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Minimum capital report produced on 16/03/2026 22:41
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The following report calculates the minimum capital for a single contract as follows:
A- point_size_base: Futures multiplier in base (account currency) = multiplier * fx rate
B- price: Price
C- annual_perc_stdev: Annual standard deviation in percentage terms (100 = 100%)
D- risk_target: Risk target in percentage terms (20 = 20%)
E- minimum_capital_one_contract: Minimum capital to hold a single contract on a standalone basis = A * B * C / D
F- minimum_position_contracts: Minimum position we want to hold for an average sized forecast
G- instrument_weight: Proportion of capital allocated to instrument
H- IDM: Instrument diversification multiplier
I- minimum_capital: Minimum capital within a portfolio, allowing for minimum position = E * F / ( G * H)
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Minimum capital in base currency
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point_size_base price annual_perc_stdev risk_target minimum_capital_one_contract minimum_position_contracts instrument_weight IDM minimum_capital
ETHER-micro 0.1 2342.000 85.5 25 604 4 0.04 2.5 24161
CAD_micro 7536.9 0.734 5.4 25 1199 4 0.04 2.5 47979
HOUSE-US 188.4 365.800 0.8 25 2231 4 0.04 2.5 89264
AUD_micro 7536.9 0.706 11.1 25 2357 4 0.04 2.5 94305
EUR_micro 9421.1 1.156 7.5 25 3247 4 0.04 2.5 129903
CAD2 550.8 105.370 1.4 25 3308 4 0.04 2.5 132356
V2X 86.5 24.100 45.8 25 3822 4 0.04 2.5 152885
MUMMY 4.7 746.000 28.1 25 3968 4 0.04 2.5 158740
VIX_mini 75.4 22.930 58.0 25 4011 4 0.04 2.5 160479
SGD_mini 14730.2 1.276 5.5 25 4170 4 0.04 2.5 166833
EU-REALESTATE 43.2 128.500 19.4 25 4306 4 0.04 2.5 172242
JP-REALESTATE 4.7 1947.000 12.2 25 4482 4 0.04 2.5 179313
KR3 504.3 104.250 2.4 25 5110 4 0.04 2.5 204432
SHATZ 864.8 106.225 1.5 25 5423 4 0.04 2.5 216939
IRON 75.4 106.050 18.1 25 5783 4 0.04 2.5 231340
KRWUSD_mini 18842.3 0.672 11.7 25 5902 4 0.04 2.5 236114
SOFR 1884.2 96.615 0.9 25 6317 4 0.04 2.5 252710
RUBBER 37.7 195.200 21.7 25 6383 4 0.04 2.5 255349
FTSECHINAA 0.8 14863.000 14.5 25 6500 4 0.04 2.5 260014
MILLWHEAT 43.2 213.750 20.1 25 7418 4 0.04 2.5 296723
BRE 75369.0 0.190 13.1 25 7508 4 0.04 2.5 300338
FED 3140.6 96.490 0.6 25 7630 4 0.04 2.5 305237
HANGENT_mini 1.0 8786.000 22.6 25 7631 4 0.04 2.5 305254
RUSSELL 3.8 2523.000 20.3 25 7711 4 0.04 2.5 308457
CANOLA 11.0 712.400 25.2 25 7920 4 0.04 2.5 316814
EURIBOR-ICE 2161.9 97.460 0.9 25 7952 4 0.04 2.5 318113
BBCOMM 75.4 132.410 20.1 25 8019 4 0.04 2.5 320776
BTP3 864.8 106.430 2.2 25 8092 4 0.04 2.5 323695
STEEL 15.1 1029.000 13.1 25 8134 4 0.04 2.5 325390
SOYBEAN_mini 7.5 1155.250 23.5 25 8179 4 0.04 2.5 327167
LUMBER-new 20.7 603.000 17.9 25 8926 4 0.04 2.5 357057
JGB-SGX-mini 473.3 131.140 3.7 25 9211 4 0.04 2.5 368466
CAD5 550.8 113.650 3.8 25 9604 4 0.04 2.5 384177
WHEAT_ICE 100.0 181.000 13.3 25 9619 4 0.04 2.5 384782
US2 1507.4 103.996 1.5 25 9651 4 0.04 2.5 386044
DOW 0.4 47287.000 13.6 25 9708 4 0.04 2.5 388333
SONIA3 2500.0 96.010 1.1 25 10145 4 0.04 2.5 405827
CORN 37.7 480.000 14.0 25 10164 4 0.04 2.5 406576
DJSTX-SMALL 43.2 368.800 16.2 25 10320 4 0.04 2.5 412823
MXP 376845.1 0.056 12.2 25 10334 4 0.04 2.5 413389
JPY_mini 4710564.1 0.006 8.7 25 10420 4 0.04 2.5 416818
EU-DIV30 8.6 2189.000 14.5 25 10957 4 0.04 2.5 438312
EUROSTX-SMALL 43.2 359.100 17.8 25 11080 4 0.04 2.5 443224
CNH 10932.5 6.875 3.7 25 11148 4 0.04 2.5 445956
US5 753.7 108.773 3.4 25 11153 4 0.04 2.5 446125
EU-TRAVEL 43.2 253.500 25.4 25 11156 4 0.04 2.5 446245
CRUDE_W_micro 75.4 88.400 42.7 25 11389 4 0.04 2.5 455581
EPRA-EUROPE 8.6 1660.000 20.0 25 11457 4 0.04 2.5 458304
SUGAR11 844.1 14.390 23.7 25 11513 4 0.04 2.5 460546
EU-DJ-TELECOM 43.2 412.900 16.6 25 11844 4 0.04 2.5 473764
SWISSLEAD 9.6 2029.900 15.3 25 11919 4 0.04 2.5 476762
CAD 75369.0 0.734 5.5 25 12199 4 0.04 2.5 487974
FTSEINDO 3.8 2607.000 31.6 25 12409 4 0.04 2.5 496375
IBEX_mini 0.9 17160.000 21.1 25 12495 4 0.04 2.5 499836
EU-BANKS 43.2 238.300 30.4 25 12520 4 0.04 2.5 500832
COPPER-micro 1884.2 5.839 28.8 25 12660 4 0.04 2.5 506430
SUGAR16 844.1 33.500 11.2 25 12668 4 0.04 2.5 506740
SUGAR_WHITE 37.7 417.100 20.8 25 13064 4 0.04 2.5 522591
BITCOIN 0.1 74415.000 58.5 25 13124 4 0.04 2.5 524963
SP500_micro 3.8 6750.500 13.0 25 13177 4 0.04 2.5 527095
FTSEVIET 3.8 2881.000 30.5 25 13254 4 0.04 2.5 530166
EU-OIL 43.2 515.100 14.9 25 13309 4 0.04 2.5 532399
EU-MEDIA 43.2 344.500 23.1 25 13782 4 0.04 2.5 551308
BOBL 864.8 116.220 3.4 25 13850 4 0.04 2.5 554006
COTTON 37684.5 0.658 14.4 25 14339 4 0.04 2.5 573584
US-REALESTATE 75.4 373.300 13.0 25 14645 4 0.04 2.5 585820
EU-DJ-OIL 43.2 572.100 15.3 25 15099 4 0.04 2.5 603975
ZAR 376845.1 0.060 16.8 25 15116 4 0.04 2.5 604679
KR10 504.3 110.370 6.9 25 15432 4 0.04 2.5 617306
US3 1507.4 106.125 2.4 25 15440 4 0.04 2.5 617632
OATIES 37.7 357.250 28.9 25 15552 4 0.04 2.5 622087
RAPESEED 43.2 484.000 18.6 25 15560 4 0.04 2.5 622427
EU-INSURE 43.2 486.500 18.6 25 15619 4 0.04 2.5 624795
SMI-MID 9.6 2937.000 14.0 25 15716 4 0.04 2.5 628640
DAX 0.9 23615.000 19.4 25 15870 4 0.04 2.5 634816
RICE 1507.4 11.330 23.2 25 15877 4 0.04 2.5 635095
SGD 58920.7 1.277 5.4 25 16213 4 0.04 2.5 648540
EURO600 43.2 594.200 15.8 25 16240 4 0.04 2.5 649633
EU-MID 43.2 639.900 14.8 25 16349 4 0.04 2.5 653970
US10 753.7 111.875 4.8 25 16352 4 0.04 2.5 654089
CAD10 550.8 120.140 6.2 25 16520 4 0.04 2.5 660821
GBPEUR 125000.0 0.867 3.9 25 16733 4 0.04 2.5 669359
EUROSTX200-LARGE 43.2 625.000 15.6 25 16833 4 0.04 2.5 673338
GAS_US_mini 1884.2 3.005 74.8 25 16939 4 0.04 2.5 677579
EU-UTILS 43.2 559.700 17.8 25 17251 4 0.04 2.5 690067
COTTON2 376.8 70.300 16.4 25 17339 4 0.04 2.5 693580
EU-RETAIL 43.2 462.600 21.7 25 17342 4 0.04 2.5 693696
OMX-SWE 8.0 3001.000 18.0 25 17343 4 0.04 2.5 693755
EU-FOOD 43.2 638.200 15.8 25 17456 4 0.04 2.5 698273
WHEY 331.6 65.000 20.3 25 17499 4 0.04 2.5 699990
NIKKEI400 0.5 32925.000 28.4 25 17704 4 0.04 2.5 708184
EU-DJ-UTIL 43.2 573.500 18.4 25 18271 4 0.04 2.5 730864
TOPIX 4.7 3630.750 26.7 25 18350 4 0.04 2.5 734010
GBP 47105.6 1.333 7.4 25 18519 4 0.04 2.5 740776
EURCHF 119539.0 0.901 4.4 25 19102 4 0.04 2.5 764114
LEANHOG 301.5 107.250 15.2 25 19654 4 0.04 2.5 786192
US10U 753.7 114.312 5.7 25 19696 4 0.04 2.5 787840
SOYMEAL 75.4 312.800 21.1 25 19941 4 0.04 2.5 797676
EUROSTX-LARGE 43.2 638.400 18.1 25 19962 4 0.04 2.5 798503
KOSDAQ 5.0 1979.700 50.0 25 19978 4 0.04 2.5 799156
MSCISING 58.9 442.300 19.2 25 20009 4 0.04 2.5 800377
NZD 75369.0 0.588 11.4 25 20230 4 0.04 2.5 809213
JPY 9421128.2 0.006 8.7 25 20747 4 0.04 2.5 829889
FTSECHINAH 1.5 16922.500 20.8 25 21235 4 0.04 2.5 849412
US-PROPERTY 188.4 209.200 13.7 25 21526 4 0.04 2.5 861046
EURCAD 68848.5 1.571 5.1 25 21935 4 0.04 2.5 877438
HANG_mini 1.0 25770.000 22.2 25 21980 4 0.04 2.5 879209
BUND 864.8 126.250 5.1 25 22092 4 0.04 2.5 883708
EU-AUTO 43.2 453.900 28.2 25 22131 4 0.04 2.5 885240
DX 753.7 99.525 7.4 25 22257 4 0.04 2.5 890285
MID-DAX 0.9 28960.000 22.7 25 22705 4 0.04 2.5 908213
WHEAT 37.7 638.000 25.0 25 24081 4 0.04 2.5 963257
BONO 864.8 121.640 5.8 25 24430 4 0.04 2.5 977223
REDWHEAT 37.7 631.750 26.4 25 25146 4 0.04 2.5 1005870
NASDAQ_micro 1.5 24656.250 17.1 25 25353 4 0.04 2.5 1014151
CH10 956.3 155.680 4.3 25 25804 4 0.04 2.5 1032167
MILKWET 1507.4 19.820 22.0 25 26238 4 0.04 2.5 1049551
FTSE250 2.0 22057.000 14.9 25 26245 4 0.04 2.5 1049802
OAT 864.8 119.930 6.6 25 27514 4 0.04 2.5 1100574
TWD 2261.1 31.252 9.8 25 27695 4 0.04 2.5 1107806
CLP 37684512.8 0.001 17.3 25 28292 4 0.04 2.5 1131697
YENEUR 591.6 182.510 6.6 25 28490 4 0.04 2.5 1139608
US20 753.7 114.500 8.5 25 29503 4 0.04 2.5 1180131
CHINAA-CON 18.8 2599.800 15.1 25 29522 4 0.04 2.5 1180918
HANGTECH 4.8 5091.000 30.2 25 29601 4 0.04 2.5 1184063
BTP 864.8 118.000 7.3 25 29640 4 0.04 2.5 1185633
GBPCHF 119539.0 1.036 6.0 25 29750 4 0.04 2.5 1190002
VIX 753.7 22.900 43.1 25 29773 4 0.04 2.5 1190953
MILK 1507.4 17.480 28.4 25 29935 4 0.04 2.5 1197438
SOYOIL 452.2 63.620 26.1 25 30071 4 0.04 2.5 1202874
CHEESE 15073.8 1.700 29.6 25 30333 4 0.04 2.5 1213359
EU-HEALTH 43.2 1123.100 15.9 25 30816 4 0.04 2.5 1232663
EU-CONSTRUCTION 43.2 814.100 22.0 25 30947 4 0.04 2.5 1237881
NIKKEI 0.5 54190.000 30.9 25 31729 4 0.04 2.5 1269180
EURAUD 66408.6 1.636 7.5 25 32569 4 0.04 2.5 1302770
OMX 8.6 5974.800 16.5 25 34025 4 0.04 2.5 1361002
CADJPY 946.5 115.900 7.8 25 34367 4 0.04 2.5 1374688
EU-HOUSE 43.2 969.200 20.8 25 34943 4 0.04 2.5 1397723
US-STAPLES 75.4 856.200 13.9 25 35915 4 0.04 2.5 1436629
CNH-onshore 376845.1 0.146 16.4 25 36128 4 0.04 2.5 1445123
EU-TECH 43.2 853.500 24.6 25 36330 4 0.04 2.5 1453236
US30 753.7 117.188 10.3 25 36512 4 0.04 2.5 1460508
BUXL 864.8 109.360 9.7 25 36639 4 0.04 2.5 1465597
KOSPI_mini 25.2 823.080 44.8 25 37222 4 0.04 2.5 1488907
EUROSTX 8.6 5690.000 19.4 25 38246 4 0.04 2.5 1529858
R1000 37.7 2125.200 12.1 25 38610 4 0.04 2.5 1544407
GBPJPY 591.6 210.270 7.8 25 38896 4 0.04 2.5 1555859
HANGENT 4.8 8790.000 23.1 25 39083 4 0.04 2.5 1563338
GILT 1000.0 89.130 11.0 25 39262 4 0.04 2.5 1570501
BUTTER 150.7 196.525 33.8 25 40050 4 0.04 2.5 1602036
EU-BASIC 43.2 739.100 31.9 25 40816 4 0.04 2.5 1632676
PLN 376845.1 0.268 10.3 25 41630 4 0.04 2.5 1665200
CHF 94211.3 1.282 8.7 25 41896 4 0.04 2.5 1675878
MILKDRY 331.6 154.900 20.5 25 42068 4 0.04 2.5 1682724
US-UTILS 75.4 955.900 14.6 25 42187 4 0.04 2.5 1687500
AUDJPY 946.5 111.470 10.4 25 43740 4 0.04 2.5 1749625
GOLD_micro 7.5 5056.500 28.8 25 43901 4 0.04 2.5 1756062
ROBUSTA 7.5 3475.000 42.0 25 43951 4 0.04 2.5 1758075
LIVECOW 301.5 231.850 16.2 25 45415 4 0.04 2.5 1816632
CAC 8.6 7949.500 16.6 25 45670 4 0.04 2.5 1826830
CZK 3014761.0 0.047 8.4 25 47300 4 0.04 2.5 1892026
FANG 3.8 14744.800 21.6 25 48110 4 0.04 2.5 1924420
US-MATERIAL 75.4 1046.500 17.6 25 55613 4 0.04 2.5 2224533
EU-DJ-TECH 43.2 1244.800 26.8 25 57618 4 0.04 2.5 2304730
FTSE100 10.0 10347.500 14.2 25 58759 4 0.04 2.5 2350368
ALUMINIUM_LME 18.8 3411.000 23.3 25 59794 4 0.04 2.5 2391777
NOK 1507380.5 0.103 9.6 25 59970 4 0.04 2.5 2398823
US-ENERGY 75.4 1211.100 17.3 25 63092 4 0.04 2.5 2523702
OJ 113.1 199.850 69.9 25 63180 4 0.04 2.5 2527224
GAS-LAST 7536.9 3.005 71.7 25 64955 4 0.04 2.5 2598201
GAS-PEN 7536.9 3.014 72.8 25 66133 4 0.04 2.5 2645346
CHFJPY 1183.2 202.600 7.2 25 69436 4 0.04 2.5 2777471
US-HEALTH 75.4 1522.900 15.3 25 70308 4 0.04 2.5 2812341
MSCIASIA 75.4 965.300 24.5 25 71249 4 0.04 2.5 2849993
SPI200 13.3 8628.000 15.8 25 72531 4 0.04 2.5 2901252
MSCIEMASIA 75.4 980.900 24.7 25 73131 4 0.04 2.5 2925242
SEK 1507380.5 0.108 11.5 25 74857 4 0.04 2.5 2994286
SMI 9.6 12741.000 15.9 25 77321 4 0.04 2.5 3092873
COCOA_LDN 10.0 2530.000 77.8 25 78779 4 0.04 2.5 3151173
ALUMINIUM 18.8 3341.000 31.8 25 79983 4 0.04 2.5 3199348
COCOA 7.5 3458.000 82.0 25 85501 4 0.04 2.5 3420040
US-INDUSTRY 75.4 1672.800 17.4 25 87646 4 0.04 2.5 3505857
JGB 4732.7 131.150 3.7 25 90974 4 0.04 2.5 3638966
EUA 864.8 71.050 37.6 25 92310 4 0.04 2.5 3692417
FEEDCOW 376.8 345.550 17.7 25 92359 4 0.04 2.5 3694395
FTSETAIWAN 30.1 2730.500 29.4 25 96728 4 0.04 2.5 3869146
IRS 753690.3 0.319 10.4 25 99612 4 0.04 2.5 3984498
MSCIEAFA 37.7 2930.500 22.8 25 100520 4 0.04 2.5 4020821
BRENT-LAST 753.7 92.130 37.0 25 102761 4 0.04 2.5 4110444
AEX 173.0 1007.650 15.1 25 105029 4 0.04 2.5 4201165
COFFEE 282.6 293.100 32.6 25 108080 4 0.04 2.5 4323204
GASOLINE 31655.0 2.843 30.3 25 109144 4 0.04 2.5 4365792
HANG 4.8 25751.000 22.1 25 109669 4 0.04 2.5 4386788
BOVESPA 0.8 179920.000 20.9 25 113385 4 0.04 2.5 4535411
IBEX 8.6 17071.000 21.2 25 124979 4 0.04 2.5 4999197
US-DISCRETE 75.4 2263.100 18.5 25 126314 4 0.04 2.5 5052583
COPPER 18842.3 5.896 28.7 25 127409 4 0.04 2.5 5096390
MSCITAIWAN 75.4 1470.700 30.1 25 133296 4 0.04 2.5 5331870
GICS 188.4 715.400 27.6 25 149017 4 0.04 2.5 5960710
MIB 4.3 44455.000 19.5 25 150275 4 0.04 2.5 6011033
HEATOIL 31655.0 3.278 39.7 25 164844 4 0.04 2.5 6593792
SP400 75.4 3385.900 17.4 25 178070 4 0.04 2.5 7122813
COAL-GEORDIE 753.7 138.100 43.1 25 179427 4 0.04 2.5 7177105
KOSPI 126.1 824.950 45.0 25 187310 4 0.04 2.5 7492436
GASOIL 75.4 919.250 68.6 25 190021 4 0.04 2.5 7600863
SILVER 753.7 81.155 79.8 25 195232 4 0.04 2.5 7809319
PLAT 37.7 2112.100 61.8 25 196610 4 0.04 2.5 7864433
COAL 753.7 124.000 53.9 25 201366 4 0.04 2.5 8054667
BRENT_W 753.7 92.290 74.4 25 207089 4 0.04 2.5 8283575
COPPER_LME 18.8 12875.000 21.4 25 207653 4 0.04 2.5 8306157
GASOLINE_ICE 31655.0 2.978 57.5 25 216705 4 0.04 2.5 8668210
CRUDE_ICE 753.7 92.040 94.8 25 263037 4 0.04 2.5 10521484
PALLAD 75.4 1625.500 57.0 25 279221 4 0.04 2.5 11168873
ETHEREUM 37.7 2340.000 85.7 25 302236 4 0.04 2.5 12089445
HEATOIL-ICE 31655.0 3.611 77.6 25 354818 4 0.04 2.5 14192753
SILVER-mini 1884.2 81.875 79.9 25 493041 4 0.04 2.5 19721655
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END OF REPORT
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