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Instrument_risk_report
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********************************************************************************
Instrument risk report report produced on 2022-11-14 21:18:25.001875
********************************************************************************
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
=======================================================================================================================================================================
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 0.0733 1.173 95.1050 0.077 1.2 3.550992e+03 337717.0 4164.0
BB3M 0.0802 1.284 94.8400 0.085 1.4 2.130425e+03 202049.0 2735.0
EURIBOR 0.0853 1.364 97.2950 0.088 1.4 2.200782e+03 214125.0 3002.0
EDOLLAR 0.0965 1.544 96.5400 0.100 1.6 2.130425e+03 205671.0 3288.0
SOFR 0.1032 1.651 96.7400 0.107 1.7 2.130425e+03 206097.0 3518.0
HOUSE-US 0.3420 5.472 290.0000 0.118 1.9 2.130420e+02 61782.0 1166.0
ETHANOL 0.0027 0.043 2.1610 0.125 2.0 2.471292e+04 53405.0 1069.0
SHATZ 0.1462 2.340 106.6650 0.137 2.2 8.803130e+02 93899.0 2060.0
JGB-SGX-mini 0.2212 3.539 149.0600 0.148 2.4 6.070670e+02 90489.0 2148.0
JGB 0.2269 3.631 149.5300 0.152 2.4 6.070667e+03 907747.0 22042.0
US2 0.1606 2.570 102.4492 0.157 2.5 1.704340e+03 174608.0 4380.0
JGB-mini 0.2739 4.383 148.1200 0.185 3.0 6.070670e+02 89919.0 2661.0
USIRS2ERIS 0.2118 3.388 97.7730 0.217 3.5 8.521700e+02 83319.0 2887.0
BTP3 0.2624 4.198 106.2600 0.247 4.0 8.803130e+02 93542.0 3696.0
US3 0.2641 4.225 104.6562 0.252 4.0 1.704340e+03 178370.0 7201.0
KR3 0.2705 4.327 103.1800 0.262 4.2 6.421950e+02 66262.0 2779.0
US5 0.4188 6.701 107.8359 0.388 6.2 8.521700e+02 91895.0 5710.0
BOBL 0.4797 7.675 119.4500 0.402 6.4 8.803130e+02 105153.0 6757.0
INR 0.4988 7.981 123.6800 0.403 6.5 4.260850e+02 52698.0 3401.0
SGD 0.0057 0.091 1.3753 0.414 6.6 6.206740e+04 85361.0 5654.0
TWD-mini 0.0013 0.021 0.3172 0.415 6.6 8.521698e+04 27031.0 1796.0
EURCHF 0.0042 0.067 0.9737 0.427 6.8 1.126355e+05 109673.0 7498.0
USIRS5 0.4182 6.692 95.4922 0.438 7.0 8.521700e+02 81376.0 5702.0
USIRS5ERIS 0.4187 6.700 95.5225 0.438 7.0 8.521700e+02 81401.0 5709.0
SGD_mini 0.0063 0.101 1.3720 0.458 7.3 1.551685e+04 21289.0 1562.0
CNH 0.0369 0.591 7.2368 0.510 8.2 1.206663e+04 87324.0 7130.0
SGX 16.7288 267.660 3142.0000 0.532 8.5 6.207000e+00 19502.0 1661.0
EURCAD 0.0074 0.118 1.3744 0.537 8.6 8.026768e+04 110320.0 9474.0
US10 0.6145 9.832 112.5781 0.546 8.7 8.521700e+02 95936.0 8378.0
LIVECOW 0.8687 13.899 153.4500 0.566 9.1 3.408680e+02 52306.0 4738.0
MXP 0.0003 0.005 0.0510 0.585 9.4 4.260849e+05 21718.0 2032.0
GBPEUR 0.0052 0.083 0.8757 0.594 9.5 1.250000e+05 109462.0 10407.0
CH10 0.8923 14.277 144.9000 0.616 9.9 9.010840e+02 130567.0 12865.0
EURAUD 0.0098 0.156 1.5436 0.632 10.1 7.147841e+04 110334.0 11157.0
CAD_micro 0.0049 0.078 0.7544 0.648 10.4 8.521698e+03 6429.0 667.0
CAD 0.0049 0.078 0.7546 0.649 10.4 8.521698e+04 64300.0 6674.0
TWD 0.2120 3.392 32.3500 0.655 10.5 2.556510e+03 82703.0 8671.0
CHFJPY 0.9628 15.405 146.6800 0.656 10.5 1.517667e+03 222611.0 23380.0
CNH-onshore 0.0009 0.015 0.1384 0.665 10.6 4.260849e+05 58957.0 6273.0
YENEUR 0.9860 15.776 143.4300 0.687 11.0 7.588330e+02 108839.0 11971.0
KR10 0.7510 12.016 109.0200 0.689 11.0 6.421950e+02 70012.0 7717.0
BUND 1.0143 16.229 138.7600 0.731 11.7 8.803130e+02 122152.0 14286.0
US10U 0.8693 13.910 118.0312 0.737 11.8 8.521700e+02 100583.0 11853.0
AUDJPY 0.6908 11.053 92.8300 0.744 11.9 1.214133e+03 112708.0 13419.0
IRS 0.0022 0.035 0.2930 0.751 12.0 8.521698e+05 249686.0 29998.0
KRWUSD 0.0000 0.000 0.0008 0.762 12.2 1.065212e+08 80818.0 9849.0
FEEDCOW 1.4001 22.401 181.3500 0.772 12.4 4.260850e+02 77271.0 9545.0
GBPCHF 0.0088 0.140 1.1271 0.779 12.5 1.126355e+05 126952.0 15824.0
OAT 1.0525 16.840 133.3000 0.790 12.6 8.803130e+02 117346.0 14825.0
USIRS10 0.7235 11.577 90.9688 0.795 12.7 8.521700e+02 77521.0 9865.0
EUR 0.0085 0.135 1.0388 0.814 13.0 1.065212e+05 110649.0 14404.0
EUR_micro 0.0085 0.135 1.0390 0.815 13.0 1.065212e+04 11068.0 1443.0
EUR_mini 0.0085 0.136 1.0391 0.816 13.1 5.326061e+04 55343.0 7225.0
CZK 0.0004 0.006 0.0423 0.829 13.3 3.408679e+06 144078.0 19106.0
CHF_micro 0.0088 0.141 1.0665 0.829 13.3 1.065212e+04 11360.0 1507.0
CHF 0.0089 0.142 1.0668 0.831 13.3 1.065212e+05 113632.0 15116.0
FTSEINDO 32.1640 514.625 3719.0000 0.865 13.8 4.261000e+00 15846.0 2193.0
SMI 96.7873 1548.597 11145.0000 0.868 13.9 9.011000e+00 100426.0 13954.0
BONO 1.1073 17.717 126.2300 0.877 14.0 8.803130e+02 111122.0 15597.0
KRWUSD_mini 0.0070 0.111 0.7605 0.916 14.7 2.130425e+04 16202.0 2374.0
MILKDRY 1.3154 21.047 142.0250 0.926 14.8 3.749550e+02 53253.0 7892.0
JPY 0.0001 0.001 0.0072 0.928 14.9 1.065212e+07 77201.0 11466.0
JPY_mini 0.0001 0.001 0.0072 0.930 14.9 5.326061e+06 38614.0 5748.0
GBPJPY 1.5331 24.530 163.2200 0.939 15.0 7.588330e+02 123857.0 18614.0
NIFTY 176.0646 2817.033 18549.5000 0.949 15.2 1.704000e+00 31615.0 4801.0
RICE 0.1764 2.823 18.2400 0.967 15.5 1.704340e+03 31087.0 4811.0
TOPIX 19.0664 305.062 1934.5000 0.986 15.8 6.071000e+00 11744.0 1852.0
EU-DIV30 16.1481 258.369 1636.5000 0.987 15.8 8.803000e+00 14406.0 2274.0
EUROSTX200-LARGE 4.3833 70.133 442.6000 0.990 15.8 4.401600e+01 19481.0 3087.0
EU-INSURE 3.1160 49.856 312.7000 0.996 15.9 4.401600e+01 13764.0 2194.0
EU-FOOD 7.5133 120.213 753.0000 0.998 16.0 4.401600e+01 33144.0 5291.0
US20 1.2384 19.814 123.5625 1.002 16.0 8.521700e+02 105296.0 16885.0
PLN 0.0022 0.035 0.2205 1.005 16.1 4.260849e+05 93952.0 15102.0
NIKKEI400 175.3416 2805.465 17430.0000 1.006 16.1 6.070000e-01 10581.0 1703.0
BTP 1.1790 18.864 115.9300 1.017 16.3 8.803130e+02 102055.0 16606.0
OMX 49.6198 793.916 4841.9000 1.025 16.4 8.803000e+00 42624.0 6989.0
NZD 0.0063 0.100 0.6123 1.025 16.4 8.521698e+04 52183.0 8561.0
MILKWET 0.2133 3.412 20.7500 1.028 16.4 1.704340e+03 35365.0 5816.0
EURO600 4.5091 72.146 434.8000 1.037 16.6 4.401600e+01 19138.0 3176.0
SOYBEAN 14.5145 232.232 1387.7500 1.046 16.7 4.260800e+01 59130.0 9895.0
EU-DJ-TELECOM 2.8759 46.015 272.0000 1.057 16.9 4.401600e+01 11972.0 2025.0
JP-REALESTATE 20.8522 333.635 1968.5000 1.059 16.9 6.071000e+00 11950.0 2025.0
AUD_micro 0.0072 0.114 0.6707 1.066 17.1 8.521698e+03 5716.0 975.0
AUD 0.0072 0.114 0.6706 1.067 17.1 8.521698e+04 57151.0 9754.0
EU-HEALTH 10.6205 169.929 986.1000 1.077 17.2 4.401600e+01 43404.0 7480.0
SEK 0.0010 0.017 0.0968 1.080 17.3 1.704340e+06 164963.0 28494.0
US-STAPLES 8.0688 129.101 741.4000 1.088 17.4 8.521700e+01 63180.0 11002.0
CAC 72.2979 1156.767 6624.0000 1.091 17.5 8.803000e+00 58312.0 10183.0
NIKKEI 305.3929 4886.287 27430.0000 1.113 17.8 6.070000e-01 16652.0 2966.0
GBP_micro 0.0133 0.212 1.1861 1.120 17.9 5.326061e+03 6317.0 1132.0
GBP 0.0133 0.213 1.1865 1.121 17.9 5.326061e+04 63194.0 11331.0
GOLD-mini 20.0669 321.071 1783.0000 1.125 18.0 4.260800e+01 75971.0 13680.0
GOLD 20.3458 325.533 1783.4000 1.141 18.3 8.521700e+01 151976.0 27741.0
GOLD_micro 20.2295 323.672 1769.1000 1.143 18.3 8.522000e+00 15076.0 2758.0
EUROSTX 44.9246 718.793 3894.0000 1.154 18.5 8.803000e+00 34279.0 6328.0
US-HEALTH 15.7136 251.417 1346.8000 1.167 18.7 8.521700e+01 114770.0 21425.0
CORN 7.7166 123.466 658.7500 1.171 18.7 4.260800e+01 28068.0 5261.0
CLP 0.0000 0.000 0.0011 1.175 18.8 4.260849e+07 47594.0 8949.0
SWISSLEAD 20.3760 326.016 1726.9000 1.180 18.9 9.011000e+00 15561.0 2938.0
DAX 169.1382 2706.212 14323.0000 1.181 18.9 8.800000e-01 12609.0 2382.0
EUROSTX-LARGE 5.0362 80.580 425.2000 1.184 19.0 4.401600e+01 18715.0 3547.0
AEX 8.3940 134.304 702.8500 1.194 19.1 1.760630e+02 123746.0 23646.0
EU-CHEM 14.6676 234.681 1226.5000 1.196 19.1 4.401600e+01 53985.0 10330.0
CORN_mini 7.9681 127.490 663.0000 1.202 19.2 8.522000e+00 5650.0 1086.0
NOK 0.0012 0.019 0.1007 1.205 19.3 1.704340e+06 171661.0 33092.0
KOSPI_mini 3.8988 62.381 311.8800 1.250 20.0 3.211000e+01 10014.0 2003.0
EUROSTX-SMALL 3.8120 60.992 304.6000 1.251 20.0 4.401600e+01 13407.0 2685.0
AEX_mini 8.8488 141.581 703.7000 1.257 20.1 1.760600e+01 12390.0 2493.0
EU-MID 5.9687 95.499 473.6000 1.260 20.2 4.401600e+01 20846.0 4203.0
GICS 8.0216 128.346 635.7000 1.262 20.2 2.130420e+02 135431.0 27343.0
EU-HOUSE 12.1400 194.240 961.9000 1.262 20.2 4.401600e+01 42339.0 8550.0
EU-DJ-UTIL 4.3634 69.814 345.0000 1.265 20.2 4.401600e+01 15185.0 3073.0
BBCOMM 1.4816 23.705 116.6800 1.270 20.3 8.521700e+01 9943.0 2020.0
KOSPI 4.1315 66.103 324.7500 1.272 20.4 1.605490e+02 52138.0 10613.0
EU-DJ-OIL 4.3449 69.518 339.9000 1.278 20.5 4.401600e+01 14961.0 3060.0
EU-MEDIA 4.2197 67.515 329.2000 1.282 20.5 4.401600e+01 14490.0 2972.0
SOYBEAN_mini 18.9342 302.947 1455.0000 1.301 20.8 8.522000e+00 12399.0 2582.0
EU-BANKS 1.2014 19.222 91.5000 1.313 21.0 4.401600e+01 4027.0 846.0
DOW 448.1401 7170.241 33686.0000 1.330 21.3 4.260000e-01 14353.0 3055.0
MSCISING 3.8543 61.669 289.7000 1.330 21.3 6.206700e+01 17981.0 3828.0
DOW_mini 448.4122 7174.596 33685.0000 1.331 21.3 4.261000e+00 143527.0 30570.0
EU-UTILS 4.7971 76.754 356.0000 1.348 21.6 4.401600e+01 15670.0 3378.0
US30 1.7938 28.701 130.5938 1.374 22.0 8.521700e+02 111288.0 24458.0
DJSTX-SMALL 4.2570 68.112 307.4000 1.385 22.2 4.401600e+01 13530.0 2998.0
EU-OIL 4.7651 76.241 343.7000 1.386 22.2 4.401600e+01 15128.0 3356.0
SMI-MID 36.5353 584.566 2628.0000 1.390 22.2 9.011000e+00 23680.0 5267.0
MILK 0.2940 4.704 20.7500 1.417 22.7 1.704340e+03 35365.0 8016.0
MSCIWORLD 37.7969 604.750 2660.0000 1.421 22.7 8.522000e+00 22668.0 5153.0
R1000 21.8761 350.018 1533.3000 1.427 22.8 4.260800e+01 65332.0 14914.0
US-INDUSTRY 14.5100 232.160 1004.0000 1.445 23.1 8.521700e+01 85558.0 19784.0
CHEESE 0.0303 0.484 2.0850 1.451 23.2 1.704340e+04 35535.0 8249.0
BRE 0.0027 0.043 0.1863 1.451 23.2 8.521698e+04 15880.0 3688.0
SOYMEAL 5.8188 93.101 398.6000 1.460 23.4 8.521700e+01 33967.0 7934.0
BUTTER 3.7329 59.726 254.7500 1.465 23.4 1.704340e+02 43418.0 10179.0
FTSETAIWAN 18.3595 293.752 1251.0000 1.468 23.5 3.408700e+01 42643.0 10013.0
EU-CONSTRUCTION 8.0801 129.282 543.5000 1.487 23.8 4.401600e+01 23922.0 5690.0
SOYOIL 1.0956 17.529 72.4100 1.513 24.2 5.113020e+02 37023.0 8963.0
LEANHOG 1.3869 22.191 88.3500 1.570 25.1 3.408680e+02 30116.0 7564.0
RUR 0.0003 0.004 0.0162 1.601 25.6 2.130425e+06 34577.0 8858.0
US-FINANCE 7.1883 115.012 442.5500 1.624 26.0 2.130420e+02 94282.0 24502.0
BOVESPA 1867.8573 29885.718 113755.0000 1.642 26.3 8.520000e-01 96939.0 25468.0
RUBBER 2.1360 34.175 129.1000 1.655 26.5 4.260800e+01 5501.0 1456.0
MSCIASIA 9.1420 146.272 550.9000 1.659 26.6 8.521700e+01 46946.0 12465.0
US-UTILS 11.4367 182.987 688.1000 1.662 26.6 8.521700e+01 58638.0 15594.0
WHEY 0.7682 12.291 45.9000 1.674 26.8 3.749550e+02 17210.0 4609.0
EU-AUTO 9.4092 150.547 558.0000 1.686 27.0 4.401600e+01 24561.0 6626.0
BUXL 2.5043 40.069 146.4800 1.710 27.4 8.803130e+02 128948.0 35273.0
SP500 68.4817 1095.707 3999.0000 1.712 27.4 4.260800e+01 170391.0 46686.0
SP500_micro 68.5097 1096.155 3999.2500 1.713 27.4 4.261000e+00 17040.0 4671.0
US-MATERIAL 15.0213 240.341 861.7000 1.743 27.9 8.521700e+01 73431.0 20481.0
EU-TRAVEL 3.6111 57.777 204.9000 1.762 28.2 4.401600e+01 9019.0 2543.0
SP400 44.7789 716.463 2537.4000 1.765 28.2 8.521700e+01 216230.0 61055.0
MUMMY 13.0072 208.115 735.0000 1.770 28.3 6.071000e+00 4462.0 1263.0
EU-BASIC 11.3190 181.105 623.1000 1.817 29.1 4.401600e+01 27426.0 7971.0
WHEAT 16.1562 258.500 869.7500 1.858 29.7 4.260800e+01 37059.0 11014.0
US-ENERGY 18.4948 295.916 976.4000 1.894 30.3 8.521700e+01 83206.0 25217.0
US-REALESTATE 6.5786 105.258 342.5000 1.921 30.7 8.521700e+01 29187.0 8970.0
EU-RETAIL 5.8563 93.701 303.7000 1.928 30.9 4.401600e+01 13368.0 4124.0
RUSSELL_mini 37.1260 594.015 1886.4000 1.968 31.5 4.260800e+01 80377.0 25310.0
RUSSELL 37.2100 595.360 1886.5000 1.972 31.6 4.261000e+00 8038.0 2537.0
COPPER-mini 0.0770 1.231 3.8920 1.977 31.6 1.065212e+04 41458.0 13116.0
US-PROPERTY 3.7947 60.715 190.0000 1.997 32.0 2.130420e+02 40478.0 12935.0
VIX 0.5575 8.921 27.5500 2.024 32.4 8.521700e+02 23477.0 7602.0
CRUDE_W 1.6096 25.754 78.4800 2.051 32.8 8.521700e+02 66878.0 21947.0
HEATOIL 0.0693 1.109 3.3677 2.058 32.9 3.579113e+04 120534.0 39691.0
COPPER-micro 0.0809 1.295 3.9085 2.070 33.1 2.130425e+03 8327.0 2758.0
EU-TECH 12.9447 207.115 620.8000 2.085 33.4 4.401600e+01 27325.0 9116.0
COPPER 0.0818 1.309 3.9150 2.090 33.4 2.130425e+04 83406.0 27896.0
PLAT 21.8507 349.611 1044.0000 2.093 33.5 4.260800e+01 44483.0 14896.0
FTSECHINAA 259.7713 4156.342 12372.0000 2.100 33.6 8.520000e-01 10543.0 3542.0
REDWHEAT 19.8995 318.392 939.0000 2.119 33.9 4.260800e+01 40009.0 13566.0
GASOILINE 0.0547 0.876 2.5463 2.150 34.4 3.579113e+04 91135.0 31346.0
EU-REALESTATE 2.7439 43.903 127.5000 2.152 34.4 4.401600e+01 5612.0 1932.0
EU-DJ-TECH 16.5156 264.249 765.5000 2.157 34.5 4.401600e+01 33694.0 11631.0
EPRA-EUROPE 35.4629 567.406 1641.5000 2.160 34.6 8.803000e+00 14450.0 4995.0
BRENT-LAST 2.0021 32.034 92.4300 2.166 34.7 8.521700e+02 78766.0 27298.0
KOSDAQ 23.1229 369.966 1061.4000 2.179 34.9 6.422000e+00 6816.0 2376.0
FTSEVIET 33.3336 533.338 1529.0000 2.180 34.9 4.261000e+00 6515.0 2272.0
V2X 0.5533 8.852 25.2500 2.191 35.1 8.803100e+01 2223.0 779.0
SILVER 0.4850 7.760 21.8800 2.217 35.5 8.521700e+02 18645.0 6612.0
ALUMINIUM 55.0886 881.418 2475.7500 2.225 35.6 2.130400e+01 52744.0 18778.0
VIX_mini 0.6153 9.845 27.6000 2.229 35.7 8.521700e+01 2352.0 839.0
NASDAQ 272.3087 4356.939 11862.5000 2.296 36.7 1.704300e+01 202177.0 74257.0
NASDAQ_micro 272.5120 4360.192 11867.2500 2.296 36.7 1.704000e+00 20226.0 7431.0
US-DISCRETE 34.0060 544.096 1469.3000 2.314 37.0 8.521700e+01 125209.0 46366.0
US-TECH 31.5469 504.750 1344.6000 2.346 37.5 8.521700e+01 114583.0 43013.0
GASOILINE_micro 0.0601 0.961 2.5086 2.394 38.3 3.579113e+03 8979.0 3439.0
CRUDE_W_micro 2.0771 33.234 86.4800 2.402 38.4 8.521700e+01 7370.0 2832.0
CRUDE_W_mini 2.1053 33.685 87.4000 2.409 38.5 4.260850e+02 37240.0 14353.0
OATIES 9.3530 149.648 387.0000 2.417 38.7 4.260800e+01 16489.0 6376.0
WHEAT_mini 20.9753 335.604 835.2500 2.511 40.2 8.522000e+00 7118.0 2860.0
VNKI 0.5639 9.022 21.9500 2.569 41.1 6.070700e+01 1333.0 548.0
STEEL 18.3213 293.141 700.0000 2.617 41.9 1.704300e+01 11930.0 4996.0
COTTON 0.0240 0.383 0.8638 2.775 44.4 4.260849e+04 36805.0 16339.0
PALLAD 60.5084 968.134 2052.0000 2.949 47.2 8.521700e+01 174865.0 82501.0
LUMBER-new 17.7981 284.769 550.0000 3.236 51.8 2.343500e+01 12889.0 6673.0
IRON 3.1982 51.172 91.7500 3.486 55.8 8.521700e+01 7819.0 4361.0
FTSECHINAH 421.6777 6746.844 11362.5000 3.711 59.4 1.704000e+00 19366.0 11499.0
LUMBER 18.4214 294.743 442.4000 4.164 66.6 9.373900e+01 41470.0 27629.0
GAS_US_mini 0.2767 4.427 6.2750 4.410 70.6 2.130425e+03 13368.0 9432.0
GAS_US 0.2730 4.368 6.0410 4.519 72.3 8.521698e+03 51480.0 37220.0
GAS-LAST 0.2990 4.785 6.0120 4.974 79.6 8.521698e+03 51232.0 40773.0
GAS-PEN 0.3374 5.398 6.6130 5.101 81.6 8.521698e+03 56354.0 45998.0
BITCOIN 1215.3378 19445.405 16335.0000 7.440 119.0 8.500000e-02 1392.0 1657.0
ETHER-micro 112.9890 1807.824 1221.5000 9.250 148.0 8.500000e-02 104.0 154.0
ETHEREUM 109.5506 1752.809 1181.0000 9.276 148.4 4.260800e+01 50321.0 74685.0
=======================================================================================================================================================================
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 112.9890 1807.824 1221.5000 9.250 148.0 8.500000e-02 104.0 154.0
VNKI 0.5639 9.022 21.9500 2.569 41.1 6.070700e+01 1333.0 548.0
CAD_micro 0.0049 0.078 0.7544 0.648 10.4 8.521698e+03 6429.0 667.0
V2X 0.5533 8.852 25.2500 2.191 35.1 8.803100e+01 2223.0 779.0
VIX_mini 0.6153 9.845 27.6000 2.229 35.7 8.521700e+01 2352.0 839.0
EU-BANKS 1.2014 19.222 91.5000 1.313 21.0 4.401600e+01 4027.0 846.0
AUD_micro 0.0072 0.114 0.6707 1.066 17.1 8.521698e+03 5716.0 975.0
ETHANOL 0.0027 0.043 2.1610 0.125 2.0 2.471292e+04 53405.0 1069.0
CORN_mini 7.9681 127.490 663.0000 1.202 19.2 8.522000e+00 5650.0 1086.0
GBP_micro 0.0133 0.212 1.1861 1.120 17.9 5.326061e+03 6317.0 1132.0
HOUSE-US 0.3420 5.472 290.0000 0.118 1.9 2.130420e+02 61782.0 1166.0
MUMMY 13.0072 208.115 735.0000 1.770 28.3 6.071000e+00 4462.0 1263.0
EUR_micro 0.0085 0.135 1.0390 0.815 13.0 1.065212e+04 11068.0 1443.0
RUBBER 2.1360 34.175 129.1000 1.655 26.5 4.260800e+01 5501.0 1456.0
CHF_micro 0.0088 0.141 1.0665 0.829 13.3 1.065212e+04 11360.0 1507.0
SGD_mini 0.0063 0.101 1.3720 0.458 7.3 1.551685e+04 21289.0 1562.0
BITCOIN 1215.3378 19445.405 16335.0000 7.440 119.0 8.500000e-02 1392.0 1657.0
SGX 16.7288 267.660 3142.0000 0.532 8.5 6.207000e+00 19502.0 1661.0
NIKKEI400 175.3416 2805.465 17430.0000 1.006 16.1 6.070000e-01 10581.0 1703.0
TWD-mini 0.0013 0.021 0.3172 0.415 6.6 8.521698e+04 27031.0 1796.0
TOPIX 19.0664 305.062 1934.5000 0.986 15.8 6.071000e+00 11744.0 1852.0
EU-REALESTATE 2.7439 43.903 127.5000 2.152 34.4 4.401600e+01 5612.0 1932.0
KOSPI_mini 3.8988 62.381 311.8800 1.250 20.0 3.211000e+01 10014.0 2003.0
BBCOMM 1.4816 23.705 116.6800 1.270 20.3 8.521700e+01 9943.0 2020.0
EU-DJ-TELECOM 2.8759 46.015 272.0000 1.057 16.9 4.401600e+01 11972.0 2025.0
JP-REALESTATE 20.8522 333.635 1968.5000 1.059 16.9 6.071000e+00 11950.0 2025.0
MXP 0.0003 0.005 0.0510 0.585 9.4 4.260849e+05 21718.0 2032.0
SHATZ 0.1462 2.340 106.6650 0.137 2.2 8.803130e+02 93899.0 2060.0
JGB-SGX-mini 0.2212 3.539 149.0600 0.148 2.4 6.070670e+02 90489.0 2148.0
FTSEINDO 32.1640 514.625 3719.0000 0.865 13.8 4.261000e+00 15846.0 2193.0
EU-INSURE 3.1160 49.856 312.7000 0.996 15.9 4.401600e+01 13764.0 2194.0
FTSEVIET 33.3336 533.338 1529.0000 2.180 34.9 4.261000e+00 6515.0 2272.0
EU-DIV30 16.1481 258.369 1636.5000 0.987 15.8 8.803000e+00 14406.0 2274.0
KRWUSD_mini 0.0070 0.111 0.7605 0.916 14.7 2.130425e+04 16202.0 2374.0
KOSDAQ 23.1229 369.966 1061.4000 2.179 34.9 6.422000e+00 6816.0 2376.0
DAX 169.1382 2706.212 14323.0000 1.181 18.9 8.800000e-01 12609.0 2382.0
AEX_mini 8.8488 141.581 703.7000 1.257 20.1 1.760600e+01 12390.0 2493.0
RUSSELL 37.2100 595.360 1886.5000 1.972 31.6 4.261000e+00 8038.0 2537.0
EU-TRAVEL 3.6111 57.777 204.9000 1.762 28.2 4.401600e+01 9019.0 2543.0
SOYBEAN_mini 18.9342 302.947 1455.0000 1.301 20.8 8.522000e+00 12399.0 2582.0
JGB-mini 0.2739 4.383 148.1200 0.185 3.0 6.070670e+02 89919.0 2661.0
EUROSTX-SMALL 3.8120 60.992 304.6000 1.251 20.0 4.401600e+01 13407.0 2685.0
BB3M 0.0802 1.284 94.8400 0.085 1.4 2.130425e+03 202049.0 2735.0
GOLD_micro 20.2295 323.672 1769.1000 1.143 18.3 8.522000e+00 15076.0 2758.0
COPPER-micro 0.0809 1.295 3.9085 2.070 33.1 2.130425e+03 8327.0 2758.0
KR3 0.2705 4.327 103.1800 0.262 4.2 6.421950e+02 66262.0 2779.0
CRUDE_W_micro 2.0771 33.234 86.4800 2.402 38.4 8.521700e+01 7370.0 2832.0
WHEAT_mini 20.9753 335.604 835.2500 2.511 40.2 8.522000e+00 7118.0 2860.0
USIRS2ERIS 0.2118 3.388 97.7730 0.217 3.5 8.521700e+02 83319.0 2887.0
SWISSLEAD 20.3760 326.016 1726.9000 1.180 18.9 9.011000e+00 15561.0 2938.0
NIKKEI 305.3929 4886.287 27430.0000 1.113 17.8 6.070000e-01 16652.0 2966.0
EU-MEDIA 4.2197 67.515 329.2000 1.282 20.5 4.401600e+01 14490.0 2972.0
DJSTX-SMALL 4.2570 68.112 307.4000 1.385 22.2 4.401600e+01 13530.0 2998.0
EURIBOR 0.0853 1.364 97.2950 0.088 1.4 2.200782e+03 214125.0 3002.0
DOW 448.1401 7170.241 33686.0000 1.330 21.3 4.260000e-01 14353.0 3055.0
EU-DJ-OIL 4.3449 69.518 339.9000 1.278 20.5 4.401600e+01 14961.0 3060.0
EU-DJ-UTIL 4.3634 69.814 345.0000 1.265 20.2 4.401600e+01 15185.0 3073.0
EUROSTX200-LARGE 4.3833 70.133 442.6000 0.990 15.8 4.401600e+01 19481.0 3087.0
EURO600 4.5091 72.146 434.8000 1.037 16.6 4.401600e+01 19138.0 3176.0
EDOLLAR 0.0965 1.544 96.5400 0.100 1.6 2.130425e+03 205671.0 3288.0
EU-OIL 4.7651 76.241 343.7000 1.386 22.2 4.401600e+01 15128.0 3356.0
EU-UTILS 4.7971 76.754 356.0000 1.348 21.6 4.401600e+01 15670.0 3378.0
INR 0.4988 7.981 123.6800 0.403 6.5 4.260850e+02 52698.0 3401.0
GASOILINE_micro 0.0601 0.961 2.5086 2.394 38.3 3.579113e+03 8979.0 3439.0
SOFR 0.1032 1.651 96.7400 0.107 1.7 2.130425e+03 206097.0 3518.0
FTSECHINAA 259.7713 4156.342 12372.0000 2.100 33.6 8.520000e-01 10543.0 3542.0
EUROSTX-LARGE 5.0362 80.580 425.2000 1.184 19.0 4.401600e+01 18715.0 3547.0
BRE 0.0027 0.043 0.1863 1.451 23.2 8.521698e+04 15880.0 3688.0
BTP3 0.2624 4.198 106.2600 0.247 4.0 8.803130e+02 93542.0 3696.0
MSCISING 3.8543 61.669 289.7000 1.330 21.3 6.206700e+01 17981.0 3828.0
EU-RETAIL 5.8563 93.701 303.7000 1.928 30.9 4.401600e+01 13368.0 4124.0
FED 0.0733 1.173 95.1050 0.077 1.2 3.550992e+03 337717.0 4164.0
EU-MID 5.9687 95.499 473.6000 1.260 20.2 4.401600e+01 20846.0 4203.0
IRON 3.1982 51.172 91.7500 3.486 55.8 8.521700e+01 7819.0 4361.0
US2 0.1606 2.570 102.4492 0.157 2.5 1.704340e+03 174608.0 4380.0
WHEY 0.7682 12.291 45.9000 1.674 26.8 3.749550e+02 17210.0 4609.0
SP500_micro 68.5097 1096.155 3999.2500 1.713 27.4 4.261000e+00 17040.0 4671.0
LIVECOW 0.8687 13.899 153.4500 0.566 9.1 3.408680e+02 52306.0 4738.0
NIFTY 176.0646 2817.033 18549.5000 0.949 15.2 1.704000e+00 31615.0 4801.0
RICE 0.1764 2.823 18.2400 0.967 15.5 1.704340e+03 31087.0 4811.0
EPRA-EUROPE 35.4629 567.406 1641.5000 2.160 34.6 8.803000e+00 14450.0 4995.0
STEEL 18.3213 293.141 700.0000 2.617 41.9 1.704300e+01 11930.0 4996.0
MSCIWORLD 37.7969 604.750 2660.0000 1.421 22.7 8.522000e+00 22668.0 5153.0
CORN 7.7166 123.466 658.7500 1.171 18.7 4.260800e+01 28068.0 5261.0
SMI-MID 36.5353 584.566 2628.0000 1.390 22.2 9.011000e+00 23680.0 5267.0
EU-FOOD 7.5133 120.213 753.0000 0.998 16.0 4.401600e+01 33144.0 5291.0
SGD 0.0057 0.091 1.3753 0.414 6.6 6.206740e+04 85361.0 5654.0
EU-CONSTRUCTION 8.0801 129.282 543.5000 1.487 23.8 4.401600e+01 23922.0 5690.0
USIRS5 0.4182 6.692 95.4922 0.438 7.0 8.521700e+02 81376.0 5702.0
USIRS5ERIS 0.4187 6.700 95.5225 0.438 7.0 8.521700e+02 81401.0 5709.0
US5 0.4188 6.701 107.8359 0.388 6.2 8.521700e+02 91895.0 5710.0
JPY_mini 0.0001 0.001 0.0072 0.930 14.9 5.326061e+06 38614.0 5748.0
MILKWET 0.2133 3.412 20.7500 1.028 16.4 1.704340e+03 35365.0 5816.0
CNH-onshore 0.0009 0.015 0.1384 0.665 10.6 4.260849e+05 58957.0 6273.0
EUROSTX 44.9246 718.793 3894.0000 1.154 18.5 8.803000e+00 34279.0 6328.0
OATIES 9.3530 149.648 387.0000 2.417 38.7 4.260800e+01 16489.0 6376.0
SILVER 0.4850 7.760 21.8800 2.217 35.5 8.521700e+02 18645.0 6612.0
EU-AUTO 9.4092 150.547 558.0000 1.686 27.0 4.401600e+01 24561.0 6626.0
LUMBER-new 17.7981 284.769 550.0000 3.236 51.8 2.343500e+01 12889.0 6673.0
CAD 0.0049 0.078 0.7546 0.649 10.4 8.521698e+04 64300.0 6674.0
BOBL 0.4797 7.675 119.4500 0.402 6.4 8.803130e+02 105153.0 6757.0
OMX 49.6198 793.916 4841.9000 1.025 16.4 8.803000e+00 42624.0 6989.0
CNH 0.0369 0.591 7.2368 0.510 8.2 1.206663e+04 87324.0 7130.0
US3 0.2641 4.225 104.6562 0.252 4.0 1.704340e+03 178370.0 7201.0
EUR_mini 0.0085 0.136 1.0391 0.816 13.1 5.326061e+04 55343.0 7225.0
NASDAQ_micro 272.5120 4360.192 11867.2500 2.296 36.7 1.704000e+00 20226.0 7431.0
EU-HEALTH 10.6205 169.929 986.1000 1.077 17.2 4.401600e+01 43404.0 7480.0
EURCHF 0.0042 0.067 0.9737 0.427 6.8 1.126355e+05 109673.0 7498.0
LEANHOG 1.3869 22.191 88.3500 1.570 25.1 3.408680e+02 30116.0 7564.0
VIX 0.5575 8.921 27.5500 2.024 32.4 8.521700e+02 23477.0 7602.0
KR10 0.7510 12.016 109.0200 0.689 11.0 6.421950e+02 70012.0 7717.0
MILKDRY 1.3154 21.047 142.0250 0.926 14.8 3.749550e+02 53253.0 7892.0
SOYMEAL 5.8188 93.101 398.6000 1.460 23.4 8.521700e+01 33967.0 7934.0
EU-BASIC 11.3190 181.105 623.1000 1.817 29.1 4.401600e+01 27426.0 7971.0
MILK 0.2940 4.704 20.7500 1.417 22.7 1.704340e+03 35365.0 8016.0
CHEESE 0.0303 0.484 2.0850 1.451 23.2 1.704340e+04 35535.0 8249.0
US10 0.6145 9.832 112.5781 0.546 8.7 8.521700e+02 95936.0 8378.0
EU-HOUSE 12.1400 194.240 961.9000 1.262 20.2 4.401600e+01 42339.0 8550.0
NZD 0.0063 0.100 0.6123 1.025 16.4 8.521698e+04 52183.0 8561.0
TWD 0.2120 3.392 32.3500 0.655 10.5 2.556510e+03 82703.0 8671.0
RUR 0.0003 0.004 0.0162 1.601 25.6 2.130425e+06 34577.0 8858.0
CLP 0.0000 0.000 0.0011 1.175 18.8 4.260849e+07 47594.0 8949.0
SOYOIL 1.0956 17.529 72.4100 1.513 24.2 5.113020e+02 37023.0 8963.0
US-REALESTATE 6.5786 105.258 342.5000 1.921 30.7 8.521700e+01 29187.0 8970.0
EU-TECH 12.9447 207.115 620.8000 2.085 33.4 4.401600e+01 27325.0 9116.0
GAS_US_mini 0.2767 4.427 6.2750 4.410 70.6 2.130425e+03 13368.0 9432.0
EURCAD 0.0074 0.118 1.3744 0.537 8.6 8.026768e+04 110320.0 9474.0
FEEDCOW 1.4001 22.401 181.3500 0.772 12.4 4.260850e+02 77271.0 9545.0
AUD 0.0072 0.114 0.6706 1.067 17.1 8.521698e+04 57151.0 9754.0
KRWUSD 0.0000 0.000 0.0008 0.762 12.2 1.065212e+08 80818.0 9849.0
USIRS10 0.7235 11.577 90.9688 0.795 12.7 8.521700e+02 77521.0 9865.0
SOYBEAN 14.5145 232.232 1387.7500 1.046 16.7 4.260800e+01 59130.0 9895.0
FTSETAIWAN 18.3595 293.752 1251.0000 1.468 23.5 3.408700e+01 42643.0 10013.0
BUTTER 3.7329 59.726 254.7500 1.465 23.4 1.704340e+02 43418.0 10179.0
CAC 72.2979 1156.767 6624.0000 1.091 17.5 8.803000e+00 58312.0 10183.0
EU-CHEM 14.6676 234.681 1226.5000 1.196 19.1 4.401600e+01 53985.0 10330.0
GBPEUR 0.0052 0.083 0.8757 0.594 9.5 1.250000e+05 109462.0 10407.0
KOSPI 4.1315 66.103 324.7500 1.272 20.4 1.605490e+02 52138.0 10613.0
US-STAPLES 8.0688 129.101 741.4000 1.088 17.4 8.521700e+01 63180.0 11002.0
WHEAT 16.1562 258.500 869.7500 1.858 29.7 4.260800e+01 37059.0 11014.0
EURAUD 0.0098 0.156 1.5436 0.632 10.1 7.147841e+04 110334.0 11157.0
GBP 0.0133 0.213 1.1865 1.121 17.9 5.326061e+04 63194.0 11331.0
JPY 0.0001 0.001 0.0072 0.928 14.9 1.065212e+07 77201.0 11466.0
FTSECHINAH 421.6777 6746.844 11362.5000 3.711 59.4 1.704000e+00 19366.0 11499.0
EU-DJ-TECH 16.5156 264.249 765.5000 2.157 34.5 4.401600e+01 33694.0 11631.0
US10U 0.8693 13.910 118.0312 0.737 11.8 8.521700e+02 100583.0 11853.0
YENEUR 0.9860 15.776 143.4300 0.687 11.0 7.588330e+02 108839.0 11971.0
MSCIASIA 9.1420 146.272 550.9000 1.659 26.6 8.521700e+01 46946.0 12465.0
CH10 0.8923 14.277 144.9000 0.616 9.9 9.010840e+02 130567.0 12865.0
US-PROPERTY 3.7947 60.715 190.0000 1.997 32.0 2.130420e+02 40478.0 12935.0
COPPER-mini 0.0770 1.231 3.8920 1.977 31.6 1.065212e+04 41458.0 13116.0
AUDJPY 0.6908 11.053 92.8300 0.744 11.9 1.214133e+03 112708.0 13419.0
REDWHEAT 19.8995 318.392 939.0000 2.119 33.9 4.260800e+01 40009.0 13566.0
GOLD-mini 20.0669 321.071 1783.0000 1.125 18.0 4.260800e+01 75971.0 13680.0
SMI 96.7873 1548.597 11145.0000 0.868 13.9 9.011000e+00 100426.0 13954.0
BUND 1.0143 16.229 138.7600 0.731 11.7 8.803130e+02 122152.0 14286.0
CRUDE_W_mini 2.1053 33.685 87.4000 2.409 38.5 4.260850e+02 37240.0 14353.0
EUR 0.0085 0.135 1.0388 0.814 13.0 1.065212e+05 110649.0 14404.0
OAT 1.0525 16.840 133.3000 0.790 12.6 8.803130e+02 117346.0 14825.0
PLAT 21.8507 349.611 1044.0000 2.093 33.5 4.260800e+01 44483.0 14896.0
R1000 21.8761 350.018 1533.3000 1.427 22.8 4.260800e+01 65332.0 14914.0
PLN 0.0022 0.035 0.2205 1.005 16.1 4.260849e+05 93952.0 15102.0
CHF 0.0089 0.142 1.0668 0.831 13.3 1.065212e+05 113632.0 15116.0
US-UTILS 11.4367 182.987 688.1000 1.662 26.6 8.521700e+01 58638.0 15594.0
BONO 1.1073 17.717 126.2300 0.877 14.0 8.803130e+02 111122.0 15597.0
GBPCHF 0.0088 0.140 1.1271 0.779 12.5 1.126355e+05 126952.0 15824.0
COTTON 0.0240 0.383 0.8638 2.775 44.4 4.260849e+04 36805.0 16339.0
BTP 1.1790 18.864 115.9300 1.017 16.3 8.803130e+02 102055.0 16606.0
US20 1.2384 19.814 123.5625 1.002 16.0 8.521700e+02 105296.0 16885.0
GBPJPY 1.5331 24.530 163.2200 0.939 15.0 7.588330e+02 123857.0 18614.0
ALUMINIUM 55.0886 881.418 2475.7500 2.225 35.6 2.130400e+01 52744.0 18778.0
CZK 0.0004 0.006 0.0423 0.829 13.3 3.408679e+06 144078.0 19106.0
US-INDUSTRY 14.5100 232.160 1004.0000 1.445 23.1 8.521700e+01 85558.0 19784.0
US-MATERIAL 15.0213 240.341 861.7000 1.743 27.9 8.521700e+01 73431.0 20481.0
US-HEALTH 15.7136 251.417 1346.8000 1.167 18.7 8.521700e+01 114770.0 21425.0
CRUDE_W 1.6096 25.754 78.4800 2.051 32.8 8.521700e+02 66878.0 21947.0
JGB 0.2269 3.631 149.5300 0.152 2.4 6.070667e+03 907747.0 22042.0
CHFJPY 0.9628 15.405 146.6800 0.656 10.5 1.517667e+03 222611.0 23380.0
AEX 8.3940 134.304 702.8500 1.194 19.1 1.760630e+02 123746.0 23646.0
US30 1.7938 28.701 130.5938 1.374 22.0 8.521700e+02 111288.0 24458.0
US-FINANCE 7.1883 115.012 442.5500 1.624 26.0 2.130420e+02 94282.0 24502.0
US-ENERGY 18.4948 295.916 976.4000 1.894 30.3 8.521700e+01 83206.0 25217.0
RUSSELL_mini 37.1260 594.015 1886.4000 1.968 31.5 4.260800e+01 80377.0 25310.0
BOVESPA 1867.8573 29885.718 113755.0000 1.642 26.3 8.520000e-01 96939.0 25468.0
BRENT-LAST 2.0021 32.034 92.4300 2.166 34.7 8.521700e+02 78766.0 27298.0
GICS 8.0216 128.346 635.7000 1.262 20.2 2.130420e+02 135431.0 27343.0
LUMBER 18.4214 294.743 442.4000 4.164 66.6 9.373900e+01 41470.0 27629.0
GOLD 20.3458 325.533 1783.4000 1.141 18.3 8.521700e+01 151976.0 27741.0
COPPER 0.0818 1.309 3.9150 2.090 33.4 2.130425e+04 83406.0 27896.0
SEK 0.0010 0.017 0.0968 1.080 17.3 1.704340e+06 164963.0 28494.0
IRS 0.0022 0.035 0.2930 0.751 12.0 8.521698e+05 249686.0 29998.0
DOW_mini 448.4122 7174.596 33685.0000 1.331 21.3 4.261000e+00 143527.0 30570.0
GASOILINE 0.0547 0.876 2.5463 2.150 34.4 3.579113e+04 91135.0 31346.0
NOK 0.0012 0.019 0.1007 1.205 19.3 1.704340e+06 171661.0 33092.0
BUXL 2.5043 40.069 146.4800 1.710 27.4 8.803130e+02 128948.0 35273.0
GAS_US 0.2730 4.368 6.0410 4.519 72.3 8.521698e+03 51480.0 37220.0
HEATOIL 0.0693 1.109 3.3677 2.058 32.9 3.579113e+04 120534.0 39691.0
GAS-LAST 0.2990 4.785 6.0120 4.974 79.6 8.521698e+03 51232.0 40773.0
US-TECH 31.5469 504.750 1344.6000 2.346 37.5 8.521700e+01 114583.0 43013.0
GAS-PEN 0.3374 5.398 6.6130 5.101 81.6 8.521698e+03 56354.0 45998.0
US-DISCRETE 34.0060 544.096 1469.3000 2.314 37.0 8.521700e+01 125209.0 46366.0
SP500 68.4817 1095.707 3999.0000 1.712 27.4 4.260800e+01 170391.0 46686.0
SP400 44.7789 716.463 2537.4000 1.765 28.2 8.521700e+01 216230.0 61055.0
NASDAQ 272.3087 4356.939 11862.5000 2.296 36.7 1.704300e+01 202177.0 74257.0
ETHEREUM 109.5506 1752.809 1181.0000 9.276 148.4 4.260800e+01 50321.0 74685.0
PALLAD 60.5084 968.134 2052.0000 2.949 47.2 8.521700e+01 174865.0 82501.0
=======================================================================================================================================================================
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 112.9890 1807.824 1221.5000 9.250 148.0 8.500000e-02 104.0 154.0
VNKI 0.5639 9.022 21.9500 2.569 41.1 6.070700e+01 1333.0 548.0
BITCOIN 1215.3378 19445.405 16335.0000 7.440 119.0 8.500000e-02 1392.0 1657.0
V2X 0.5533 8.852 25.2500 2.191 35.1 8.803100e+01 2223.0 779.0
VIX_mini 0.6153 9.845 27.6000 2.229 35.7 8.521700e+01 2352.0 839.0
EU-BANKS 1.2014 19.222 91.5000 1.313 21.0 4.401600e+01 4027.0 846.0
MUMMY 13.0072 208.115 735.0000 1.770 28.3 6.071000e+00 4462.0 1263.0
RUBBER 2.1360 34.175 129.1000 1.655 26.5 4.260800e+01 5501.0 1456.0
EU-REALESTATE 2.7439 43.903 127.5000 2.152 34.4 4.401600e+01 5612.0 1932.0
CORN_mini 7.9681 127.490 663.0000 1.202 19.2 8.522000e+00 5650.0 1086.0
AUD_micro 0.0072 0.114 0.6707 1.066 17.1 8.521698e+03 5716.0 975.0
GBP_micro 0.0133 0.212 1.1861 1.120 17.9 5.326061e+03 6317.0 1132.0
CAD_micro 0.0049 0.078 0.7544 0.648 10.4 8.521698e+03 6429.0 667.0
FTSEVIET 33.3336 533.338 1529.0000 2.180 34.9 4.261000e+00 6515.0 2272.0
KOSDAQ 23.1229 369.966 1061.4000 2.179 34.9 6.422000e+00 6816.0 2376.0
WHEAT_mini 20.9753 335.604 835.2500 2.511 40.2 8.522000e+00 7118.0 2860.0
CRUDE_W_micro 2.0771 33.234 86.4800 2.402 38.4 8.521700e+01 7370.0 2832.0
IRON 3.1982 51.172 91.7500 3.486 55.8 8.521700e+01 7819.0 4361.0
RUSSELL 37.2100 595.360 1886.5000 1.972 31.6 4.261000e+00 8038.0 2537.0
COPPER-micro 0.0809 1.295 3.9085 2.070 33.1 2.130425e+03 8327.0 2758.0
GASOILINE_micro 0.0601 0.961 2.5086 2.394 38.3 3.579113e+03 8979.0 3439.0
EU-TRAVEL 3.6111 57.777 204.9000 1.762 28.2 4.401600e+01 9019.0 2543.0
BBCOMM 1.4816 23.705 116.6800 1.270 20.3 8.521700e+01 9943.0 2020.0
KOSPI_mini 3.8988 62.381 311.8800 1.250 20.0 3.211000e+01 10014.0 2003.0
FTSECHINAA 259.7713 4156.342 12372.0000 2.100 33.6 8.520000e-01 10543.0 3542.0
NIKKEI400 175.3416 2805.465 17430.0000 1.006 16.1 6.070000e-01 10581.0 1703.0
EUR_micro 0.0085 0.135 1.0390 0.815 13.0 1.065212e+04 11068.0 1443.0
CHF_micro 0.0088 0.141 1.0665 0.829 13.3 1.065212e+04 11360.0 1507.0
TOPIX 19.0664 305.062 1934.5000 0.986 15.8 6.071000e+00 11744.0 1852.0
STEEL 18.3213 293.141 700.0000 2.617 41.9 1.704300e+01 11930.0 4996.0
JP-REALESTATE 20.8522 333.635 1968.5000 1.059 16.9 6.071000e+00 11950.0 2025.0
EU-DJ-TELECOM 2.8759 46.015 272.0000 1.057 16.9 4.401600e+01 11972.0 2025.0
AEX_mini 8.8488 141.581 703.7000 1.257 20.1 1.760600e+01 12390.0 2493.0
SOYBEAN_mini 18.9342 302.947 1455.0000 1.301 20.8 8.522000e+00 12399.0 2582.0
DAX 169.1382 2706.212 14323.0000 1.181 18.9 8.800000e-01 12609.0 2382.0
LUMBER-new 17.7981 284.769 550.0000 3.236 51.8 2.343500e+01 12889.0 6673.0
EU-RETAIL 5.8563 93.701 303.7000 1.928 30.9 4.401600e+01 13368.0 4124.0
GAS_US_mini 0.2767 4.427 6.2750 4.410 70.6 2.130425e+03 13368.0 9432.0
EUROSTX-SMALL 3.8120 60.992 304.6000 1.251 20.0 4.401600e+01 13407.0 2685.0
DJSTX-SMALL 4.2570 68.112 307.4000 1.385 22.2 4.401600e+01 13530.0 2998.0
EU-INSURE 3.1160 49.856 312.7000 0.996 15.9 4.401600e+01 13764.0 2194.0
DOW 448.1401 7170.241 33686.0000 1.330 21.3 4.260000e-01 14353.0 3055.0
EU-DIV30 16.1481 258.369 1636.5000 0.987 15.8 8.803000e+00 14406.0 2274.0
EPRA-EUROPE 35.4629 567.406 1641.5000 2.160 34.6 8.803000e+00 14450.0 4995.0
EU-MEDIA 4.2197 67.515 329.2000 1.282 20.5 4.401600e+01 14490.0 2972.0
EU-DJ-OIL 4.3449 69.518 339.9000 1.278 20.5 4.401600e+01 14961.0 3060.0
GOLD_micro 20.2295 323.672 1769.1000 1.143 18.3 8.522000e+00 15076.0 2758.0
EU-OIL 4.7651 76.241 343.7000 1.386 22.2 4.401600e+01 15128.0 3356.0
EU-DJ-UTIL 4.3634 69.814 345.0000 1.265 20.2 4.401600e+01 15185.0 3073.0
SWISSLEAD 20.3760 326.016 1726.9000 1.180 18.9 9.011000e+00 15561.0 2938.0
EU-UTILS 4.7971 76.754 356.0000 1.348 21.6 4.401600e+01 15670.0 3378.0
FTSEINDO 32.1640 514.625 3719.0000 0.865 13.8 4.261000e+00 15846.0 2193.0
BRE 0.0027 0.043 0.1863 1.451 23.2 8.521698e+04 15880.0 3688.0
KRWUSD_mini 0.0070 0.111 0.7605 0.916 14.7 2.130425e+04 16202.0 2374.0
OATIES 9.3530 149.648 387.0000 2.417 38.7 4.260800e+01 16489.0 6376.0
NIKKEI 305.3929 4886.287 27430.0000 1.113 17.8 6.070000e-01 16652.0 2966.0
SP500_micro 68.5097 1096.155 3999.2500 1.713 27.4 4.261000e+00 17040.0 4671.0
WHEY 0.7682 12.291 45.9000 1.674 26.8 3.749550e+02 17210.0 4609.0
MSCISING 3.8543 61.669 289.7000 1.330 21.3 6.206700e+01 17981.0 3828.0
SILVER 0.4850 7.760 21.8800 2.217 35.5 8.521700e+02 18645.0 6612.0
EUROSTX-LARGE 5.0362 80.580 425.2000 1.184 19.0 4.401600e+01 18715.0 3547.0
EURO600 4.5091 72.146 434.8000 1.037 16.6 4.401600e+01 19138.0 3176.0
FTSECHINAH 421.6777 6746.844 11362.5000 3.711 59.4 1.704000e+00 19366.0 11499.0
EUROSTX200-LARGE 4.3833 70.133 442.6000 0.990 15.8 4.401600e+01 19481.0 3087.0
SGX 16.7288 267.660 3142.0000 0.532 8.5 6.207000e+00 19502.0 1661.0
NASDAQ_micro 272.5120 4360.192 11867.2500 2.296 36.7 1.704000e+00 20226.0 7431.0
EU-MID 5.9687 95.499 473.6000 1.260 20.2 4.401600e+01 20846.0 4203.0
SGD_mini 0.0063 0.101 1.3720 0.458 7.3 1.551685e+04 21289.0 1562.0
MXP 0.0003 0.005 0.0510 0.585 9.4 4.260849e+05 21718.0 2032.0
MSCIWORLD 37.7969 604.750 2660.0000 1.421 22.7 8.522000e+00 22668.0 5153.0
VIX 0.5575 8.921 27.5500 2.024 32.4 8.521700e+02 23477.0 7602.0
SMI-MID 36.5353 584.566 2628.0000 1.390 22.2 9.011000e+00 23680.0 5267.0
EU-CONSTRUCTION 8.0801 129.282 543.5000 1.487 23.8 4.401600e+01 23922.0 5690.0
EU-AUTO 9.4092 150.547 558.0000 1.686 27.0 4.401600e+01 24561.0 6626.0
TWD-mini 0.0013 0.021 0.3172 0.415 6.6 8.521698e+04 27031.0 1796.0
EU-TECH 12.9447 207.115 620.8000 2.085 33.4 4.401600e+01 27325.0 9116.0
EU-BASIC 11.3190 181.105 623.1000 1.817 29.1 4.401600e+01 27426.0 7971.0
CORN 7.7166 123.466 658.7500 1.171 18.7 4.260800e+01 28068.0 5261.0
US-REALESTATE 6.5786 105.258 342.5000 1.921 30.7 8.521700e+01 29187.0 8970.0
LEANHOG 1.3869 22.191 88.3500 1.570 25.1 3.408680e+02 30116.0 7564.0
RICE 0.1764 2.823 18.2400 0.967 15.5 1.704340e+03 31087.0 4811.0
NIFTY 176.0646 2817.033 18549.5000 0.949 15.2 1.704000e+00 31615.0 4801.0
EU-FOOD 7.5133 120.213 753.0000 0.998 16.0 4.401600e+01 33144.0 5291.0
EU-DJ-TECH 16.5156 264.249 765.5000 2.157 34.5 4.401600e+01 33694.0 11631.0
SOYMEAL 5.8188 93.101 398.6000 1.460 23.4 8.521700e+01 33967.0 7934.0
EUROSTX 44.9246 718.793 3894.0000 1.154 18.5 8.803000e+00 34279.0 6328.0
RUR 0.0003 0.004 0.0162 1.601 25.6 2.130425e+06 34577.0 8858.0
MILK 0.2940 4.704 20.7500 1.417 22.7 1.704340e+03 35365.0 8016.0
MILKWET 0.2133 3.412 20.7500 1.028 16.4 1.704340e+03 35365.0 5816.0
CHEESE 0.0303 0.484 2.0850 1.451 23.2 1.704340e+04 35535.0 8249.0
COTTON 0.0240 0.383 0.8638 2.775 44.4 4.260849e+04 36805.0 16339.0
SOYOIL 1.0956 17.529 72.4100 1.513 24.2 5.113020e+02 37023.0 8963.0
WHEAT 16.1562 258.500 869.7500 1.858 29.7 4.260800e+01 37059.0 11014.0
CRUDE_W_mini 2.1053 33.685 87.4000 2.409 38.5 4.260850e+02 37240.0 14353.0
JPY_mini 0.0001 0.001 0.0072 0.930 14.9 5.326061e+06 38614.0 5748.0
REDWHEAT 19.8995 318.392 939.0000 2.119 33.9 4.260800e+01 40009.0 13566.0
US-PROPERTY 3.7947 60.715 190.0000 1.997 32.0 2.130420e+02 40478.0 12935.0
COPPER-mini 0.0770 1.231 3.8920 1.977 31.6 1.065212e+04 41458.0 13116.0
LUMBER 18.4214 294.743 442.4000 4.164 66.6 9.373900e+01 41470.0 27629.0
EU-HOUSE 12.1400 194.240 961.9000 1.262 20.2 4.401600e+01 42339.0 8550.0
OMX 49.6198 793.916 4841.9000 1.025 16.4 8.803000e+00 42624.0 6989.0
FTSETAIWAN 18.3595 293.752 1251.0000 1.468 23.5 3.408700e+01 42643.0 10013.0
EU-HEALTH 10.6205 169.929 986.1000 1.077 17.2 4.401600e+01 43404.0 7480.0
BUTTER 3.7329 59.726 254.7500 1.465 23.4 1.704340e+02 43418.0 10179.0
PLAT 21.8507 349.611 1044.0000 2.093 33.5 4.260800e+01 44483.0 14896.0
MSCIASIA 9.1420 146.272 550.9000 1.659 26.6 8.521700e+01 46946.0 12465.0
CLP 0.0000 0.000 0.0011 1.175 18.8 4.260849e+07 47594.0 8949.0
ETHEREUM 109.5506 1752.809 1181.0000 9.276 148.4 4.260800e+01 50321.0 74685.0
GAS-LAST 0.2990 4.785 6.0120 4.974 79.6 8.521698e+03 51232.0 40773.0
GAS_US 0.2730 4.368 6.0410 4.519 72.3 8.521698e+03 51480.0 37220.0
KOSPI 4.1315 66.103 324.7500 1.272 20.4 1.605490e+02 52138.0 10613.0
NZD 0.0063 0.100 0.6123 1.025 16.4 8.521698e+04 52183.0 8561.0
LIVECOW 0.8687 13.899 153.4500 0.566 9.1 3.408680e+02 52306.0 4738.0
INR 0.4988 7.981 123.6800 0.403 6.5 4.260850e+02 52698.0 3401.0
ALUMINIUM 55.0886 881.418 2475.7500 2.225 35.6 2.130400e+01 52744.0 18778.0
MILKDRY 1.3154 21.047 142.0250 0.926 14.8 3.749550e+02 53253.0 7892.0
ETHANOL 0.0027 0.043 2.1610 0.125 2.0 2.471292e+04 53405.0 1069.0
EU-CHEM 14.6676 234.681 1226.5000 1.196 19.1 4.401600e+01 53985.0 10330.0
EUR_mini 0.0085 0.136 1.0391 0.816 13.1 5.326061e+04 55343.0 7225.0
GAS-PEN 0.3374 5.398 6.6130 5.101 81.6 8.521698e+03 56354.0 45998.0
AUD 0.0072 0.114 0.6706 1.067 17.1 8.521698e+04 57151.0 9754.0
CAC 72.2979 1156.767 6624.0000 1.091 17.5 8.803000e+00 58312.0 10183.0
US-UTILS 11.4367 182.987 688.1000 1.662 26.6 8.521700e+01 58638.0 15594.0
CNH-onshore 0.0009 0.015 0.1384 0.665 10.6 4.260849e+05 58957.0 6273.0
SOYBEAN 14.5145 232.232 1387.7500 1.046 16.7 4.260800e+01 59130.0 9895.0
HOUSE-US 0.3420 5.472 290.0000 0.118 1.9 2.130420e+02 61782.0 1166.0
US-STAPLES 8.0688 129.101 741.4000 1.088 17.4 8.521700e+01 63180.0 11002.0
GBP 0.0133 0.213 1.1865 1.121 17.9 5.326061e+04 63194.0 11331.0
CAD 0.0049 0.078 0.7546 0.649 10.4 8.521698e+04 64300.0 6674.0
R1000 21.8761 350.018 1533.3000 1.427 22.8 4.260800e+01 65332.0 14914.0
KR3 0.2705 4.327 103.1800 0.262 4.2 6.421950e+02 66262.0 2779.0
CRUDE_W 1.6096 25.754 78.4800 2.051 32.8 8.521700e+02 66878.0 21947.0
KR10 0.7510 12.016 109.0200 0.689 11.0 6.421950e+02 70012.0 7717.0
US-MATERIAL 15.0213 240.341 861.7000 1.743 27.9 8.521700e+01 73431.0 20481.0
GOLD-mini 20.0669 321.071 1783.0000 1.125 18.0 4.260800e+01 75971.0 13680.0
JPY 0.0001 0.001 0.0072 0.928 14.9 1.065212e+07 77201.0 11466.0
FEEDCOW 1.4001 22.401 181.3500 0.772 12.4 4.260850e+02 77271.0 9545.0
USIRS10 0.7235 11.577 90.9688 0.795 12.7 8.521700e+02 77521.0 9865.0
BRENT-LAST 2.0021 32.034 92.4300 2.166 34.7 8.521700e+02 78766.0 27298.0
RUSSELL_mini 37.1260 594.015 1886.4000 1.968 31.5 4.260800e+01 80377.0 25310.0
KRWUSD 0.0000 0.000 0.0008 0.762 12.2 1.065212e+08 80818.0 9849.0
USIRS5 0.4182 6.692 95.4922 0.438 7.0 8.521700e+02 81376.0 5702.0
USIRS5ERIS 0.4187 6.700 95.5225 0.438 7.0 8.521700e+02 81401.0 5709.0
TWD 0.2120 3.392 32.3500 0.655 10.5 2.556510e+03 82703.0 8671.0
US-ENERGY 18.4948 295.916 976.4000 1.894 30.3 8.521700e+01 83206.0 25217.0
USIRS2ERIS 0.2118 3.388 97.7730 0.217 3.5 8.521700e+02 83319.0 2887.0
COPPER 0.0818 1.309 3.9150 2.090 33.4 2.130425e+04 83406.0 27896.0
SGD 0.0057 0.091 1.3753 0.414 6.6 6.206740e+04 85361.0 5654.0
US-INDUSTRY 14.5100 232.160 1004.0000 1.445 23.1 8.521700e+01 85558.0 19784.0
CNH 0.0369 0.591 7.2368 0.510 8.2 1.206663e+04 87324.0 7130.0
JGB-mini 0.2739 4.383 148.1200 0.185 3.0 6.070670e+02 89919.0 2661.0
JGB-SGX-mini 0.2212 3.539 149.0600 0.148 2.4 6.070670e+02 90489.0 2148.0
GASOILINE 0.0547 0.876 2.5463 2.150 34.4 3.579113e+04 91135.0 31346.0
US5 0.4188 6.701 107.8359 0.388 6.2 8.521700e+02 91895.0 5710.0
BTP3 0.2624 4.198 106.2600 0.247 4.0 8.803130e+02 93542.0 3696.0
SHATZ 0.1462 2.340 106.6650 0.137 2.2 8.803130e+02 93899.0 2060.0
PLN 0.0022 0.035 0.2205 1.005 16.1 4.260849e+05 93952.0 15102.0
US-FINANCE 7.1883 115.012 442.5500 1.624 26.0 2.130420e+02 94282.0 24502.0
US10 0.6145 9.832 112.5781 0.546 8.7 8.521700e+02 95936.0 8378.0
BOVESPA 1867.8573 29885.718 113755.0000 1.642 26.3 8.520000e-01 96939.0 25468.0
SMI 96.7873 1548.597 11145.0000 0.868 13.9 9.011000e+00 100426.0 13954.0
US10U 0.8693 13.910 118.0312 0.737 11.8 8.521700e+02 100583.0 11853.0
BTP 1.1790 18.864 115.9300 1.017 16.3 8.803130e+02 102055.0 16606.0
BOBL 0.4797 7.675 119.4500 0.402 6.4 8.803130e+02 105153.0 6757.0
US20 1.2384 19.814 123.5625 1.002 16.0 8.521700e+02 105296.0 16885.0
YENEUR 0.9860 15.776 143.4300 0.687 11.0 7.588330e+02 108839.0 11971.0
GBPEUR 0.0052 0.083 0.8757 0.594 9.5 1.250000e+05 109462.0 10407.0
EURCHF 0.0042 0.067 0.9737 0.427 6.8 1.126355e+05 109673.0 7498.0
EURCAD 0.0074 0.118 1.3744 0.537 8.6 8.026768e+04 110320.0 9474.0
EURAUD 0.0098 0.156 1.5436 0.632 10.1 7.147841e+04 110334.0 11157.0
EUR 0.0085 0.135 1.0388 0.814 13.0 1.065212e+05 110649.0 14404.0
BONO 1.1073 17.717 126.2300 0.877 14.0 8.803130e+02 111122.0 15597.0
US30 1.7938 28.701 130.5938 1.374 22.0 8.521700e+02 111288.0 24458.0
AUDJPY 0.6908 11.053 92.8300 0.744 11.9 1.214133e+03 112708.0 13419.0
CHF 0.0089 0.142 1.0668 0.831 13.3 1.065212e+05 113632.0 15116.0
US-TECH 31.5469 504.750 1344.6000 2.346 37.5 8.521700e+01 114583.0 43013.0
US-HEALTH 15.7136 251.417 1346.8000 1.167 18.7 8.521700e+01 114770.0 21425.0
OAT 1.0525 16.840 133.3000 0.790 12.6 8.803130e+02 117346.0 14825.0
HEATOIL 0.0693 1.109 3.3677 2.058 32.9 3.579113e+04 120534.0 39691.0
BUND 1.0143 16.229 138.7600 0.731 11.7 8.803130e+02 122152.0 14286.0
AEX 8.3940 134.304 702.8500 1.194 19.1 1.760630e+02 123746.0 23646.0
GBPJPY 1.5331 24.530 163.2200 0.939 15.0 7.588330e+02 123857.0 18614.0
US-DISCRETE 34.0060 544.096 1469.3000 2.314 37.0 8.521700e+01 125209.0 46366.0
GBPCHF 0.0088 0.140 1.1271 0.779 12.5 1.126355e+05 126952.0 15824.0
BUXL 2.5043 40.069 146.4800 1.710 27.4 8.803130e+02 128948.0 35273.0
CH10 0.8923 14.277 144.9000 0.616 9.9 9.010840e+02 130567.0 12865.0
GICS 8.0216 128.346 635.7000 1.262 20.2 2.130420e+02 135431.0 27343.0
DOW_mini 448.4122 7174.596 33685.0000 1.331 21.3 4.261000e+00 143527.0 30570.0
CZK 0.0004 0.006 0.0423 0.829 13.3 3.408679e+06 144078.0 19106.0
GOLD 20.3458 325.533 1783.4000 1.141 18.3 8.521700e+01 151976.0 27741.0
SEK 0.0010 0.017 0.0968 1.080 17.3 1.704340e+06 164963.0 28494.0
SP500 68.4817 1095.707 3999.0000 1.712 27.4 4.260800e+01 170391.0 46686.0
NOK 0.0012 0.019 0.1007 1.205 19.3 1.704340e+06 171661.0 33092.0
US2 0.1606 2.570 102.4492 0.157 2.5 1.704340e+03 174608.0 4380.0
PALLAD 60.5084 968.134 2052.0000 2.949 47.2 8.521700e+01 174865.0 82501.0
US3 0.2641 4.225 104.6562 0.252 4.0 1.704340e+03 178370.0 7201.0
BB3M 0.0802 1.284 94.8400 0.085 1.4 2.130425e+03 202049.0 2735.0
NASDAQ 272.3087 4356.939 11862.5000 2.296 36.7 1.704300e+01 202177.0 74257.0
EDOLLAR 0.0965 1.544 96.5400 0.100 1.6 2.130425e+03 205671.0 3288.0
SOFR 0.1032 1.651 96.7400 0.107 1.7 2.130425e+03 206097.0 3518.0
EURIBOR 0.0853 1.364 97.2950 0.088 1.4 2.200782e+03 214125.0 3002.0
SP400 44.7789 716.463 2537.4000 1.765 28.2 8.521700e+01 216230.0 61055.0
CHFJPY 0.9628 15.405 146.6800 0.656 10.5 1.517667e+03 222611.0 23380.0
IRS 0.0022 0.035 0.2930 0.751 12.0 8.521698e+05 249686.0 29998.0
FED 0.0733 1.173 95.1050 0.077 1.2 3.550992e+03 337717.0 4164.0
JGB 0.2269 3.631 149.5300 0.152 2.4 6.070667e+03 907747.0 22042.0
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END OF REPORT
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