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Minimum capital report produced on 05/12/2025 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 3045.000 85.3 25 779 4 0.04 2.5 31168
CAD_micro 7500.9 0.726 5.0 25 1088 4 0.04 2.5 43521
AUD_micro 7500.9 0.664 7.0 25 1387 4 0.04 2.5 55506
CAD2 537.8 105.805 0.9 25 2068 4 0.04 2.5 82746
EUR_micro 9376.1 1.170 4.9 25 2167 4 0.04 2.5 86714
V2X 87.4 19.150 34.8 25 2329 4 0.04 2.5 93191
SGD_mini 14475.5 1.295 3.5 25 2591 4 0.04 2.5 103666
SHATZ 873.5 106.830 0.7 25 2642 4 0.04 2.5 105692
EU-REALESTATE 43.7 125.300 12.5 25 2729 4 0.04 2.5 109186
VIX_mini 75.0 19.230 52.4 25 3020 4 0.04 2.5 120819
MUMMY 4.8 656.000 27.5 25 3491 4 0.04 2.5 139673
BTP3 873.5 107.360 0.9 25 3538 4 0.04 2.5 141531
BBCOMM 75.0 112.020 10.8 25 3645 4 0.04 2.5 145821
KR3 508.1 105.570 1.9 25 4019 4 0.04 2.5 160770
KRWUSD_mini 18752.2 0.680 7.9 25 4046 4 0.04 2.5 161879
RUBBER 37.5 170.900 16.1 25 4119 4 0.04 2.5 164776
JP-REALESTATE 4.8 1965.000 10.9 25 4142 4 0.04 2.5 165687
EURIBOR-ICE 2183.9 97.680 0.5 25 4301 4 0.04 2.5 172076
HOUSE-US 187.5 358.600 1.6 25 4333 4 0.04 2.5 173338
CRUDE_W_micro 75.0 59.520 25.3 25 4518 4 0.04 2.5 180727
CANOLA 10.8 630.900 17.7 25 4803 4 0.04 2.5 192128
MILLWHEAT 43.7 189.250 14.7 25 4863 4 0.04 2.5 194539
IRON 75.0 102.000 17.1 25 5222 4 0.04 2.5 208914
SOYBEAN_mini 7.5 1115.875 16.4 25 5480 4 0.04 2.5 219232
SOFR 1875.2 96.675 0.8 25 5627 4 0.04 2.5 225083
MXP 375043.1 0.054 7.2 25 5902 4 0.04 2.5 236110
JGB-SGX-mini 483.4 133.310 2.4 25 6250 4 0.04 2.5 250003
STEEL 15.0 916.000 11.6 25 6349 4 0.04 2.5 253990
EPRA-EUROPE 8.7 1614.500 11.9 25 6697 4 0.04 2.5 267914
BRE 75008.6 0.183 12.4 25 6789 4 0.04 2.5 271584
CAD5 537.8 113.940 2.8 25 6795 4 0.04 2.5 271805
SONIA3 2500.0 96.380 0.7 25 7019 4 0.04 2.5 280765
HANGENT_mini 1.0 9216.000 20.0 25 7109 4 0.04 2.5 284378
EUROSTX-SMALL 43.7 361.500 11.5 25 7290 4 0.04 2.5 291605
CNH-onshore 375043.1 0.141 3.4 25 7307 4 0.04 2.5 292297
DJSTX-SMALL 43.7 368.800 11.4 25 7344 4 0.04 2.5 293787
FTSECHINAA 0.8 15229.000 16.3 25 7457 4 0.04 2.5 298306
IBEX_mini 0.9 16675.000 12.8 25 7464 4 0.04 2.5 298590
KOSDAQ 5.1 1578.500 23.7 25 7601 4 0.04 2.5 304071
ZAR 375043.1 0.059 8.6 25 7628 4 0.04 2.5 305132
EU-BANKS 43.7 246.150 17.8 25 7645 4 0.04 2.5 305825
WHEAT_ICE 100.0 171.000 11.2 25 7677 4 0.04 2.5 307102
FTSEVIET 3.8 2899.000 17.7 25 7715 4 0.04 2.5 308603
US2 1500.2 104.258 1.2 25 7720 4 0.04 2.5 308803
FED 3125.6 96.610 0.6 25 7750 4 0.04 2.5 310017
CNH 10611.3 7.050 2.6 25 7751 4 0.04 2.5 310076
EU-DIV30 8.7 2141.500 10.4 25 7816 4 0.04 2.5 312669
RUSSELL 3.8 2547.500 20.5 25 7832 4 0.04 2.5 313303
EU-DJ-TELECOM 43.7 337.000 13.4 25 7865 4 0.04 2.5 314602
EU-TRAVEL 43.7 267.100 17.3 25 8070 4 0.04 2.5 322807
CORN 37.5 464.000 11.6 25 8074 4 0.04 2.5 322973
FTSEINDO 3.8 3166.000 17.2 25 8187 4 0.04 2.5 327510
EU-DJ-UTIL 43.7 496.400 9.6 25 8283 4 0.04 2.5 331340
EU-UTILS 43.7 480.000 10.3 25 8597 4 0.04 2.5 343899
BOBL 873.5 116.310 2.1 25 8706 4 0.04 2.5 348264
SWISSLEAD 9.3 2089.800 11.2 25 8755 4 0.04 2.5 350228
DOW 0.4 48049.000 12.2 25 8791 4 0.04 2.5 351659
COPPER-micro 1875.2 5.448 22.3 25 9111 4 0.04 2.5 364457
NIKKEI400 0.5 30440.000 15.9 25 9355 4 0.04 2.5 374226
US5 750.1 109.219 3.0 25 9737 4 0.04 2.5 389501
LUMBER-new 20.6 573.000 20.8 25 9857 4 0.04 2.5 394290
JPY_mini 4688039.1 0.006 8.3 25 10056 4 0.04 2.5 402262
SGD 57902.0 1.294 3.4 25 10120 4 0.04 2.5 404835
RAPESEED 43.7 471.250 12.4 25 10223 4 0.04 2.5 408929
TOPIX 4.8 3377.250 15.9 25 10353 4 0.04 2.5 414155
EURO600 43.7 579.300 10.6 25 10778 4 0.04 2.5 431129
EU-INSURE 43.7 484.000 12.8 25 10822 4 0.04 2.5 432894
EUROSTX200-LARGE 43.7 604.900 10.3 25 10873 4 0.04 2.5 434942
EU-MID 43.7 602.900 10.4 25 10914 4 0.04 2.5 436578
CAD 75008.6 0.723 5.0 25 10918 4 0.04 2.5 436743
EU-OIL 43.7 406.700 15.6 25 11058 4 0.04 2.5 442342
DAX 0.9 24064.000 13.3 25 11216 4 0.04 2.5 448650
OATIES 37.5 309.000 24.5 25 11338 4 0.04 2.5 453547
OMX-SWE 8.0 2832.000 12.6 25 11368 4 0.04 2.5 454722
EU-MEDIA 43.7 393.700 16.7 25 11481 4 0.04 2.5 459275
COTTON2 375.0 63.950 12.3 25 11843 4 0.04 2.5 473748
SUGAR11 840.1 14.410 25.0 25 12110 4 0.04 2.5 484434
SMI-MID 9.3 2922.000 11.1 25 12166 4 0.04 2.5 486644
KR10 508.1 113.570 5.3 25 12245 4 0.04 2.5 489803
CAD10 537.8 121.940 4.8 25 12491 4 0.04 2.5 499675
US3 1500.2 106.488 2.0 25 12590 4 0.04 2.5 503634
GAS_US_mini 1875.2 4.870 34.9 25 12748 4 0.04 2.5 509938
SP500_micro 3.8 6880.500 12.6 25 12967 4 0.04 2.5 518691
EU-DJ-OIL 43.7 442.000 17.0 25 13146 4 0.04 2.5 525875
EUROSTX-LARGE 43.7 630.400 12.1 25 13305 4 0.04 2.5 532210
SUGAR16 840.1 33.500 11.9 25 13392 4 0.04 2.5 535703
COTTON 37504.3 0.641 13.9 25 13396 4 0.04 2.5 535841
BITCOIN 0.1 90065.000 50.8 25 13722 4 0.04 2.5 548887
NZD 75008.6 0.580 8.2 25 14221 4 0.04 2.5 568851
SUGAR_WHITE 37.5 423.000 22.4 25 14242 4 0.04 2.5 569701
US10 750.1 112.531 4.3 25 14408 4 0.04 2.5 576323
CLP 37504313.0 0.001 9.0 25 14794 4 0.04 2.5 591795
RICE 1500.2 10.305 23.9 25 14799 4 0.04 2.5 591973
MSCISING 57.9 440.500 14.6 25 14889 4 0.04 2.5 595592
KOSPI_mini 25.4 580.880 25.4 25 14974 4 0.04 2.5 598998
EU-RETAIL 43.7 476.100 18.3 25 15194 4 0.04 2.5 607763
DX 750.1 98.640 5.2 25 15420 4 0.04 2.5 616809
US-REALESTATE 75.0 362.000 14.3 25 15510 4 0.04 2.5 620418
WHEAT 37.5 578.750 17.9 25 15561 4 0.04 2.5 622458
EU-FOOD 43.7 620.800 14.8 25 16049 4 0.04 2.5 641995
MILKWET 1500.2 14.100 19.0 25 16081 4 0.04 2.5 643271
GBP 46880.4 1.333 6.5 25 16181 4 0.04 2.5 647271
BONO 873.5 123.500 3.8 25 16221 4 0.04 2.5 648858
BUND 873.5 128.040 3.7 25 16577 4 0.04 2.5 663111
EURCHF 116698.0 0.936 3.8 25 16803 4 0.04 2.5 672131
REDWHEAT 37.5 542.500 20.9 25 16979 4 0.04 2.5 679184
BTP 873.5 120.200 4.0 25 16984 4 0.04 2.5 679384
MILKDRY 330.0 114.000 11.4 25 17111 4 0.04 2.5 684440
MID-DAX 0.9 29780.000 16.8 25 17433 4 0.04 2.5 697325
OAT 873.5 120.710 4.1 25 17490 4 0.04 2.5 699613
CHEESE 15001.7 1.464 20.1 25 17641 4 0.04 2.5 705667
SOYOIL 450.1 52.540 19.1 25 18018 4 0.04 2.5 720726
US10U 750.1 115.094 5.2 25 18112 4 0.04 2.5 724519
GBPEUR 125000.0 0.874 4.2 25 18342 4 0.04 2.5 733711
HANG_mini 1.0 26148.000 18.3 25 18438 4 0.04 2.5 737524
FTSE250 2.0 22125.000 10.6 25 18790 4 0.04 2.5 751603
SOYMEAL 75.0 316.900 20.1 25 19114 4 0.04 2.5 764596
EU-AUTO 43.7 544.600 20.3 25 19329 4 0.04 2.5 773160
MILK 1500.2 15.580 21.0 25 19678 4 0.04 2.5 787137
JPY 9376078.2 0.006 8.2 25 19926 4 0.04 2.5 797063
US-PROPERTY 187.5 201.250 14.1 25 21304 4 0.04 2.5 852177
NIKKEI 0.5 50700.000 21.8 25 21374 4 0.04 2.5 854964
EU-BASIC 43.7 623.600 19.7 25 21466 4 0.04 2.5 858643
GOLD_micro 7.5 4237.800 17.0 25 21662 4 0.04 2.5 866516
VIX 750.1 20.150 36.3 25 21918 4 0.04 2.5 876733
EU-CONSTRUCTION 43.7 837.600 15.0 25 21987 4 0.04 2.5 879511
CH10 933.6 160.380 3.8 25 22470 4 0.04 2.5 898815
FTSECHINAH 1.5 17977.500 21.0 25 22641 4 0.04 2.5 905657
EURCAD 67227.0 1.613 5.3 25 23036 4 0.04 2.5 921449
LEANHOG 300.0 86.725 22.1 25 23036 4 0.04 2.5 921466
OMX 8.7 5522.000 13.0 25 24995 4 0.04 2.5 999823
EUROSTX 8.7 5729.000 12.6 25 25198 4 0.04 2.5 1007945
WHEY 330.0 70.500 27.3 25 25448 4 0.04 2.5 1017938
EU-HOUSE 43.7 1068.600 13.7 25 25502 4 0.04 2.5 1020088
NASDAQ_micro 1.5 25727.500 16.8 25 25981 4 0.04 2.5 1039250
BUTTER 150.0 156.650 28.0 25 26333 4 0.04 2.5 1053342
GILT 1000.0 93.070 7.1 25 26341 4 0.04 2.5 1053666
EU-HEALTH 43.7 1133.000 13.5 25 26682 4 0.04 2.5 1067295
GBPCHF 116698.0 1.072 5.5 25 27582 4 0.04 2.5 1103299
TWD 2250.3 32.010 9.7 25 27821 4 0.04 2.5 1112862
YENEUR 604.2 180.710 6.4 25 27985 4 0.04 2.5 1119403
EU-TECH 43.7 848.700 18.9 25 28016 4 0.04 2.5 1120652
US20 750.1 115.594 8.1 25 28102 4 0.04 2.5 1124094
EURAUD 62178.4 1.763 6.5 25 28407 4 0.04 2.5 1136318
US-STAPLES 75.0 792.400 12.2 25 29080 4 0.04 2.5 1163231
PLN 375043.1 0.275 7.1 25 29157 4 0.04 2.5 1166296
HANGTECH 4.8 5679.000 27.8 25 30429 4 0.04 2.5 1217171
CHF 93760.8 1.257 6.5 25 30780 4 0.04 2.5 1231223
CAC 8.7 8128.500 11.5 25 32522 4 0.04 2.5 1300883
CHINAA-CON 18.8 2635.400 16.6 25 32899 4 0.04 2.5 1315988
ALUMINIUM_LME 18.8 2894.000 15.4 25 33330 4 0.04 2.5 1333229
CADJPY 966.8 111.080 8.0 25 34563 4 0.04 2.5 1382547
R1000 37.5 2070.700 11.3 25 35255 4 0.04 2.5 1410202
FTSE100 10.0 9682.500 9.3 25 36016 4 0.04 2.5 1440644
HANGENT 4.8 9217.000 20.3 25 36034 4 0.04 2.5 1441381
GBPJPY 604.2 206.850 7.4 25 36752 4 0.04 2.5 1470118
US30 750.1 118.688 10.4 25 36888 4 0.04 2.5 1475542
AUDJPY 966.8 102.970 9.4 25 37586 4 0.04 2.5 1503478
MSCIEMASIA 75.0 898.750 14.1 25 37909 4 0.04 2.5 1516391
BUXL 873.5 110.880 9.9 25 38475 4 0.04 2.5 1539020
US-UTILS 75.0 876.100 14.9 25 39079 4 0.04 2.5 1563170
ALUMINIUM 18.8 2918.000 17.9 25 39119 4 0.04 2.5 1564785
CZK 3000345.0 0.048 6.9 25 40064 4 0.04 2.5 1602597
SPI200 12.4 8616.000 9.6 25 41021 4 0.04 2.5 1640846
MSCIASIA 75.0 894.800 15.8 25 42286 4 0.04 2.5 1691474
BRENT_W 750.1 63.350 23.1 25 43928 4 0.04 2.5 1757153
US-MATERIAL 75.0 938.000 15.7 25 44198 4 0.04 2.5 1767941
EU-DJ-TECH 43.7 1191.000 21.5 25 44717 4 0.04 2.5 1788711
BRENT-LAST 750.1 63.380 23.7 25 45095 4 0.04 2.5 1803827
NOK 1500172.5 0.099 7.7 25 45633 4 0.04 2.5 1825359
FANG 3.8 16603.800 19.0 25 47260 4 0.04 2.5 1890426
SEK 1500172.5 0.106 7.5 25 47558 4 0.04 2.5 1902322
CRUDE_ICE 750.1 59.800 26.8 25 48129 4 0.04 2.5 1925191
SILVER 750.1 58.985 27.6 25 48807 4 0.04 2.5 1952305
SMI 9.3 12956.000 10.1 25 48895 4 0.04 2.5 1955805
ROBUSTA 7.5 4186.000 39.0 25 49030 4 0.04 2.5 1961222
US-ENERGY 75.0 968.000 17.6 25 50974 4 0.04 2.5 2038992
GAS-LAST 7500.9 4.880 35.0 25 51206 4 0.04 2.5 2048255
OJ 112.5 149.350 78.2 25 52560 4 0.04 2.5 2102405
GASOLINE 31503.6 1.856 23.1 25 54089 4 0.04 2.5 2163593
FTSETAIWAN 30.0 2303.250 19.6 25 54261 4 0.04 2.5 2170467
GAS-PEN 7500.9 5.298 34.2 25 54307 4 0.04 2.5 2172306
MSCIEAFA 37.5 2836.500 13.0 25 55147 4 0.04 2.5 2205884
EUA 873.5 83.900 19.0 25 55768 4 0.04 2.5 2230738
GASOIL 75.0 656.500 28.5 25 56151 4 0.04 2.5 2246052
GICS 187.5 565.800 13.4 25 56909 4 0.04 2.5 2276391
GASOLINE_ICE 31503.6 1.834 25.6 25 59159 4 0.04 2.5 2366364
JGB 4833.9 133.300 2.3 25 59898 4 0.04 2.5 2395934
LIVECOW 300.0 227.375 22.2 25 60446 4 0.04 2.5 2417872
US-INDUSTRY 75.0 1558.100 13.7 25 64126 4 0.04 2.5 2565052
BOVESPA 0.8 165350.000 13.0 25 64349 4 0.04 2.5 2573974
PLAT 37.5 1654.300 26.6 25 66016 4 0.04 2.5 2640653
US-HEALTH 75.0 1547.200 14.5 25 67240 4 0.04 2.5 2689601
CHFJPY 1208.5 193.030 7.3 25 67655 4 0.04 2.5 2706217
COAL-GEORDIE 750.1 109.500 20.7 25 67942 4 0.04 2.5 2717702
COAL 750.1 96.950 23.5 25 68443 4 0.04 2.5 2737743
IBEX 8.7 16670.000 12.9 25 74906 4 0.04 2.5 2996260
KOSPI 127.0 580.850 25.4 25 75103 4 0.04 2.5 3004121
MSCITAIWAN 75.0 1213.000 22.0 25 79977 4 0.04 2.5 3199105
AEX 174.7 946.600 12.1 25 80230 4 0.04 2.5 3209216
IRS 750086.3 0.309 8.8 25 81162 4 0.04 2.5 3246490
HEATOIL 31503.6 2.290 29.9 25 86330 4 0.04 2.5 3453221
COCOA_LDN 10.0 4067.000 53.6 25 87155 4 0.04 2.5 3486238
COPPER 18752.2 5.452 22.5 25 91825 4 0.04 2.5 3673000
HANG 4.8 26147.000 18.3 25 92097 4 0.04 2.5 3683902
COCOA 7.5 5694.000 54.1 25 92393 4 0.04 2.5 3695746
HEATOIL-ICE 31503.6 2.364 32.6 25 97144 4 0.04 2.5 3885766
MIB 4.4 43450.000 12.9 25 97589 4 0.04 2.5 3903574
FEEDCOW 375.0 332.875 23.4 25 116863 4 0.04 2.5 4674522
US-DISCRETE 75.0 2421.100 18.8 25 136315 4 0.04 2.5 5452623
COFFEE 281.3 374.300 33.1 25 139483 4 0.04 2.5 5579352
COPPER_LME 18.8 11674.000 17.4 25 152215 4 0.04 2.5 6088628
SP400 75.0 3329.800 16.3 25 162817 4 0.04 2.5 6512690
PALLAD 75.0 1502.500 37.4 25 168487 4 0.04 2.5 6739513
ETHEREUM 37.5 3050.000 82.2 25 376261 4 0.04 2.5 15050461
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END OF REPORT
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