500173e+04 21963.0 4410.0
SOYOIL 0.6256 10.009 52.5400 1.191 19.1 4.500520e+02 23646.0 4505.0
US10U 0.3773 6.037 115.0938 0.328 5.2 7.500860e+02 86330.0 4528.0
GBPEUR 0.0023 0.037 0.8736 0.262 4.2 1.250000e+05 109200.0 4586.0
HANG_mini 299.0115 4784.185 26148.0000 1.144 18.3 9.630000e-01 25193.0 4610.0
FTSE250 146.7976 2348.761 22125.0000 0.663 10.6 2.000000e+00 44250.0 4698.0
SOYMEAL 3.9818 63.709 316.9000 1.256 20.1 7.500900e+01 23770.0 4779.0
EU-AUTO 6.9147 110.636 544.6000 1.270 20.3 4.367700e+01 23787.0 4832.0
MILK 0.2050 3.279 15.5800 1.316 21.0 1.500173e+03 23373.0 4920.0
JPY 0.0000 0.001 0.0065 0.511 8.2 9.376078e+06 60926.0 4982.0
US-PROPERTY 1.7752 28.403 201.2500 0.882 14.1 1.875220e+02 37739.0 5326.0
NIKKEI 690.8970 11054.352 50700.0000 1.363 21.8 4.830000e-01 24508.0 5344.0
EU-BASIC 7.6792 122.868 623.6000 1.231 19.7 4.367700e+01 27237.0 5367.0
GOLD_micro 45.1259 722.014 4237.8000 1.065 17.0 7.501000e+00 31787.0 5416.0
VIX 0.4566 7.305 20.1500 2.266 36.3 7.500860e+02 15114.0 5480.0
EU-CONSTRUCTION 7.8659 125.854 837.6000 0.939 15.0 4.367700e+01 36584.0 5497.0
CH10 0.3761 6.017 160.3800 0.234 3.8 9.335840e+02 149728.0 5618.0
FTSECHINAH 235.8213 3773.140 17977.5000 1.312 21.0 1.500000e+00 26969.0 5660.0
EURCAD 0.0054 0.086 1.6131 0.332 5.3 6.722697e+04 108444.0 5759.0
LEANHOG 1.1997 19.195 86.7250 1.383 22.1 3.000350e+02 26020.0 5759.0
OMX 44.7094 715.351 5522.0000 0.810 13.0 8.735000e+00 48237.0 6249.0
EUROSTX 45.0726 721.162 5729.0000 0.787 12.6 8.735000e+00 50045.0 6300.0
WHEY 1.2048 19.277 70.5000 1.709 27.3 3.300380e+02 23268.0 6362.0
EU-HOUSE 9.1231 145.970 1068.6000 0.854 13.7 4.367700e+01 46673.0 6376.0
NASDAQ_micro 270.6069 4329.711 25727.5000 1.052 16.8 1.500000e+00 38596.0 6495.0
BUTTER 2.7428 43.884 156.6500 1.751 28.0 1.500170e+02 23500.0 6583.0
GILT 0.4116 6.585 93.0700 0.442 7.1 1.000000e+03 93070.0 6585.0
EU-HEALTH 9.5453 152.725 1133.0000 0.842 13.5 4.367700e+01 49486.0 6671.0
GBPCHF 0.0037 0.059 1.0715 0.345 5.5 1.166980e+05 125042.0 6896.0
TWD 0.1932 3.091 32.0100 0.604 9.7 2.250259e+03 72031.0 6955.0
YENEUR 0.7237 11.579 180.7100 0.400 6.4 6.042340e+02 109191.0 6996.0
EU-TECH 10.0225 160.360 848.7000 1.181 18.9 4.367700e+01 37069.0 7004.0
US20 0.5854 9.366 115.5938 0.506 8.1 7.500860e+02 86705.0 7026.0
EURAUD 0.0071 0.114 1.7626 0.405 6.5 6.217840e+04 109596.0 7102.0
US-STAPLES 6.0578 96.925 792.4000 0.764 12.2 7.500900e+01 59437.0 7270.0
PLN 0.0012 0.019 0.2752 0.441 7.1 3.750431e+05 103227.0 7289.0
HANGTECH 98.6945 1579.113 5679.0000 1.738 27.8 4.817000e+00 27358.0 7607.0
CHF 0.0051 0.082 1.2568 0.408 6.5 9.376078e+04 117834.0 7695.0
CAC 58.1720 930.752 8128.5000 0.716 11.5 8.735000e+00 71006.0 8131.0
CHINAA-CON 27.4133 438.612 2635.4000 1.040 16.6 1.875200e+01 49419.0 8225.0
ALUMINIUM_LME 27.7724 444.359 2894.0000 0.960 15.4 1.875200e+01 54269.0 8333.0
CADJPY 0.5586 8.938 111.0800 0.503 8.0 9.667740e+02 107389.0 8641.0
R1000 14.6879 235.007 2070.7000 0.709 11.3 3.750400e+01 77660.0 8814.0
FTSE100 56.2752 900.403 9682.5000 0.581 9.3 1.000000e+01 96825.0 9004.0
HANGENT 116.8746 1869.994 9217.0000 1.268 20.3 4.817000e+00 44403.0 9009.0
GBPJPY 0.9504 15.206 206.8500 0.459 7.4 6.042340e+02 124986.0 9188.0
US30 0.7684 12.295 118.6875 0.647 10.4 7.500860e+02 89026.0 9222.0
AUDJPY 0.6075 9.720 102.9700 0.590 9.4 9.667740e+02 99549.0 9397.0
MSCIEMASIA 7.8970 126.351 898.7500 0.879 14.1 7.500900e+01 67414.0 9477.0
BUXL 0.6882 11.011 110.8800 0.621 9.9 8.735430e+02 96858.0 9619.0
US-UTILS 8.1406 130.249 876.1000 0.929 14.9 7.500900e+01 65715.0 9770.0
ALUMINIUM 32.5960 521.535 2918.0000 1.117 17.9 1.875200e+01 54719.0 9780.0
CZK 0.0002 0.003 0.0481 0.433 6.9 3.000345e+06 144419.0 10016.0
SPI200 51.5417 824.666 8616.0000 0.598 9.6 1.243600e+01 107146.0 10255.0
MSCIASIA 8.8087 140.940 894.8000 0.984 15.8 7.500900e+01 67118.0 10572.0
BRENT_W 0.9151 14.641 63.3500 1.444 23.1 7.500860e+02 47518.0 10982.0
US-MATERIAL 9.2070 147.312 938.0000 0.982 15.7 7.500900e+01 70358.0 11050.0
EU-DJ-TECH 15.9973 255.956 1191.0000 1.343 21.5 4.367700e+01 52019.0 11179.0
BRENT-LAST 0.9394 15.030 63.3800 1.482 23.7 7.500860e+02 47540.0 11274.0
NOK 0.0005 0.008 0.0990 0.480 7.7 1.500173e+06 148442.0 11408.0
FANG 196.8968 3150.348 16603.8000 1.186 19.0 3.750000e+00 62271.0 11815.0
SEK 0.0005 0.008 0.1064 0.466 7.5 1.500173e+06 159543.0 11890.0
CRUDE_ICE 1.0026 16.041 59.8000 1.677 26.8 7.500860e+02 44855.0 12032.0
SILVER 1.0167 16.267 58.9850 1.724 27.6 7.500860e+02 44244.0 12202.0
SMI 81.8338 1309.340 12956.0000 0.632 10.1 9.336000e+00 120955.0 12224.0
ROBUSTA 102.1353 1634.164 4186.0000 2.440 39.0 7.501000e+00 31399.0 12258.0
US-ENERGY 10.6185 169.896 968.0000 1.097 17.6 7.500900e+01 72608.0 12744.0
GAS-LAST 0.1067 1.707 4.8800 2.186 35.0 7.500863e+03 36604.0 12802.0
OJ 7.2992 116.787 149.3500 4.887 78.2 1.125130e+02 16804.0 13140.0
GASOLINE 0.0268 0.429 1.8560 1.445 23.1 3.150362e+04 58471.0 13522.0
FTSETAIWAN 28.2580 452.129 2303.2500 1.227 19.6 3.000300e+01 69105.0 13565.0
GAS-PEN 0.1131 1.810 5.2980 2.135 34.2 7.500863e+03 39740.0 13577.0
MSCIEAFA 22.9753 367.605 2836.5000 0.810 13.0 3.750400e+01 106381.0 13787.0
EUA 0.9975 15.960 83.9000 1.189 19.0 8.735430e+02 73290.0 13942.0
GASOIL 11.6968 187.150 656.5000 1.782 28.5 7.500900e+01 49243.0 14038.0
GICS 4.7419 75.871 565.8000 0.838 13.4 1.875220e+02 106100.0 14227.0
GASOLINE_ICE 0.0293 0.469 1.8338 1.600 25.6 3.150362e+04 57771.0 14790.0
JGB 0.1936 3.098 133.3000 0.145 2.3 4.833871e+03 644355.0 14975.0
LIVECOW 3.1479 50.367 227.3750 1.384 22.2 3.000350e+02 68220.0 15112.0
US-INDUSTRY 13.3581 213.730 1558.1000 0.857 13.7 7.500900e+01 116871.0 16032.0
BOVESPA 1340.4576 21447.322 165350.0000 0.811 13.0 7.500000e-01 124027.0 16087.0
PLAT 27.5036 440.058 1654.3000 1.663 26.6 3.750400e+01 62043.0 16504.0
US-HEALTH 14.0067 224.108 1547.2000 0.905 14.5 7.500900e+01 116053.0 16810.0
CHFJPY 0.8748 13.996 193.0300 0.453 7.3 1.208468e+03 233271.0 16914.0
COAL-GEORDIE 1.4153 22.645 109.5000 1.293 20.7 7.500860e+02 82134.0 16986.0
COAL 1.4257 22.812 96.9500 1.471 23.5 7.500860e+02 72721.0 17111.0
IBEX 133.9847 2143.756 16670.0000 0.804 12.9 8.735000e+00 145620.0 18727.0
KOSPI 9.2383 147.813 580.8500 1.590 25.4 1.270230e+02 73782.0 18776.0
MSCITAIWAN 16.6601 266.561 1213.0000 1.373 22.0 7.500900e+01 90985.0 19994.0
AEX 7.1754 114.806 946.6000 0.758 12.1 1.747090e+02 165379.0 20058.0
IRS 0.0017 0.027 0.3085 0.548 8.8 7.500863e+05 231417.0 20291.0
HEATOIL 0.0428 0.685 2.2897 1.870 29.9 3.150362e+04 72134.0 21583.0
COCOA_LDN 136.1812 2178.899 4067.0000 3.348 53.6 1.000000e+01 40670.0 21789.0
COPPER 0.0765 1.224 5.4515 1.404 22.5 1.875216e+04 102227.0 22956.0
HANG 298.7098 4779.357 26147.0000 1.142 18.3 4.817000e+00 125962.0 23024.0
COCOA 192.4647 3079.435 5694.0000 3.380 54.1 7.501000e+00 42710.0 23098.0
HEATOIL-ICE 0.0482 0.771 2.3638 2.038 32.6 3.150362e+04 74468.0 24286.0
MIB 349.1147 5585.836 43450.0000 0.803 12.9 4.368000e+00 189777.0 24397.0
FEEDCOW 4.8687 77.900 332.8750 1.463 23.4 3.750430e+02 124842.0 29216.0
US-DISCRETE 28.3958 454.333 2421.1000 1.173 18.8 7.500900e+01 181603.0 34079.0
COFFEE 7.7482 123.971 374.3000 2.070 33.1 2.812820e+02 105284.0 34871.0
COPPER_LME 126.8318 2029.309 11674.0000 1.086 17.4 1.875200e+01 218913.0 38054.0
SP400 33.9164 542.662 3329.8000 1.019 16.3 7.500900e+01 249764.0 40704.0
PALLAD 35.0976 561.562 1502.5000 2.336 37.4 7.500900e+01 112700.0 42122.0
ETHEREUM 156.7576 2508.122 3050.0000 5.140 82.2 3.750400e+01 114388.0 94065.0
=======================================================================================================================================================================
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 162.3192 2597.107 3045.0000 5.331 85.3 7.500000e-02 228.0 195.0
VIX_mini 0.6292 10.067 19.2300 3.272 52.4 7.500900e+01 1442.0 755.0
V2X 0.4167 6.668 19.1500 2.176 34.8 8.735400e+01 1673.0 582.0
MUMMY 11.2870 180.592 656.0000 1.721 27.5 4.834000e+00 3171.0 873.0
CRUDE_W_micro 0.9412 15.059 59.5200 1.581 25.3 7.500900e+01 4465.0 1130.0
AUD_micro 0.0029 0.046 0.6640 0.435 7.0 7.500863e+03 4981.0 347.0
CAD_micro 0.0023 0.036 0.7261 0.312 5.0 7.500863e+03 5446.0 272.0
EU-REALESTATE 0.9765 15.624 125.3000 0.779 12.5 4.367700e+01 5473.0 682.0
RUBBER 1.7162 27.460 170.9000 1.004 16.1 3.750400e+01 6409.0 1030.0
BITCOIN 2858.4616 45735.386 90065.0000 3.174 50.8 7.500000e-02 6756.0 3431.0
CANOLA 6.9773 111.637 630.9000 1.106 17.7 1.075600e+01 6786.0 1201.0
IRON 1.0880 17.408 102.0000 1.067 17.1 7.500900e+01 7651.0 1306.0
KOSDAQ 23.3772 374.035 1578.5000 1.481 23.7 5.081000e+00 8020.0 1900.0
MILLWHEAT 1.7399 27.838 189.2500 0.919 14.7 4.367700e+01 8266.0 1216.0
SOYBEAN_mini 11.4170 182.673 1115.8750 1.023 16.4 7.501000e+00 8370.0 1370.0
BBCOMM 0.7594 12.150 112.0200 0.678 10.8 7.500900e+01 8402.0 911.0
HANGENT_mini 115.2942 1844.708 9216.0000 1.251 20.0 9.630000e-01 8880.0 1777.0
GAS_US_mini 0.1062 1.700 4.8700 2.181 34.9 1.875216e+03 9132.0 3187.0
JP-REALESTATE 13.3892 214.227 1965.0000 0.681 10.9 4.834000e+00 9499.0 1036.0
RUSSELL 32.6320 522.112 2547.5000 1.281 20.5 3.750000e+00 9554.0 1958.0
COPPER-micro 0.0759 1.215 5.4480 1.394 22.3 1.875216e+03 10216.0 2278.0
EU-BANKS 2.7351 43.762 246.1500 1.111 17.8 4.367700e+01 10751.0 1911.0
FTSEVIET 32.1425 514.280 2899.0000 1.109 17.7 3.750000e+00 10873.0 1929.0
EUR_micro 0.0036 0.058 1.1700 0.309 4.9 9.376078e+03 10970.0 542.0
FTSECHINAA 155.3501 2485.602 15229.0000 1.020 16.3 7.500000e-01 11423.0 1864.0
OATIES 4.7239 75.583 309.0000 1.529 24.5 3.750400e+01 11589.0 2835.0
EU-TRAVEL 2.8870 46.192 267.1000 1.081 17.3 4.367700e+01 11666.0 2018.0
LUMBER-new 7.4668 119.468 573.0000 1.303 20.8 2.062700e+01 11819.0 2464.0
FTSEINDO 34.1118 545.788 3166.0000 1.077 17.2 3.750000e+00 11874.0 2047.0
SUGAR11 0.2253 3.604 14.4100 1.563 25.0 8.400970e+02 12106.0 3028.0
KRWUSD_mini 0.0034 0.054 0.6799 0.496 7.9 1.875216e+04 12750.0 1012.0
BRE 0.0014 0.023 0.1826 0.774 12.4 7.500863e+04 13700.0 1697.0
STEEL 6.6136 105.817 916.0000 0.722 11.6 1.500200e+01 13742.0 1587.0
EPRA-EUROPE 11.9804 191.687 1614.5000 0.742 11.9 8.735000e+00 14103.0 1674.0
IBEX_mini 133.5218 2136.348 16675.0000 0.801 12.8 8.740000e-01 14566.0 1866.0
NIKKEI400 302.4120 4838.592 30440.0000 0.993 15.9 4.830000e-01 14714.0 2339.0
EU-DJ-TELECOM 2.8136 45.018 337.0000 0.835 13.4 4.367700e+01 14719.0 1966.0
KOSPI_mini 9.2103 147.364 580.8800 1.586 25.4 2.540500e+01 14757.0 3744.0
VIX 0.4566 7.305 20.1500 2.266 36.3 7.500860e+02 15114.0 5480.0
RICE 0.1541 2.466 10.3050 1.496 23.9 1.500173e+03 15459.0 3700.0
EUROSTX-SMALL 2.6080 41.727 361.5000 0.721 11.5 4.367700e+01 15789.0 1823.0
SUGAR_WHITE 5.9337 94.939 423.0000 1.403 22.4 3.750400e+01 15864.0 3561.0
DJSTX-SMALL 2.6275 42.040 368.8000 0.712 11.4 4.367700e+01 16108.0 1836.0
TOPIX 33.4679 535.486 3377.2500 0.991 15.9 4.834000e+00 16325.0 2588.0
OJ 7.2992 116.787 149.3500 4.887 78.2 1.125130e+02 16804.0 13140.0
WHEAT_ICE 1.1996 19.194 171.0000 0.702 11.2 1.000000e+02 17100.0 1919.0
EU-MEDIA 4.1075 65.720 393.7000 1.043 16.7 4.367700e+01 17196.0 2870.0
CORN 3.3639 53.823 464.0000 0.725 11.6 3.750400e+01 17402.0 2019.0
EU-OIL 3.9561 63.297 406.7000 0.973 15.6 4.367700e+01 17763.0 2765.0
DOW 366.2699 5860.319 48049.0000 0.762 12.2 3.750000e-01 18020.0 2198.0
EU-DIV30 13.9818 223.708 2141.5000 0.653 10.4 8.735000e+00 18707.0 1954.0
SGD_mini 0.0028 0.045 1.2949 0.216 3.5 1.447551e+04 18744.0 648.0
EU-DJ-OIL 4.7031 75.250 442.0000 1.064 17.0 4.367700e+01 19305.0 3287.0
SWISSLEAD 14.6541 234.465 2089.8000 0.701 11.2 9.336000e+00 19510.0 2189.0
REDWHEAT 7.0740 113.184 542.5000 1.304 20.9 3.750400e+01 20346.0 4245.0
MXP 0.0002 0.004 0.0544 0.452 7.2 3.750431e+05 20421.0 1476.0
RAPESEED 3.6572 58.516 471.2500 0.776 12.4 4.367700e+01 20583.0 2556.0
EU-RETAIL 5.4355 86.968 476.1000 1.142 18.3 4.367700e+01 20795.0 3799.0
EU-UTILS 3.0757 49.210 480.0000 0.641 10.3 4.367700e+01 20965.0 2149.0
DAX 200.6246 3209.994 24064.0000 0.834 13.3 8.740000e-01 21021.0 2804.0
EU-INSURE 3.8716 61.945 484.0000 0.800 12.8 4.367700e+01 21140.0 2706.0
MILKWET 0.1675 2.680 14.1000 1.188 19.0 1.500173e+03 21152.0 4020.0
EU-DJ-UTIL 2.9633 47.413 496.4000 0.597 9.6 4.367700e+01 21681.0 2071.0
WHEAT 6.4832 103.731 578.7500 1.120 17.9 3.750400e+01 21706.0 3890.0
CHEESE 0.0184 0.294 1.4640 1.255 20.1 1.500173e+04 21963.0 4410.0
ZAR 0.0003 0.005 0.0590 0.539 8.6 3.750431e+05 22109.0 1907.0
OMX-SWE 22.2951 356.722 2832.0000 0.787 12.6 7.967000e+00 22563.0 2842.0
WHEY 1.2048 19.277 70.5000 1.709 27.3 3.300380e+02 23268.0 6362.0
MILK 0.2050 3.279 15.5800 1.316 21.0 1.500173e+03 23373.0 4920.0
BUTTER 2.7428 43.884 156.6500 1.751 28.0 1.500170e+02 23500.0 6583.0
SOYOIL 0.6256 10.009 52.5400 1.191 19.1 4.500520e+02 23646.0 4505.0
SOYMEAL 3.9818 63.709 316.9000 1.256 20.1 7.500900e+01 23770.0 4779.0
EU-AUTO 6.9147 110.636 544.6000 1.270 20.3 4.367700e+01 23787.0 4832.0
COTTON2 0.4934 7.895 63.9500 0.772 12.3 3.750430e+02 23984.0 2961.0
COTTON 0.0056 0.089 0.6408 0.871 13.9 3.750431e+04 24033.0 3349.0
NIKKEI 690.8970 11054.352 50700.0000 1.363 21.8 4.830000e-01 24508.0 5344.0
HANG_mini 299.0115 4784.185 26148.0000 1.144 18.3 9.630000e-01 25193.0 4610.0
EURO600 3.8558 61.693 579.3000 0.666 10.6 4.367700e+01 25302.0 2695.0
MSCISING 4.0181 64.289 440.5000 0.912 14.6 5.790200e+01 25506.0 3722.0
SP500_micro 54.0241 864.386 6880.5000 0.785 12.6 3.750000e+00 25805.0 3242.0
MID-DAX 311.8251 4989.201 29780.0000 1.047 16.8 8.740000e-01 26014.0 4358.0
LEANHOG 1.1997 19.195 86.7250 1.383 22.1 3.000350e+02 26020.0 5759.0
EU-MID 3.9045 62.472 602.9000 0.648 10.4 4.367700e+01 26333.0 2729.0
EUROSTX200-LARGE 3.8899 62.238 604.9000 0.643 10.3 4.367700e+01 26420.0 2718.0
FTSECHINAH 235.8213 3773.140 17977.5000 1.312 21.0 1.500000e+00 26969.0 5660.0
EU-FOOD 5.7417 91.867 620.8000 0.925 14.8 4.367700e+01 27115.0 4012.0
US-REALESTATE 3.2310 51.696 362.0000 0.893 14.3 7.500900e+01 27153.0 3878.0
EU-BASIC 7.6792 122.868 623.6000 1.231 19.7 4.367700e+01 27237.0 5367.0
SMI-MID 20.3619 325.790 2922.0000 0.697 11.1 9.336000e+00 27279.0 3042.0
HANGTECH 98.6945 1579.113 5679.0000 1.738 27.8 4.817000e+00 27358.0 7607.0
EUROSTX-LARGE 4.7598 76.157 630.4000 0.755 12.1 4.367700e+01 27534.0 3326.0
SUGAR16 0.2491 3.985 33.5000 0.744 11.9 8.400970e+02 28143.0 3348.0
JPY_mini 0.0000 0.001 0.0065 0.516 8.3 4.688039e+06 30472.0 2514.0
ROBUSTA 102.1353 1634.164 4186.0000 2.440 39.0 7.501000e+00 31399.0 12258.0
GOLD_micro 45.1259 722.014 4237.8000 1.065 17.0 7.501000e+00 31787.0 5416.0
EU-CONSTRUCTION 7.8659 125.854 837.6000 0.939 15.0 4.367700e+01 36584.0 5497.0
GAS-LAST 0.1067 1.707 4.8800 2.186 35.0 7.500863e+03 36604.0 12802.0
EU-TECH 10.0225 160.360 848.7000 1.181 18.9 4.367700e+01 37069.0 7004.0
MILKDRY 0.8101 12.961 114.0000 0.711 11.4 3.300380e+02 37624.0 4278.0
US-PROPERTY 1.7752 28.403 201.2500 0.882 14.1 1.875220e+02 37739.0 5326.0
NASDAQ_micro 270.6069 4329.711 25727.5000 1.052 16.8 1.500000e+00 38596.0 6495.0
GAS-PEN 0.1131 1.810 5.2980 2.135 34.2 7.500863e+03 39740.0 13577.0
COCOA_LDN 136.1812 2178.899 4067.0000 3.348 53.6 1.000000e+01 40670.0 21789.0
CLP 0.0000 0.000 0.0011 0.565 9.0 3.750431e+07 40880.0 3699.0
COCOA 192.4647 3079.435 5694.0000 3.380 54.1 7.501000e+00 42710.0 23098.0
NZD 0.0030 0.047 0.5796 0.511 8.2 7.500863e+04 43479.0 3555.0
SILVER 1.0167 16.267 58.9850 1.724 27.6 7.500860e+02 44244.0 12202.0
FTSE250 146.7976 2348.761 22125.0000 0.663 10.6 2.000000e+00 44250.0 4698.0
HANGENT 116.8746 1869.994 9217.0000 1.268 20.3 4.817000e+00 44403.0 9009.0
CRUDE_ICE 1.0026 16.041 59.8000 1.677 26.8 7.500860e+02 44855.0 12032.0
EU-HOUSE 9.1231 145.970 1068.6000 0.854 13.7 4.367700e+01 46673.0 6376.0
BRENT_W 0.9151 14.641 63.3500 1.444 23.1 7.500860e+02 47518.0 10982.0
BRENT-LAST 0.9394 15.030 63.3800 1.482 23.7 7.500860e+02 47540.0 11274.0
OMX 44.7094 715.351 5522.0000 0.810 13.0 8.735000e+00 48237.0 6249.0
GASOIL 11.6968 187.150 656.5000 1.782 28.5 7.500900e+01 49243.0 14038.0
CHINAA-CON 27.4133 438.612 2635.4000 1.040 16.6 1.875200e+01 49419.0 8225.0
EU-HEALTH 9.5453 152.725 1133.0000 0.842 13.5 4.367700e+01 49486.0 6671.0
EUROSTX 45.0726 721.162 5729.0000 0.787 12.6 8.735000e+00 50045.0 6300.0
EU-DJ-TECH 15.9973 255.956 1191.0000 1.343 21.5 4.367700e+01 52019.0 11179.0
CNH-onshore 0.0003 0.005 0.1415 0.215 3.4 3.750431e+05 53061.0 1827.0
KR3 0.1236 1.978 105.5700 0.117 1.9 5.080930e+02 53639.0 1005.0
CAD 0.0023 0.036 0.7232 0.315 5.0 7.500863e+04 54242.0 2730.0
ALUMINIUM_LME 27.7724 444.359 2894.0000 0.960 15.4 1.875200e+01 54269.0 8333.0
ALUMINIUM 32.5960 521.535 2918.0000 1.117 17.9 1.875200e+01 54719.0 9780.0
CAD2 0.0601 0.962 105.8050 0.057 0.9 5.378160e+02 56904.0 517.0
KR10 0.3766 6.025 113.5700 0.332 5.3 5.080930e+02 57704.0 3061.0
GASOLINE_ICE 0.0293 0.469 1.8338 1.600 25.6 3.150362e+04 57771.0 14790.0
GASOLINE 0.0268 0.429 1.8560 1.445 23.1 3.150362e+04 58471.0 13522.0
US-STAPLES 6.0578 96.925 792.4000 0.764 12.2 7.500900e+01 59437.0 7270.0
JPY 0.0000 0.001 0.0065 0.511 8.2 9.376078e+06 60926.0 4982.0
CAD5 0.1974 3.159 113.9400 0.173 2.8 5.378160e+02 61279.0 1699.0
PLAT 27.5036 440.058 1654.3000 1.663 26.6 3.750400e+01 62043.0 16504.0
FANG 196.8968 3150.348 16603.8000 1.186 19.0 3.750000e+00 62271.0 11815.0
GBP 0.0054 0.086 1.3332 0.405 6.5 4.688039e+04 62501.0 4045.0
JGB-SGX-mini 0.2020 3.232 133.3100 0.152 2.4 4.833870e+02 64440.0 1563.0
CAD10 0.3629 5.807 121.9400 0.298 4.8 5.378160e+02 65581.0 3123.0
US-UTILS 8.1406 130.249 876.1000 0.929 14.9 7.500900e+01 65715.0 9770.0
MSCIASIA 8.8087 140.940 894.8000 0.984 15.8 7.500900e+01 67118.0 10572.0
HOUSE-US 0.3611 5.777 358.6000 0.101 1.6 1.875220e+02 67245.0 1083.0
MSCIEMASIA 7.8970 126.351 898.7500 0.879 14.1 7.500900e+01 67414.0 9477.0
LIVECOW 3.1479 50.367 227.3750 1.384 22.2 3.000350e+02 68220.0 15112.0
FTSETAIWAN 28.2580 452.129 2303.2500 1.227 19.6 3.000300e+01 69105.0 13565.0
US-MATERIAL 9.2070 147.312 938.0000 0.982 15.7 7.500900e+01 70358.0 11050.0
CAC 58.1720 930.752 8128.5000 0.716 11.5 8.735000e+00 71006.0 8131.0
TWD 0.1932 3.091 32.0100 0.604 9.7 2.250259e+03 72031.0 6955.0
HEATOIL 0.0428 0.685 2.2897 1.870 29.9 3.150362e+04 72134.0 21583.0
US-ENERGY 10.6185 169.896 968.0000 1.097 17.6 7.500900e+01 72608.0 12744.0
COAL 1.4257 22.812 96.9500 1.471 23.5 7.500860e+02 72721.0 17111.0
EUA 0.9975 15.960 83.9000 1.189 19.0 8.735430e+02 73290.0 13942.0
KOSPI 9.2383 147.813 580.8500 1.590 25.4 1.270230e+02 73782.0 18776.0
DX 0.3212 5.139 98.6400 0.326 5.2 7.500860e+02 73989.0 3855.0
HEATOIL-ICE 0.0482 0.771 2.3638 2.038 32.6 3.150362e+04 74468.0 24286.0
CNH 0.0114 0.183 7.0502 0.162 2.6 1.061129e+04 74812.0 1938.0
SGD 0.0027 0.044 1.2942 0.211 3.4 5.790205e+04 74937.0 2530.0
R1000 14.6879 235.007 2070.7000 0.709 11.3 3.750400e+01 77660.0 8814.0
US5 0.2028 3.245 109.2188 0.186 3.0 7.500860e+02 81923.0 2434.0
COAL-GEORDIE 1.4153 22.645 109.5000 1.293 20.7 7.500860e+02 82134.0 16986.0
US10 0.3001 4.802 112.5312 0.267 4.3 7.500860e+02 84408.0 3602.0
US10U 0.3773 6.037 115.0938 0.328 5.2 7.500860e+02 86330.0 4528.0
US20 0.5854 9.366 115.5938 0.506 8.1 7.500860e+02 86705.0 7026.0
US30 0.7684 12.295 118.6875 0.647 10.4 7.500860e+02 89026.0 9222.0
MSCITAIWAN 16.6601 266.561 1213.0000 1.373 22.0 7.500900e+01 90985.0 19994.0
GILT 0.4116 6.585 93.0700 0.442 7.1 1.000000e+03 93070.0 6585.0
SHATZ 0.0473 0.756 106.8300 0.044 0.7 8.735430e+02 93321.0 661.0
BTP3 0.0633 1.013 107.3600 0.059 0.9 8.735430e+02 93784.0 885.0
FTSE100 56.2752 900.403 9682.5000 0.581 9.3 1.000000e+01 96825.0 9004.0
BUXL 0.6882 11.011 110.8800 0.621 9.9 8.735430e+02 96858.0 9619.0
AUDJPY 0.6075 9.720 102.9700 0.590 9.4 9.667740e+02 99549.0 9397.0
BOBL 0.1557 2.492 116.3100 0.134 2.1 8.735430e+02 101602.0 2177.0
COPPER 0.0765 1.224 5.4515 1.404 22.5 1.875216e+04 102227.0 22956.0
PLN 0.0012 0.019 0.2752 0.441 7.1 3.750431e+05 103227.0 7289.0
BTP 0.3038 4.861 120.2000 0.253 4.0 8.735430e+02 105000.0 4246.0
COFFEE 7.7482 123.971 374.3000 2.070 33.1 2.812820e+02 105284.0 34871.0
OAT 0.3128 5.006 120.7100 0.259 4.1 8.735430e+02 105445.0 4373.0
GICS 4.7419 75.871 565.8000 0.838 13.4 1.875220e+02 106100.0 14227.0
MSCIEAFA 22.9753 367.605 2836.5000 0.810 13.0 3.750400e+01 106381.0 13787.0
SPI200 51.5417 824.666 8616.0000 0.598 9.6 1.243600e+01 107146.0 10255.0
CADJPY 0.5586 8.938 111.0800 0.503 8.0 9.667740e+02 107389.0 8641.0
BONO 0.2902 4.642 123.5000 0.235 3.8 8.735430e+02 107883.0 4055.0
EURCAD 0.0054 0.086 1.6131 0.332 5.3 6.722697e+04 108444.0 5759.0
YENEUR 0.7237 11.579 180.7100 0.400 6.4 6.042340e+02 109191.0 6996.0
GBPEUR 0.0023 0.037 0.8736 0.262 4.2 1.250000e+05 109200.0 4586.0
EURCHF 0.0022 0.036 0.9364 0.240 3.8 1.166980e+05 109276.0 4201.0
EURAUD 0.0071 0.114 1.7626 0.405 6.5 6.217840e+04 109596.0 7102.0
BUND 0.2965 4.744 128.0400 0.232 3.7 8.735430e+02 111848.0 4144.0
PALLAD 35.0976 561.562 1502.5000 2.336 37.4 7.500900e+01 112700.0 42122.0
ETHEREUM 156.7576 2508.122 3050.0000 5.140 82.2 3.750400e+01 114388.0 94065.0
US-HEALTH 14.0067 224.108 1547.2000 0.905 14.5 7.500900e+01 116053.0 16810.0
US-INDUSTRY 13.3581 213.730 1558.1000 0.857 13.7 7.500900e+01 116871.0 16032.0
CHF 0.0051 0.082 1.2568 0.408 6.5 9.376078e+04 117834.0 7695.0
SMI 81.8338 1309.340 12956.0000 0.632 10.1 9.336000e+00 120955.0 12224.0
BOVESPA 1340.4576 21447.322 165350.0000 0.811 13.0 7.500000e-01 124027.0 16087.0
FEEDCOW 4.8687 77.900 332.8750 1.463 23.4 3.750430e+02 124842.0 29216.0
GBPJPY 0.9504 15.206 206.8500 0.459 7.4 6.042340e+02 124986.0 9188.0
GBPCHF 0.0037 0.059 1.0715 0.345 5.5 1.166980e+05 125042.0 6896.0
HANG 298.7098 4779.357 26147.0000 1.142 18.3 4.817000e+00 125962.0 23024.0
CZK 0.0002 0.003 0.0481 0.433 6.9 3.000345e+06 144419.0 10016.0
IBEX 133.9847 2143.756 16670.0000 0.804 12.9 8.735000e+00 145620.0 18727.0
NOK 0.0005 0.008 0.0990 0.480 7.7 1.500173e+06 148442.0 11408.0
CH10 0.3761 6.017 160.3800 0.234 3.8 9.335840e+02 149728.0 5618.0
US2 0.0804 1.287 104.2578 0.077 1.2 1.500173e+03 156405.0 1930.0
SEK 0.0005 0.008 0.1064 0.466 7.5 1.500173e+06 159543.0 11890.0
US3 0.1311 2.098 106.4883 0.123 2.0 1.500173e+03 159751.0 3148.0
AEX 7.1754 114.806 946.6000 0.758 12.1 1.747090e+02 165379.0 20058.0
SOFR 0.0469 0.750 96.6750 0.048 0.8 1.875216e+03 181286.0 1407.0
US-DISCRETE 28.3958 454.333 2421.1000 1.173 18.8 7.500900e+01 181603.0 34079.0
MIB 349.1147 5585.836 43450.0000 0.803 12.9 4.368000e+00 189777.0 24397.0
EURIBOR-ICE 0.0308 0.492 97.6800 0.032 0.5 2.183857e+03 213319.0 1075.0
COPPER_LME 126.8318 2029.309 11674.0000 1.086 17.4 1.875200e+01 218913.0 38054.0
IRS 0.0017 0.027 0.3085 0.548 8.8 7.500863e+05 231417.0 20291.0
CHFJPY 0.8748 13.996 193.0300 0.453 7.3 1.208468e+03 233271.0 16914.0
SONIA3 0.0439 0.702 96.3800 0.046 0.7 2.500000e+03 240950.0 1755.0
SP400 33.9164 542.662 3329.8000 1.019 16.3 7.500900e+01 249764.0 40704.0
FED 0.0387 0.620 96.6100 0.040 0.6 3.125609e+03 301965.0 1938.0
JGB 0.1936 3.098 133.3000 0.145 2.3 4.833871e+03 644355.0 14975.0
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END OF REPORT
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