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Instrument_risk_report
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********************************************************************************
Instrument risk report produced on 31/01/2025 23:00
********************************************************************************
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
ETHANOL 0.0000 0.000 2.1610 0.000 0.0 2.333403e+04 50425.0 0.0
SARONA 0.0319 0.511 99.9650 0.032 0.5 2.209280e+03 220851.0 1129.0
FED 0.0419 0.671 95.9900 0.044 0.7 3.352859e+03 321841.0 2249.0
EURIBOR 0.0518 0.830 97.8800 0.053 0.8 2.090759e+03 204644.0 1734.0
EURIBOR-ICE 0.0520 0.832 97.8400 0.053 0.9 2.090759e+03 204560.0 1739.0
SONIA3 0.0589 0.942 96.1900 0.061 1.0 2.500000e+03 240475.0 2355.0
SOFR 0.0627 1.003 95.9900 0.065 1.0 2.011554e+03 193089.0 2017.0
SHATZ 0.0892 1.428 106.8150 0.084 1.3 8.363040e+02 89330.0 1194.0
US2 0.0958 1.533 102.8281 0.093 1.5 1.609243e+03 165475.0 2467.0
CAD2 0.0986 1.578 105.5200 0.093 1.5 5.562850e+02 58699.0 878.0
BTP3 0.1178 1.885 107.3900 0.110 1.8 8.363040e+02 89811.0 1577.0
KR3 0.1204 1.927 106.9300 0.113 1.8 5.574020e+02 59603.0 1074.0
HOUSE-US 0.5226 8.361 351.0000 0.149 2.4 2.011550e+02 70606.0 1682.0
US3 0.1587 2.539 104.4102 0.152 2.4 1.609243e+03 168021.0 4085.0
INR 0.1834 2.934 115.1300 0.159 2.5 4.023110e+02 46318.0 1180.0
JGB 0.2443 3.909 140.7100 0.174 2.8 5.201057e+03 731841.0 20333.0
JGB-mini 0.2509 4.014 140.7300 0.178 2.9 5.201060e+02 73194.0 2088.0
JGB-SGX-mini 0.2642 4.228 140.7300 0.188 3.0 5.201060e+02 73194.0 2199.0
BOBL 0.2443 3.908 117.4300 0.208 3.3 8.363040e+02 98207.0 3268.0
US5 0.2417 3.867 106.4062 0.227 3.6 8.046220e+02 85617.0 3111.0
CAD5 0.2844 4.550 114.1600 0.249 4.0 5.562850e+02 63505.0 2531.0
GBPEUR 0.0022 0.035 0.8386 0.259 4.2 1.250000e+05 104825.0 4351.0
HIGHYIELD 0.4837 7.739 167.7600 0.288 4.6 8.046220e+02 134983.0 6227.0
CH10 0.4308 6.893 148.2000 0.291 4.7 8.837120e+02 130966.0 6091.0
EURCHF 0.0027 0.044 0.9419 0.291 4.7 1.104640e+05 104046.0 4849.0
CNH 0.0213 0.342 7.2833 0.293 4.7 1.102133e+04 80272.0 3765.0
KR10 0.3767 6.028 118.3800 0.318 5.1 5.574020e+02 65985.0 3360.0
TWD-mini 0.0010 0.015 0.3025 0.320 5.1 8.046218e+04 24340.0 1246.0
SGD 0.0045 0.072 1.3490 0.336 5.4 5.937817e+04 80101.0 4302.0
EURCAD 0.0051 0.081 1.5053 0.336 5.4 6.953562e+04 104672.0 5625.0
TWD 0.1036 1.658 30.4710 0.340 5.4 2.413865e+03 73553.0 4002.0
EURAUD 0.0057 0.091 1.6725 0.341 5.5 6.262924e+04 104747.0 5718.0
BUND 0.4599 7.359 132.5500 0.347 5.6 8.363040e+02 110852.0 6154.0
US10 0.3794 6.070 108.8438 0.349 5.6 8.046220e+02 87578.0 4884.0
BONO 0.4354 6.966 124.4500 0.350 5.6 8.363040e+02 104078.0 5826.0
CAD_micro 0.0024 0.039 0.6900 0.354 5.7 8.046217e+03 5552.0 314.0
CAD 0.0025 0.040 0.6902 0.362 5.8 8.046218e+04 55539.0 3218.0
OAT 0.4538 7.261 123.4500 0.368 5.9 8.363040e+02 103242.0 6072.0
DX 0.4050 6.480 108.2000 0.374 6.0 8.046220e+02 87060.0 5214.0
SGD_mini 0.0051 0.081 1.3490 0.376 6.0 1.484454e+04 20025.0 1206.0
BTP 0.4519 7.231 119.8300 0.377 6.0 8.363040e+02 100214.0 6047.0
GBPCHF 0.0043 0.068 1.1238 0.378 6.1 1.104640e+05 124139.0 7518.0
RUR 0.0000 0.001 0.0099 0.394 6.3 2.011554e+06 19995.0 1262.0
CHF 0.0045 0.072 1.1035 0.409 6.5 1.005777e+05 110988.0 7255.0
CHF_micro 0.0047 0.075 1.1036 0.423 6.8 1.005777e+04 11100.0 751.0
CAD10 0.5282 8.451 123.9200 0.426 6.8 5.562850e+02 68935.0 4701.0
IG 0.5823 9.318 136.4500 0.427 6.8 8.046220e+02 109791.0 7497.0
CNH-onshore 0.0006 0.009 0.1380 0.430 6.9 4.023109e+05 55519.0 3819.0
US10U 0.4894 7.831 111.3906 0.439 7.0 8.046220e+02 89627.0 6301.0
EUR 0.0048 0.077 1.0393 0.465 7.4 1.005777e+05 104530.0 7781.0
EUR_mini 0.0049 0.078 1.0391 0.469 7.5 5.028886e+04 52255.0 3918.0
EUR_micro 0.0049 0.078 1.0392 0.470 7.5 1.005777e+04 10452.0 785.0
GBP_micro 0.0061 0.098 1.2394 0.495 7.9 5.028886e+03 6233.0 493.0
GBP 0.0061 0.098 1.2393 0.496 7.9 5.028886e+04 62323.0 4946.0
AUD_micro 0.0033 0.053 0.6214 0.536 8.6 8.046217e+03 5000.0 429.0
AUD 0.0034 0.054 0.6216 0.544 8.7 8.046218e+04 50011.0 4357.0
SMI-MID 15.3233 245.172 2805.0000 0.546 8.7 8.837000e+00 24788.0 2167.0
CHFJPY 0.9322 14.915 169.5950 0.550 8.8 1.300264e+03 220518.0 19393.0
NZD 0.0032 0.051 0.5642 0.566 9.0 8.046218e+04 45393.0 4107.0
EUROSTX200-LARGE 3.2207 51.532 564.8000 0.570 9.1 4.181500e+01 23617.0 2155.0
GILT 0.5294 8.471 92.7900 0.571 9.1 1.000000e+03 92790.0 8471.0
MILKDRY 0.7690 12.304 134.7500 0.571 9.1 3.540340e+02 47706.0 4356.0
KRWUSD 0.0000 0.000 0.0007 0.580 9.3 1.005777e+08 69197.0 6422.0
GBPJPY 1.1106 17.770 191.4400 0.580 9.3 6.501320e+02 124461.0 11553.0
EURO600 3.1379 50.206 539.7000 0.581 9.3 4.181500e+01 22568.0 2099.0
CZK 0.0002 0.004 0.0416 0.584 9.3 3.218487e+06 133741.0 12487.0
EU-DIV30 10.3131 165.009 1739.0000 0.593 9.5 8.363000e+00 14543.0 1380.0
YENEUR 0.9524 15.239 160.5200 0.593 9.5 6.501320e+02 104359.0 9907.0
FTSE100 51.4548 823.276 8657.0000 0.594 9.5 1.000000e+01 86570.0 8233.0
KRWUSD_mini 0.0041 0.066 0.6885 0.595 9.5 2.011554e+04 13850.0 1318.0
JPY_mini 0.0000 0.001 0.0065 0.595 9.5 5.028886e+06 32577.0 3101.0
JPY 0.0000 0.001 0.0065 0.597 9.5 1.005777e+07 65144.0 6218.0
NOK 0.0005 0.008 0.0883 0.599 9.6 1.609243e+06 142056.0 13609.0
SEK 0.0005 0.009 0.0904 0.605 9.7 1.609243e+06 145556.0 14094.0
SPI200 52.0863 833.381 8509.0000 0.612 9.8 1.252600e+01 106582.0 10439.0
SMI 77.1459 1234.335 12575.0000 0.613 9.8 8.837000e+00 111127.0 10908.0
PLN 0.0015 0.024 0.2455 0.614 9.8 4.023109e+05 98759.0 9697.0
DAX 136.8818 2190.109 21807.0000 0.628 10.0 8.360000e-01 18237.0 1832.0
US20 0.7186 11.498 113.8125 0.631 10.1 8.046220e+02 91576.0 9251.0
EU-MID 3.5536 56.858 561.0000 0.633 10.1 4.181500e+01 23458.0 2378.0
AUDJPY 0.6095 9.751 95.9700 0.635 10.2 1.040211e+03 99829.0 10144.0
MILKWET 0.1295 2.073 20.1200 0.644 10.3 1.609243e+03 32378.0 3335.0
DOW 290.3059 4644.894 44713.0000 0.649 10.4 4.020000e-01 17989.0 1869.0
DOW_mini 291.0600 4656.961 44703.0000 0.651 10.4 4.023000e+00 179845.0 18735.0
IRS 0.0018 0.029 0.2799 0.654 10.5 8.046217e+05 225254.0 23587.0
SWISSLEAD 13.6873 218.997 2082.7000 0.657 10.5 8.837000e+00 18405.0 1935.0
CLP 0.0000 0.000 0.0010 0.665 10.6 4.023109e+07 40835.0 4346.0
EUROSTX-LARGE 3.7869 60.590 569.0000 0.666 10.6 4.181500e+01 23793.0 2534.0
R1000 13.1335 210.136 1912.9000 0.687 11.0 4.023100e+01 76958.0 8454.0
MIB 252.3236 4037.178 36590.0000 0.690 11.0 4.182000e+00 153002.0 16882.0
EUROSTX-SMALL 2.2633 36.213 326.1000 0.694 11.1 4.181500e+01 13636.0 1514.0
AEX 6.4389 103.022 921.2000 0.699 11.2 1.672610e+02 154081.0 17232.0
AEX_mini 6.5296 104.474 921.8500 0.708 11.3 1.672600e+01 15419.0 1747.0
EUROSTX 37.7625 604.200 5289.0000 0.714 11.4 8.363000e+00 44232.0 5053.0
DJSTX-SMALL 2.5013 40.021 349.1000 0.717 11.5 4.181500e+01 14598.0 1673.0
JP-REALESTATE 12.2916 196.666 1696.5000 0.725 11.6 5.201000e+00 8824.0 1023.0
CAC 57.9428 927.085 7948.0000 0.729 11.7 8.363000e+00 66469.0 7753.0
BBCOMM 0.7496 11.993 102.5000 0.731 11.7 8.046200e+01 8247.0 965.0
EU-INSURE 3.1827 50.924 434.1000 0.733 11.7 4.181500e+01 18152.0 2129.0
MSCISING 2.8768 46.029 391.6500 0.735 11.8 5.937800e+01 23255.0 2733.0
IBEX_mini 91.4001 1462.402 12400.0000 0.737 11.8 8.360000e-01 10370.0 1223.0
IBEX 91.4662 1463.459 12403.0000 0.737 11.8 8.363000e+00 103727.0 12239.0
SP500_micro 44.8484 717.574 6080.7500 0.738 11.8 4.023000e+00 24464.0 2887.0
BRE 0.0013 0.020 0.1704 0.738 11.8 8.046218e+04 13715.0 1618.0
FTSEVIET 12.9713 207.540 1755.0000 0.739 11.8 4.023000e+00 7061.0 835.0
SP500 44.9564 719.302 6071.7500 0.740 11.8 4.023100e+01 244273.0 28938.0
MSCIWORLD 29.0806 465.289 3881.5000 0.749 12.0 8.046000e+00 31231.0 3744.0
MSCIEAFA 18.0601 288.962 2370.5000 0.762 12.2 4.023100e+01 95368.0 11625.0
BUXL 1.0220 16.352 129.0000 0.792 12.7 8.363040e+02 107883.0 13675.0
EU-MEDIA 3.9656 63.450 499.8000 0.793 12.7 4.181500e+01 20899.0 2653.0
BUTTER 2.0453 32.725 254.8250 0.803 12.8 1.609240e+02 41008.0 5266.0
EU-CONSTRUCTION 5.8741 93.986 731.2000 0.803 12.9 4.181500e+01 30575.0 3930.0
US-INDUSTRY 11.3841 182.145 1400.8000 0.813 13.0 8.046200e+01 112711.0 14656.0
SUGAR16 0.2927 4.683 36.0100 0.813 13.0 9.011760e+02 32451.0 4220.0
FEEDCOW 2.2444 35.910 273.5750 0.820 13.1 4.023110e+02 110062.0 14447.0
US-HEALTH 12.2971 196.754 1493.6000 0.823 13.2 8.046200e+01 120178.0 15831.0
NIKKEI400 207.5546 3320.873 25195.0000 0.824 13.2 5.200000e-01 13104.0 1727.0
EU-DJ-UTIL 3.1858 50.974 386.7000 0.824 13.2 4.181500e+01 16170.0 2131.0
US30 0.9783 15.652 118.1875 0.828 13.2 8.046220e+02 95096.0 12594.0
ZAR 0.0004 0.007 0.0533 0.831 13.3 4.023109e+05 21453.0 2854.0
TOPIX 23.1996 371.194 2786.5000 0.833 13.3 5.201000e+00 14493.0 1931.0
FTSE250 175.2734 2804.374 21013.0000 0.834 13.3 2.000000e+00 42026.0 5609.0
EU-TRAVEL 2.3310 37.296 277.8000 0.839 13.4 4.181500e+01 11616.0 1560.0
SP400 27.3808 438.094 3251.9000 0.842 13.5 8.046200e+01 261655.0 35250.0
LIVECOW 1.6558 26.492 196.5000 0.843 13.5 3.218490e+02 63243.0 8527.0
GOLD-mini 24.2727 388.363 2827.2500 0.859 13.7 4.023100e+01 113743.0 15624.0
GOLD_micro 24.3428 389.485 2827.5000 0.861 13.8 8.046000e+00 22751.0 3134.0
GOLD 24.4739 391.582 2828.1000 0.865 13.8 8.046200e+01 227555.0 31508.0
EU-HEALTH 10.0536 160.858 1157.8000 0.868 13.9 4.181500e+01 48414.0 6726.0
US-STAPLES 6.9748 111.597 800.9000 0.871 13.9 8.046200e+01 64442.0 8979.0
EU-DJ-TELECOM 3.0632 49.011 351.7000 0.871 13.9 4.181500e+01 14706.0 2049.0
EU-CHEM 10.9527 175.243 1253.5000 0.874 14.0 4.181500e+01 52415.0 7328.0
EU-UTILS 3.4158 54.652 389.7000 0.877 14.0 4.181500e+01 16295.0 2285.0
EU-FOOD 5.6228 89.964 640.8000 0.877 14.0 4.181500e+01 26795.0 3762.0
MXP 0.0004 0.007 0.0481 0.881 14.1 4.023109e+05 19339.0 2726.0
US-MATERIAL 8.3791 134.065 942.9000 0.889 14.2 8.046200e+01 75868.0 10787.0
EU-BANKS 1.4487 23.179 161.5500 0.897 14.3 4.181500e+01 6755.0 969.0
CORN 4.2055 67.288 460.7500 0.913 14.6 4.023100e+01 18536.0 2707.0
WHEAT_ICE 1.7703 28.324 193.5000 0.915 14.6 1.000000e+02 19350.0 2832.0
SOYBEAN 9.9975 159.961 1052.0000 0.950 15.2 4.023100e+01 42323.0 6435.0
COPPER_LME 87.8056 1404.890 9032.0000 0.972 15.6 2.011600e+01 181684.0 28260.0
FTSEINDO 32.7797 524.475 3225.0000 1.016 16.3 4.023000e+00 12975.0 2110.0
US-DISCRETE 24.2918 388.669 2367.3000 1.026 16.4 8.046200e+01 190478.0 31273.0
RUSSELL_mini 23.6012 377.620 2293.6000 1.029 16.5 4.023100e+01 92274.0 15192.0
LEAD_LME 20.1238 321.980 1951.0000 1.031 16.5 2.011600e+01 39245.0 6477.0
NIKKEI 409.5894 6553.431 39580.0000 1.035 16.6 5.200000e-01 20586.0 3408.0
GICS 5.8778 94.045 562.0000 1.046 16.7 2.011550e+02 113049.0 18918.0
EU-OIL 3.7013 59.221 353.6000 1.047 16.7 4.181500e+01 14786.0 2476.0
EU-HOUSE 11.8814 190.103 1135.0000 1.047 16.7 4.181500e+01 47460.0 7949.0
KOSPI 3.4955 55.928 331.0000 1.056 16.9 1.393500e+02 46125.0 7794.0
OMX 48.8741 781.985 4626.9000 1.056 16.9 8.363000e+00 38695.0 6540.0
RUSSELL 24.2389 387.823 2287.0000 1.060 17.0 4.023000e+00 9201.0 1560.0
EU-DJ-OIL 3.8309 61.294 360.6000 1.062 17.0 4.181500e+01 15079.0 2563.0
CRUDE_W 0.7200 11.520 67.6800 1.064 17.0 8.046220e+02 54457.0 9269.0
KOSPI_mini 3.5247 56.396 331.0000 1.065 17.0 2.787000e+01 9225.0 1572.0
MSCIASIA 7.4343 118.950 696.0000 1.068 17.1 8.046200e+01 56002.0 9571.0
EU-RETAIL 4.8973 78.356 455.1000 1.076 17.2 4.181500e+01 19030.0 3276.0
MSCIEMASIA 7.6187 121.900 704.2500 1.082 17.3 8.046200e+01 56665.0 9808.0
COTTON2 0.7297 11.675 67.0800 1.088 17.4 4.023110e+02 26987.0 4697.0
EU-AUTO 6.3042 100.867 577.7000 1.091 17.5 4.181500e+01 24157.0 4218.0
LEANHOG 1.1351 18.162 102.9250 1.103 17.6 3.218490e+02 33126.0 5845.0
COPPER 0.0481 0.770 4.3380 1.110 17.8 2.011554e+04 87261.0 15491.0
NASDAQ_micro 239.8286 3837.258 21574.7500 1.112 17.8 1.609000e+00 34719.0 6175.0
NASDAQ 240.0483 3840.773 21572.2500 1.113 17.8 1.609200e+01 347150.0 61807.0
COPPER-mini 0.0476 0.761 4.2620 1.116 17.9 1.005777e+04 42866.0 7653.0
COPPER-micro 0.0478 0.764 4.2590 1.122 17.9 2.011554e+03 8567.0 1537.0
BOVESPA 1539.7945 24636.712 135585.0000 1.136 18.2 8.050000e-01 109095.0 19823.0
STEEL 8.9294 142.871 780.0000 1.145 18.3 1.609200e+01 12552.0 2299.0
CORN_mini 5.5761 89.217 486.3750 1.146 18.3 8.046000e+00 3913.0 718.0
COTTON 0.0076 0.122 0.6627 1.147 18.3 4.023109e+04 26661.0 4891.0
CHINAA-CON 24.0720 385.152 2096.4000 1.148 18.4 2.011600e+01 42170.0 7748.0
SOYBEAN_mini 12.1855 194.968 1059.0000 1.151 18.4 8.046000e+00 8521.0 1569.0
EPRA-EUROPE 18.8367 301.388 1634.5000 1.152 18.4 8.363000e+00 13669.0 2521.0
GASOILINE 0.0265 0.425 2.2694 1.169 18.7 3.379411e+04 76692.0 14349.0
EU-REALESTATE 1.5294 24.471 129.5000 1.181 18.9 4.181500e+01 5415.0 1023.0
MILLWHEAT 2.8058 44.893 236.5000 1.186 19.0 4.181500e+01 9889.0 1877.0
RICE 0.1651 2.642 13.8800 1.190 19.0 1.609243e+03 22336.0 4252.0
ALUMINIUM_LME 31.2197 499.515 2598.0000 1.202 19.2 2.011600e+01 52260.0 10048.0
FTSECHINAA 160.8558 2573.692 13194.0000 1.219 19.5 8.050000e-01 10616.0 2071.0
US-REALESTATE 4.5083 72.133 363.4000 1.241 19.8 8.046200e+01 29240.0 5804.0
US-UTILS 9.8297 157.276 789.0000 1.246 19.9 8.046200e+01 63485.0 12655.0
HANG 253.1618 4050.589 20315.0000 1.246 19.9 5.162000e+00 104876.0 20911.0
HANG_mini 253.6211 4057.937 20315.0000 1.248 20.0 1.032000e+00 20975.0 4190.0
TIN_LME 380.6985 6091.176 30270.0000 1.258 20.1 4.023000e+00 121780.0 24505.0
ALUMINIUM 32.5014 520.023 2576.0000 1.262 20.2 2.011600e+01 51818.0 10461.0
FTSETAIWAN 24.1287 386.060 1911.7500 1.262 20.2 3.218500e+01 61529.0 12425.0
MILK 0.2475 3.960 19.2500 1.286 20.6 1.609243e+03 30978.0 6372.0
GASOILINE_ICE 0.0295 0.472 2.2852 1.290 20.6 3.379411e+04 77226.0 15936.0
US-ENERGY 12.0541 192.865 921.1000 1.309 20.9 8.046200e+01 74114.0 15518.0
LUMBER-new 8.0823 129.316 615.0000 1.314 21.0 2.212700e+01 13608.0 2861.0
WHEAT 8.1797 130.875 618.0000 1.324 21.2 4.023100e+01 24863.0 5265.0
EU-BASIC 7.1798 114.877 532.1000 1.349 21.6 4.181500e+01 22250.0 4804.0
ZINC_LME 37.2491 595.986 2754.5000 1.352 21.6 2.011600e+01 55408.0 11989.0
BRENT_W 1.0096 16.153 74.3300 1.358 21.7 8.046220e+02 59808.0 12997.0
CANOLA 8.7995 140.792 647.4000 1.359 21.7 1.112600e+01 7203.0 1566.0
HEATOIL 0.0313 0.500 2.2920 1.364 21.8 3.379411e+04 77456.0 16900.0
BRENT-LAST 1.0126 16.201 74.1000 1.366 21.9 8.046220e+02 59622.0 13036.0
IRON 1.4404 23.046 104.5000 1.378 22.1 8.046200e+01 8408.0 1854.0
RUBBER 2.7737 44.380 200.6000 1.383 22.1 4.023100e+01 8070.0 1785.0
HANGENT_mini 102.6915 1643.063 7421.0000 1.384 22.1 1.032000e+00 7662.0 1696.0
HANGENT 102.8595 1645.753 7421.0000 1.386 22.2 5.162000e+00 38311.0 8496.0
EU-TECH 12.1717 194.747 869.8000 1.399 22.4 4.181500e+01 36371.0 8143.0
COFFEE 5.2221 83.554 371.3500 1.406 22.5 3.017330e+02 112049.0 25211.0
SUGAR_WHITE 6.8859 110.175 480.5000 1.433 22.9 4.023100e+01 19331.0 4432.0
SUGAR11 0.2592 4.147 17.9100 1.447 23.2 9.011760e+02 16140.0 3737.0
GASOILINE_micro 0.0296 0.474 2.0464 1.448 23.2 3.379411e+03 6916.0 1602.0
CRUDE_W_micro 1.0349 16.559 71.2300 1.453 23.2 8.046200e+01 5731.0 1332.0
MUMMY 9.3277 149.244 641.0000 1.455 23.3 5.201000e+00 3334.0 776.0
FTSECHINAH 220.1374 3522.198 14865.0000 1.481 23.7 1.609000e+00 23921.0 5668.0
EU-DJ-TECH 16.9148 270.636 1139.9000 1.484 23.7 4.181500e+01 47665.0 11317.0
KOSDAQ 18.3420 293.472 1231.2000 1.490 23.8 5.574000e+00 6863.0 1636.0
NICKEL_LME 230.6134 3689.815 15365.0000 1.501 24.0 4.828000e+00 74178.0 17813.0
FANG 206.7423 3307.877 13620.4000 1.518 24.3 4.023000e+00 54796.0 13308.0
REDWHEAT 9.1703 146.724 600.5000 1.527 24.4 4.023100e+01 24159.0 5903.0
SOYOIL 0.7194 11.510 46.7500 1.539 24.6 4.827730e+02 22570.0 5557.0
ROBUSTA 87.7582 1404.131 5684.0000 1.544 24.7 8.046000e+00 45735.0 11298.0
SOYMEAL 4.9145 78.633 318.1000 1.545 24.7 8.046200e+01 25595.0 6327.0
CRUDE_W_mini 1.1177 17.883 71.8500 1.556 24.9 4.023110e+02 28906.0 7194.0
CHEESE 0.0288 0.462 1.8420 1.566 25.1 1.609243e+04 29642.0 7427.0
GASOIL 10.9681 175.490 689.7500 1.590 25.4 8.046200e+01 55499.0 14120.0
CRUDE_ICE 1.1495 18.392 72.0700 1.595 25.5 8.046220e+02 57989.0 14799.0
WHEAT_mini 9.0976 145.561 560.1250 1.624 26.0 8.046000e+00 4507.0 1171.0
PLAT 17.0144 272.231 1041.0000 1.634 26.2 4.023100e+01 41881.0 10952.0
EUA 1.3860 22.176 83.8700 1.653 26.4 8.363040e+02 70141.0 18546.0
MSCITAIWAN 16.1945 259.112 973.5000 1.664 26.6 8.046200e+01 78330.0 20849.0
SILVER 0.5449 8.719 32.5000 1.677 26.8 8.046220e+02 26150.0 7015.0
WHEY 1.1080 17.728 63.0000 1.759 28.1 3.540340e+02 22304.0 6276.0
HANGTECH 84.0013 1344.021 4750.0000 1.768 28.3 5.162000e+00 24522.0 6939.0
HEATOIL-ICE 0.0418 0.669 2.3577 1.772 28.4 3.379411e+04 79676.0 22591.0
COAL-GEORDIE 2.3135 37.017 122.0000 1.896 30.3 8.046220e+02 98164.0 29784.0
OJ 8.8375 141.400 463.5000 1.907 30.5 1.206930e+02 55941.0 17066.0
V2X 0.3547 5.675 17.9000 1.982 31.7 8.363000e+01 1497.0 475.0
OATIES 7.0228 112.364 349.0000 2.012 32.2 4.023100e+01 14041.0 4521.0
COAL 2.3090 36.945 111.0000 2.080 33.3 8.046220e+02 89313.0 29727.0
PALLAD 24.5586 392.938 1080.5000 2.273 36.4 8.046200e+01 86939.0 31617.0
BITCOIN 2514.7812 40236.499 103500.0000 2.430 38.9 8.000000e-02 8328.0 3238.0
COCOA_LDN 210.4410 3367.056 8586.0000 2.451 39.2 1.000000e+01 85860.0 33671.0
VNKI 0.6832 10.932 24.3000 2.812 45.0 5.201100e+01 1264.0 569.0
COCOA 312.2932 4996.692 10825.0000 2.885 46.2 8.046000e+00 87100.0 40204.0
VIX 0.5724 9.159 18.4000 3.111 49.8 8.046220e+02 14805.0 7369.0
GAS_US 0.1013 1.620 3.1900 3.175 50.8 8.046217e+03 25667.0 13039.0
GAS-LAST 0.1094 1.750 3.1980 3.420 54.7 8.046217e+03 25732.0 14081.0
VIX_mini 0.6402 10.244 17.9000 3.577 57.2 8.046200e+01 1440.0 824.0
ETHEREUM 125.8016 2012.826 3358.5000 3.746 59.9 4.023100e+01 135116.0 80978.0
ETHER-micro 126.4126 2022.601 3374.0000 3.747 59.9 8.000000e-02 271.0 163.0
GAS-PEN 0.1356 2.170 3.0590 4.434 70.9 8.046217e+03 24613.0 17463.0
GAS_US_mini 0.1364 2.182 3.0600 4.457 71.3 2.011554e+03 6155.0 4390.0
=======================================================================================================================================================================
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
ETHANOL 0.0000 0.000 2.1610 0.000 0.0 2.333403e+04 50425.0 0.0
ETHER-micro 126.4126 2022.601 3374.0000 3.747 59.9 8.000000e-02 271.0 163.0
CAD_micro 0.0024 0.039 0.6900 0.354 5.7 8.046217e+03 5552.0 314.0
AUD_micro 0.0033 0.053 0.6214 0.536 8.6 8.046217e+03 5000.0 429.0
V2X 0.3547 5.675 17.9000 1.982 31.7 8.363000e+01 1497.0 475.0
GBP_micro 0.0061 0.098 1.2394 0.495 7.9 5.028886e+03 6233.0 493.0
VNKI 0.6832 10.932 24.3000 2.812 45.0 5.201100e+01 1264.0 569.0
CORN_mini 5.5761 89.217 486.3750 1.146 18.3 8.046000e+00 3913.0 718.0
CHF_micro 0.0047 0.075 1.1036 0.423 6.8 1.005777e+04 11100.0 751.0
MUMMY 9.3277 149.244 641.0000 1.455 23.3 5.201000e+00 3334.0 776.0
EUR_micro 0.0049 0.078 1.0392 0.470 7.5 1.005777e+04 10452.0 785.0
VIX_mini 0.6402 10.244 17.9000 3.577 57.2 8.046200e+01 1440.0 824.0
FTSEVIET 12.9713 207.540 1755.0000 0.739 11.8 4.023000e+00 7061.0 835.0
CAD2 0.0986 1.578 105.5200 0.093 1.5 5.562850e+02 58699.0 878.0
BBCOMM 0.7496 11.993 102.5000 0.731 11.7 8.046200e+01 8247.0 965.0
EU-BANKS 1.4487 23.179 161.5500 0.897 14.3 4.181500e+01 6755.0 969.0
JP-REALESTATE 12.2916 196.666 1696.5000 0.725 11.6 5.201000e+00 8824.0 1023.0
EU-REALESTATE 1.5294 24.471 129.5000 1.181 18.9 4.181500e+01 5415.0 1023.0
KR3 0.1204 1.927 106.9300 0.113 1.8 5.574020e+02 59603.0 1074.0
SARONA 0.0319 0.511 99.9650 0.032 0.5 2.209280e+03 220851.0 1129.0
WHEAT_mini 9.0976 145.561 560.1250 1.624 26.0 8.046000e+00 4507.0 1171.0
INR 0.1834 2.934 115.1300 0.159 2.5 4.023110e+02 46318.0 1180.0
SHATZ 0.0892 1.428 106.8150 0.084 1.3 8.363040e+02 89330.0 1194.0
SGD_mini 0.0051 0.081 1.3490 0.376 6.0 1.484454e+04 20025.0 1206.0
IBEX_mini 91.4001 1462.402 12400.0000 0.737 11.8 8.360000e-01 10370.0 1223.0
TWD-mini 0.0010 0.015 0.3025 0.320 5.1 8.046218e+04 24340.0 1246.0
RUR 0.0000 0.001 0.0099 0.394 6.3 2.011554e+06 19995.0 1262.0
KRWUSD_mini 0.0041 0.066 0.6885 0.595 9.5 2.011554e+04 13850.0 1318.0
CRUDE_W_micro 1.0349 16.559 71.2300 1.453 23.2 8.046200e+01 5731.0 1332.0
EU-DIV30 10.3131 165.009 1739.0000 0.593 9.5 8.363000e+00 14543.0 1380.0
EUROSTX-SMALL 2.2633 36.213 326.1000 0.694 11.1 4.181500e+01 13636.0 1514.0
COPPER-micro 0.0478 0.764 4.2590 1.122 17.9 2.011554e+03 8567.0 1537.0
EU-TRAVEL 2.3310 37.296 277.8000 0.839 13.4 4.181500e+01 11616.0 1560.0
RUSSELL 24.2389 387.823 2287.0000 1.060 17.0 4.023000e+00 9201.0 1560.0
CANOLA 8.7995 140.792 647.4000 1.359 21.7 1.112600e+01 7203.0 1566.0
SOYBEAN_mini 12.1855 194.968 1059.0000 1.151 18.4 8.046000e+00 8521.0 1569.0
KOSPI_mini 3.5247 56.396 331.0000 1.065 17.0 2.787000e+01 9225.0 1572.0
BTP3 0.1178 1.885 107.3900 0.110 1.8 8.363040e+02 89811.0 1577.0
GASOILINE_micro 0.0296 0.474 2.0464 1.448 23.2 3.379411e+03 6916.0 1602.0
BRE 0.0013 0.020 0.1704 0.738 11.8 8.046218e+04 13715.0 1618.0
KOSDAQ 18.3420 293.472 1231.2000 1.490 23.8 5.574000e+00 6863.0 1636.0
DJSTX-SMALL 2.5013 40.021 349.1000 0.717 11.5 4.181500e+01 14598.0 1673.0
HOUSE-US 0.5226 8.361 351.0000 0.149 2.4 2.011550e+02 70606.0 1682.0
HANGENT_mini 102.6915 1643.063 7421.0000 1.384 22.1 1.032000e+00 7662.0 1696.0
NIKKEI400 207.5546 3320.873 25195.0000 0.824 13.2 5.200000e-01 13104.0 1727.0
EURIBOR 0.0518 0.830 97.8800 0.053 0.8 2.090759e+03 204644.0 1734.0
EURIBOR-ICE 0.0520 0.832 97.8400 0.053 0.9 2.090759e+03 204560.0 1739.0
AEX_mini 6.5296 104.474 921.8500 0.708 11.3 1.672600e+01 15419.0 1747.0
RUBBER 2.7737 44.380 200.6000 1.383 22.1 4.023100e+01 8070.0 1785.0
DAX 136.8818 2190.109 21807.0000 0.628 10.0 8.360000e-01 18237.0 1832.0
IRON 1.4404 23.046 104.5000 1.378 22.1 8.046200e+01 8408.0 1854.0
DOW 290.3059 4644.894 44713.0000 0.649 10.4 4.020000e-01 17989.0 1869.0
MILLWHEAT 2.8058 44.893 236.5000 1.186 19.0 4.181500e+01 9889.0 1877.0
TOPIX 23.1996 371.194 2786.5000 0.833 13.3 5.201000e+00 14493.0 1931.0
SWISSLEAD 13.6873 218.997 2082.7000 0.657 10.5 8.837000e+00 18405.0 1935.0
SOFR 0.0627 1.003 95.9900 0.065 1.0 2.011554e+03 193089.0 2017.0
EU-DJ-TELECOM 3.0632 49.011 351.7000 0.871 13.9 4.181500e+01 14706.0 2049.0
FTSECHINAA 160.8558 2573.692 13194.0000 1.219 19.5 8.050000e-01 10616.0 2071.0
JGB-mini 0.2509 4.014 140.7300 0.178 2.9 5.201060e+02 73194.0 2088.0
EURO600 3.1379 50.206 539.7000 0.581 9.3 4.181500e+01 22568.0 2099.0
FTSEINDO 32.7797 524.475 3225.0000 1.016 16.3 4.023000e+00 12975.0 2110.0
EU-INSURE 3.1827 50.924 434.1000 0.733 11.7 4.181500e+01 18152.0 2129.0
EU-DJ-UTIL 3.1858 50.974 386.7000 0.824 13.2 4.181500e+01 16170.0 2131.0
EUROSTX200-LARGE 3.2207 51.532 564.8000 0.570 9.1 4.181500e+01 23617.0 2155.0
SMI-MID 15.3233 245.172 2805.0000 0.546 8.7 8.837000e+00 24788.0 2167.0
JGB-SGX-mini 0.2642 4.228 140.7300 0.188 3.0 5.201060e+02 73194.0 2199.0
FED 0.0419 0.671 95.9900 0.044 0.7 3.352859e+03 321841.0 2249.0
EU-UTILS 3.4158 54.652 389.7000 0.877 14.0 4.181500e+01 16295.0 2285.0
STEEL 8.9294 142.871 780.0000 1.145 18.3 1.609200e+01 12552.0 2299.0
SONIA3 0.0589 0.942 96.1900 0.061 1.0 2.500000e+03 240475.0 2355.0
EU-MID 3.5536 56.858 561.0000 0.633 10.1 4.181500e+01 23458.0 2378.0
US2 0.0958 1.533 102.8281 0.093 1.5 1.609243e+03 165475.0 2467.0
EU-OIL 3.7013 59.221 353.6000 1.047 16.7 4.181500e+01 14786.0 2476.0
EPRA-EUROPE 18.8367 301.388 1634.5000 1.152 18.4 8.363000e+00 13669.0 2521.0
CAD5 0.2844 4.550 114.1600 0.249 4.0 5.562850e+02 63505.0 2531.0
EUROSTX-LARGE 3.7869 60.590 569.0000 0.666 10.6 4.181500e+01 23793.0 2534.0
EU-DJ-OIL 3.8309 61.294 360.6000 1.062 17.0 4.181500e+01 15079.0 2563.0
EU-MEDIA 3.9656 63.450 499.8000 0.793 12.7 4.181500e+01 20899.0 2653.0
CORN 4.2055 67.288 460.7500 0.913 14.6 4.023100e+01 18536.0 2707.0
MXP 0.0004 0.007 0.0481 0.881 14.1 4.023109e+05 19339.0 2726.0
MSCISING 2.8768 46.029 391.6500 0.735 11.8 5.937800e+01 23255.0 2733.0
WHEAT_ICE 1.7703 28.324 193.5000 0.915 14.6 1.000000e+02 19350.0 2832.0
ZAR 0.0004 0.007 0.0533 0.831 13.3 4.023109e+05 21453.0 2854.0
LUMBER-new 8.0823 129.316 615.0000 1.314 21.0 2.212700e+01 13608.0 2861.0
SP500_micro 44.8484 717.574 6080.7500 0.738 11.8 4.023000e+00 24464.0 2887.0
JPY_mini 0.0000 0.001 0.0065 0.595 9.5 5.028886e+06 32577.0 3101.0
US5 0.2417 3.867 106.4062 0.227 3.6 8.046220e+02 85617.0 3111.0
GOLD_micro 24.3428 389.485 2827.5000 0.861 13.8 8.046000e+00 22751.0 3134.0
CAD 0.0025 0.040 0.6902 0.362 5.8 8.046218e+04 55539.0 3218.0
BITCOIN 2514.7812 40236.499 103500.0000 2.430 38.9 8.000000e-02 8328.0 3238.0
BOBL 0.2443 3.908 117.4300 0.208 3.3 8.363040e+02 98207.0 3268.0
EU-RETAIL 4.8973 78.356 455.1000 1.076 17.2 4.181500e+01 19030.0 3276.0
MILKWET 0.1295 2.073 20.1200 0.644 10.3 1.609243e+03 32378.0 3335.0
KR10 0.3767 6.028 118.3800 0.318 5.1 5.574020e+02 65985.0 3360.0
NIKKEI 409.5894 6553.431 39580.0000 1.035 16.6 5.200000e-01 20586.0 3408.0
SUGAR11 0.2592 4.147 17.9100 1.447 23.2 9.011760e+02 16140.0 3737.0
MSCIWORLD 29.0806 465.289 3881.5000 0.749 12.0 8.046000e+00 31231.0 3744.0
EU-FOOD 5.6228 89.964 640.8000 0.877 14.0 4.181500e+01 26795.0 3762.0
CNH 0.0213 0.342 7.2833 0.293 4.7 1.102133e+04 80272.0 3765.0
CNH-onshore 0.0006 0.009 0.1380 0.430 6.9 4.023109e+05 55519.0 3819.0
EUR_mini 0.0049 0.078 1.0391 0.469 7.5 5.028886e+04 52255.0 3918.0
EU-CONSTRUCTION 5.8741 93.986 731.2000 0.803 12.9 4.181500e+01 30575.0 3930.0
TWD 0.1036 1.658 30.4710 0.340 5.4 2.413865e+03 73553.0 4002.0
US3 0.1587 2.539 104.4102 0.152 2.4 1.609243e+03 168021.0 4085.0
NZD 0.0032 0.051 0.5642 0.566 9.0 8.046218e+04 45393.0 4107.0
HANG_mini 253.6211 4057.937 20315.0000 1.248 20.0 1.032000e+00 20975.0 4190.0
EU-AUTO 6.3042 100.867 577.7000 1.091 17.5 4.181500e+01 24157.0 4218.0
SUGAR16 0.2927 4.683 36.0100 0.813 13.0 9.011760e+02 32451.0 4220.0
RICE 0.1651 2.642 13.8800 1.190 19.0 1.609243e+03 22336.0 4252.0
SGD 0.0045 0.072 1.3490 0.336 5.4 5.937817e+04 80101.0 4302.0
CLP 0.0000 0.000 0.0010 0.665 10.6 4.023109e+07 40835.0 4346.0
GBPEUR 0.0022 0.035 0.8386 0.259 4.2 1.250000e+05 104825.0 4351.0
MILKDRY 0.7690 12.304 134.7500 0.571 9.1 3.540340e+02 47706.0 4356.0
AUD 0.0034 0.054 0.6216 0.544 8.7 8.046218e+04 50011.0 4357.0
GAS_US_mini 0.1364 2.182 3.0600 4.457 71.3 2.011554e+03 6155.0 4390.0
SUGAR_WHITE 6.8859 110.175 480.5000 1.433 22.9 4.023100e+01 19331.0 4432.0
OATIES 7.0228 112.364 349.0000 2.012 32.2 4.023100e+01 14041.0 4521.0
COTTON2 0.7297 11.675 67.0800 1.088 17.4 4.023110e+02 26987.0 4697.0
CAD10 0.5282 8.451 123.9200 0.426 6.8 5.562850e+02 68935.0 4701.0
EU-BASIC 7.1798 114.877 532.1000 1.349 21.6 4.181500e+01 22250.0 4804.0
EURCHF 0.0027 0.044 0.9419 0.291 4.7 1.104640e+05 104046.0 4849.0
US10 0.3794 6.070 108.8438 0.349 5.6 8.046220e+02 87578.0 4884.0
COTTON 0.0076 0.122 0.6627 1.147 18.3 4.023109e+04 26661.0 4891.0
GBP 0.0061 0.098 1.2393 0.496 7.9 5.028886e+04 62323.0 4946.0
EUROSTX 37.7625 604.200 5289.0000 0.714 11.4 8.363000e+00 44232.0 5053.0
DX 0.4050 6.480 108.2000 0.374 6.0 8.046220e+02 87060.0 5214.0
WHEAT 8.1797 130.875 618.0000 1.324 21.2 4.023100e+01 24863.0 5265.0
BUTTER 2.0453 32.725 254.8250 0.803 12.8 1.609240e+02 41008.0 5266.0
SOYOIL 0.7194 11.510 46.7500 1.539 24.6 4.827730e+02 22570.0 5557.0
FTSE250 175.2734 2804.374 21013.0000 0.834 13.3 2.000000e+00 42026.0 5609.0
EURCAD 0.0051 0.081 1.5053 0.336 5.4 6.953562e+04 104672.0 5625.0
FTSECHINAH 220.1374 3522.198 14865.0000 1.481 23.7 1.609000e+00 23921.0 5668.0
EURAUD 0.0057 0.091 1.6725 0.341 5.5 6.262924e+04 104747.0 5718.0
US-REALESTATE 4.5083 72.133 363.4000 1.241 19.8 8.046200e+01 29240.0 5804.0
BONO 0.4354 6.966 124.4500 0.350 5.6 8.363040e+02 104078.0 5826.0
LEANHOG 1.1351 18.162 102.9250 1.103 17.6 3.218490e+02 33126.0 5845.0
REDWHEAT 9.1703 146.724 600.5000 1.527 24.4 4.023100e+01 24159.0 5903.0
BTP 0.4519 7.231 119.8300 0.377 6.0 8.363040e+02 100214.0 6047.0
OAT 0.4538 7.261 123.4500 0.368 5.9 8.363040e+02 103242.0 6072.0
CH10 0.4308 6.893 148.2000 0.291 4.7 8.837120e+02 130966.0 6091.0
BUND 0.4599 7.359 132.5500 0.347 5.6 8.363040e+02 110852.0 6154.0
NASDAQ_micro 239.8286 3837.258 21574.7500 1.112 17.8 1.609000e+00 34719.0 6175.0
JPY 0.0000 0.001 0.0065 0.597 9.5 1.005777e+07 65144.0 6218.0
HIGHYIELD 0.4837 7.739 167.7600 0.288 4.6 8.046220e+02 134983.0 6227.0
WHEY 1.1080 17.728 63.0000 1.759 28.1 3.540340e+02 22304.0 6276.0
US10U 0.4894 7.831 111.3906 0.439 7.0 8.046220e+02 89627.0 6301.0
SOYMEAL 4.9145 78.633 318.1000 1.545 24.7 8.046200e+01 25595.0 6327.0
MILK 0.2475 3.960 19.2500 1.286 20.6 1.609243e+03 30978.0 6372.0
KRWUSD 0.0000 0.000 0.0007 0.580 9.3 1.005777e+08 69197.0 6422.0
SOYBEAN 9.9975 159.961 1052.0000 0.950 15.2 4.023100e+01 42323.0 6435.0
LEAD_LME 20.1238 321.980 1951.0000 1.031 16.5 2.011600e+01 39245.0 6477.0
OMX 48.8741 781.985 4626.9000 1.056 16.9 8.363000e+00 38695.0 6540.0
EU-HEALTH 10.0536 160.858 1157.8000 0.868 13.9 4.181500e+01 48414.0 6726.0
HANGTECH 84.0013 1344.021 4750.0000 1.768 28.3 5.162000e+00 24522.0 6939.0
SILVER 0.5449 8.719 32.5000 1.677 26.8 8.046220e+02 26150.0 7015.0
CRUDE_W_mini 1.1177 17.883 71.8500 1.556 24.9 4.023110e+02 28906.0 7194.0
CHF 0.0045 0.072 1.1035 0.409 6.5 1.005777e+05 110988.0 7255.0
EU-CHEM 10.9527 175.243 1253.5000 0.874 14.0 4.181500e+01 52415.0 7328.0
VIX 0.5724 9.159 18.4000 3.111 49.8 8.046220e+02 14805.0 7369.0
CHEESE 0.0288 0.462 1.8420 1.566 25.1 1.609243e+04 29642.0 7427.0
IG 0.5823 9.318 136.4500 0.427 6.8 8.046220e+02 109791.0 7497.0
GBPCHF 0.0043 0.068 1.1238 0.378 6.1 1.104640e+05 124139.0 7518.0
COPPER-mini 0.0476 0.761 4.2620 1.116 17.9 1.005777e+04 42866.0 7653.0
CHINAA-CON 24.0720 385.152 2096.4000 1.148 18.4 2.011600e+01 42170.0 7748.0
CAC 57.9428 927.085 7948.0000 0.729 11.7 8.363000e+00 66469.0 7753.0
EUR 0.0048 0.077 1.0393 0.465 7.4 1.005777e+05 104530.0 7781.0
KOSPI 3.4955 55.928 331.0000 1.056 16.9 1.393500e+02 46125.0 7794.0
EU-HOUSE 11.8814 190.103 1135.0000 1.047 16.7 4.181500e+01 47460.0 7949.0
EU-TECH 12.1717 194.747 869.8000 1.399 22.4 4.181500e+01 36371.0 8143.0
FTSE100 51.4548 823.276 8657.0000 0.594 9.5 1.000000e+01 86570.0 8233.0
R1000 13.1335 210.136 1912.9000 0.687 11.0 4.023100e+01 76958.0 8454.0
GILT 0.5294 8.471 92.7900 0.571 9.1 1.000000e+03 92790.0 8471.0
HANGENT 102.8595 1645.753 7421.0000 1.386 22.2 5.162000e+00 38311.0 8496.0
LIVECOW 1.6558 26.492 196.5000 0.843 13.5 3.218490e+02 63243.0 8527.0
US-STAPLES 6.9748 111.597 800.9000 0.871 13.9 8.046200e+01 64442.0 8979.0
US20 0.7186 11.498 113.8125 0.631 10.1 8.046220e+02 91576.0 9251.0
CRUDE_W 0.7200 11.520 67.6800 1.064 17.0 8.046220e+02 54457.0 9269.0
MSCIASIA 7.4343 118.950 696.0000 1.068 17.1 8.046200e+01 56002.0 9571.0
PLN 0.0015 0.024 0.2455 0.614 9.8 4.023109e+05 98759.0 9697.0
MSCIEMASIA 7.6187 121.900 704.2500 1.082 17.3 8.046200e+01 56665.0 9808.0
YENEUR 0.9524 15.239 160.5200 0.593 9.5 6.501320e+02 104359.0 9907.0
ALUMINIUM_LME 31.2197 499.515 2598.0000 1.202 19.2 2.011600e+01 52260.0 10048.0
AUDJPY 0.6095 9.751 95.9700 0.635 10.2 1.040211e+03 99829.0 10144.0
SPI200 52.0863 833.381 8509.0000 0.612 9.8 1.252600e+01 106582.0 10439.0
ALUMINIUM 32.5014 520.023 2576.0000 1.262 20.2 2.011600e+01 51818.0 10461.0
US-MATERIAL 8.3791 134.065 942.9000 0.889 14.2 8.046200e+01 75868.0 10787.0
SMI 77.1459 1234.335 12575.0000 0.613 9.8 8.837000e+00 111127.0 10908.0
PLAT 17.0144 272.231 1041.0000 1.634 26.2 4.023100e+01 41881.0 10952.0
ROBUSTA 87.7582 1404.131 5684.0000 1.544 24.7 8.046000e+00 45735.0 11298.0
EU-DJ-TECH 16.9148 270.636 1139.9000 1.484 23.7 4.181500e+01 47665.0 11317.0
GBPJPY 1.1106 17.770 191.4400 0.580 9.3 6.501320e+02 124461.0 11553.0
MSCIEAFA 18.0601 288.962 2370.5000 0.762 12.2 4.023100e+01 95368.0 11625.0
ZINC_LME 37.2491 595.986 2754.5000 1.352 21.6 2.011600e+01 55408.0 11989.0
IBEX 91.4662 1463.459 12403.0000 0.737 11.8 8.363000e+00 103727.0 12239.0
FTSETAIWAN 24.1287 386.060 1911.7500 1.262 20.2 3.218500e+01 61529.0 12425.0
CZK 0.0002 0.004 0.0416 0.584 9.3 3.218487e+06 133741.0 12487.0
US30 0.9783 15.652 118.1875 0.828 13.2 8.046220e+02 95096.0 12594.0
US-UTILS 9.8297 157.276 789.0000 1.246 19.9 8.046200e+01 63485.0 12655.0
BRENT_W 1.0096 16.153 74.3300 1.358 21.7 8.046220e+02 59808.0 12997.0
BRENT-LAST 1.0126 16.201 74.1000 1.366 21.9 8.046220e+02 59622.0 13036.0
GAS_US 0.1013 1.620 3.1900 3.175 50.8 8.046217e+03 25667.0 13039.0
FANG 206.7423 3307.877 13620.4000 1.518 24.3 4.023000e+00 54796.0 13308.0
NOK 0.0005 0.008 0.0883 0.599 9.6 1.609243e+06 142056.0 13609.0
BUXL 1.0220 16.352 129.0000 0.792 12.7 8.363040e+02 107883.0 13675.0
GAS-LAST 0.1094 1.750 3.1980 3.420 54.7 8.046217e+03 25732.0 14081.0
SEK 0.0005 0.009 0.0904 0.605 9.7 1.609243e+06 145556.0 14094.0
GASOIL 10.9681 175.490 689.7500 1.590 25.4 8.046200e+01 55499.0 14120.0
GASOILINE 0.0265 0.425 2.2694 1.169 18.7 3.379411e+04 76692.0 14349.0
FEEDCOW 2.2444 35.910 273.5750 0.820 13.1 4.023110e+02 110062.0 14447.0
US-INDUSTRY 11.3841 182.145 1400.8000 0.813 13.0 8.046200e+01 112711.0 14656.0
CRUDE_ICE 1.1495 18.392 72.0700 1.595 25.5 8.046220e+02 57989.0 14799.0
RUSSELL_mini 23.6012 377.620 2293.6000 1.029 16.5 4.023100e+01 92274.0 15192.0
COPPER 0.0481 0.770 4.3380 1.110 17.8 2.011554e+04 87261.0 15491.0
US-ENERGY 12.0541 192.865 921.1000 1.309 20.9 8.046200e+01 74114.0 15518.0
GOLD-mini 24.2727 388.363 2827.2500 0.859 13.7 4.023100e+01 113743.0 15624.0
US-HEALTH 12.2971 196.754 1493.6000 0.823 13.2 8.046200e+01 120178.0 15831.0
GASOILINE_ICE 0.0295 0.472 2.2852 1.290 20.6 3.379411e+04 77226.0 15936.0
MIB 252.3236 4037.178 36590.0000 0.690 11.0 4.182000e+00 153002.0 16882.0
HEATOIL 0.0313 0.500 2.2920 1.364 21.8 3.379411e+04 77456.0 16900.0
OJ 8.8375 141.400 463.5000 1.907 30.5 1.206930e+02 55941.0 17066.0
AEX 6.4389 103.022 921.2000 0.699 11.2 1.672610e+02 154081.0 17232.0
GAS-PEN 0.1356 2.170 3.0590 4.434 70.9 8.046217e+03 24613.0 17463.0
NICKEL_LME 230.6134 3689.815 15365.0000 1.501 24.0 4.828000e+00 74178.0 17813.0
EUA 1.3860 22.176 83.8700 1.653 26.4 8.363040e+02 70141.0 18546.0
DOW_mini 291.0600 4656.961 44703.0000 0.651 10.4 4.023000e+00 179845.0 18735.0
GICS 5.8778 94.045 562.0000 1.046 16.7 2.011550e+02 113049.0 18918.0
CHFJPY 0.9322 14.915 169.5950 0.550 8.8 1.300264e+03 220518.0 19393.0
BOVESPA 1539.7945 24636.712 135585.0000 1.136 18.2 8.050000e-01 109095.0 19823.0
JGB 0.2443 3.909 140.7100 0.174 2.8 5.201057e+03 731841.0 20333.0
MSCITAIWAN 16.1945 259.112 973.5000 1.664 26.6 8.046200e+01 78330.0 20849.0
HANG 253.1618 4050.589 20315.0000 1.246 19.9 5.162000e+00 104876.0 20911.0
HEATOIL-ICE 0.0418 0.669 2.3577 1.772 28.4 3.379411e+04 79676.0 22591.0
IRS 0.0018 0.029 0.2799 0.654 10.5 8.046217e+05 225254.0 23587.0
TIN_LME 380.6985 6091.176 30270.0000 1.258 20.1 4.023000e+00 121780.0 24505.0
COFFEE 5.2221 83.554 371.3500 1.406 22.5 3.017330e+02 112049.0 25211.0
COPPER_LME 87.8056 1404.890 9032.0000 0.972 15.6 2.011600e+01 181684.0 28260.0
SP500 44.9564 719.302 6071.7500 0.740 11.8 4.023100e+01 244273.0 28938.0
COAL 2.3090 36.945 111.0000 2.080 33.3 8.046220e+02 89313.0 29727.0
COAL-GEORDIE 2.3135 37.017 122.0000 1.896 30.3 8.046220e+02 98164.0 29784.0
US-DISCRETE 24.2918 388.669 2367.3000 1.026 16.4 8.046200e+01 190478.0 31273.0
GOLD 24.4739 391.582 2828.1000 0.865 13.8 8.046200e+01 227555.0 31508.0
PALLAD 24.5586 392.938 1080.5000 2.273 36.4 8.046200e+01 86939.0 31617.0
COCOA_LDN 210.4410 3367.056 8586.0000 2.451 39.2 1.000000e+01 85860.0 33671.0
SP400 27.3808 438.094 3251.9000 0.842 13.5 8.046200e+01 261655.0 35250.0
COCOA 312.2932 4996.692 10825.0000 2.885 46.2 8.046000e+00 87100.0 40204.0
NASDAQ 240.0483 3840.773 21572.2500 1.113 17.8 1.609200e+01 347150.0 61807.0
ETHEREUM 125.8016 2012.826 3358.5000 3.746 59.9 4.023100e+01 135116.0 80978.0
=======================================================================================================================================================================
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 126.4126 2022.601 3374.0000 3.747 59.9 8.000000e-02 271.0 163.0
VNKI 0.6832 10.932 24.3000 2.812 45.0 5.201100e+01 1264.0 569.0
VIX_mini 0.6402 10.244 17.9000 3.577 57.2 8.046200e+01 1440.0 824.0
V2X 0.3547 5.675 17.9000 1.982 31.7 8.363000e+01 1497.0 475.0
MUMMY 9.3277 149.244 641.0000 1.455 23.3 5.201000e+00 3334.0 776.0
CORN_mini 5.5761 89.217 486.3750 1.146 18.3 8.046000e+00 3913.0 718.0
WHEAT_mini 9.0976 145.561 560.1250 1.624 26.0 8.046000e+00 4507.0 1171.0
AUD_micro 0.0033 0.053 0.6214 0.536 8.6 8.046217e+03 5000.0 429.0
EU-REALESTATE 1.5294 24.471 129.5000 1.181 18.9 4.181500e+01 5415.0 1023.0
CAD_micro 0.0024 0.039 0.6900 0.354 5.7 8.046217e+03 5552.0 314.0
CRUDE_W_micro 1.0349 16.559 71.2300 1.453 23.2 8.046200e+01 5731.0 1332.0
GAS_US_mini 0.1364 2.182 3.0600 4.457 71.3 2.011554e+03 6155.0 4390.0
GBP_micro 0.0061 0.098 1.2394 0.495 7.9 5.028886e+03 6233.0 493.0
EU-BANKS 1.4487 23.179 161.5500 0.897 14.3 4.181500e+01 6755.0 969.0
KOSDAQ 18.3420 293.472 1231.2000 1.490 23.8 5.574000e+00 6863.0 1636.0
GASOILINE_micro 0.0296 0.474 2.0464 1.448 23.2 3.379411e+03 6916.0 1602.0
FTSEVIET 12.9713 207.540 1755.0000 0.739 11.8 4.023000e+00 7061.0 835.0
CANOLA 8.7995 140.792 647.4000 1.359 21.7 1.112600e+01 7203.0 1566.0
HANGENT_mini 102.6915 1643.063 7421.0000 1.384 22.1 1.032000e+00 7662.0 1696.0
RUBBER 2.7737 44.380 200.6000 1.383 22.1 4.023100e+01 8070.0 1785.0
BBCOMM 0.7496 11.993 102.5000 0.731 11.7 8.046200e+01 8247.0 965.0
BITCOIN 2514.7812 40236.499 103500.0000 2.430 38.9 8.000000e-02 8328.0 3238.0
IRON 1.4404 23.046 104.5000 1.378 22.1 8.046200e+01 8408.0 1854.0
SOYBEAN_mini 12.1855 194.968 1059.0000 1.151 18.4 8.046000e+00 8521.0 1569.0
COPPER-micro 0.0478 0.764 4.2590 1.122 17.9 2.011554e+03 8567.0 1537.0
JP-REALESTATE 12.2916 196.666 1696.5000 0.725 11.6 5.201000e+00 8824.0 1023.0
RUSSELL 24.2389 387.823 2287.0000 1.060 17.0 4.023000e+00 9201.0 1560.0
KOSPI_mini 3.5247 56.396 331.0000 1.065 17.0 2.787000e+01 9225.0 1572.0
MILLWHEAT 2.8058 44.893 236.5000 1.186 19.0 4.181500e+01 9889.0 1877.0
IBEX_mini 91.4001 1462.402 12400.0000 0.737 11.8 8.360000e-01 10370.0 1223.0
EUR_micro 0.0049 0.078 1.0392 0.470 7.5 1.005777e+04 10452.0 785.0
FTSECHINAA 160.8558 2573.692 13194.0000 1.219 19.5 8.050000e-01 10616.0 2071.0
CHF_micro 0.0047 0.075 1.1036 0.423 6.8 1.005777e+04 11100.0 751.0
EU-TRAVEL 2.3310 37.296 277.8000 0.839 13.4 4.181500e+01 11616.0 1560.0
STEEL 8.9294 142.871 780.0000 1.145 18.3 1.609200e+01 12552.0 2299.0
FTSEINDO 32.7797 524.475 3225.0000 1.016 16.3 4.023000e+00 12975.0 2110.0
NIKKEI400 207.5546 3320.873 25195.0000 0.824 13.2 5.200000e-01 13104.0 1727.0
LUMBER-new 8.0823 129.316 615.0000 1.314 21.0 2.212700e+01 13608.0 2861.0
EUROSTX-SMALL 2.2633 36.213 326.1000 0.694 11.1 4.181500e+01 13636.0 1514.0
EPRA-EUROPE 18.8367 301.388 1634.5000 1.152 18.4 8.363000e+00 13669.0 2521.0
BRE 0.0013 0.020 0.1704 0.738 11.8 8.046218e+04 13715.0 1618.0
KRWUSD_mini 0.0041 0.066 0.6885 0.595 9.5 2.011554e+04 13850.0 1318.0
OATIES 7.0228 112.364 349.0000 2.012 32.2 4.023100e+01 14041.0 4521.0
TOPIX 23.1996 371.194 2786.5000 0.833 13.3 5.201000e+00 14493.0 1931.0
EU-DIV30 10.3131 165.009 1739.0000 0.593 9.5 8.363000e+00 14543.0 1380.0
DJSTX-SMALL 2.5013 40.021 349.1000 0.717 11.5 4.181500e+01 14598.0 1673.0
EU-DJ-TELECOM 3.0632 49.011 351.7000 0.871 13.9 4.181500e+01 14706.0 2049.0
EU-OIL 3.7013 59.221 353.6000 1.047 16.7 4.181500e+01 14786.0 2476.0
VIX 0.5724 9.159 18.4000 3.111 49.8 8.046220e+02 14805.0 7369.0
EU-DJ-OIL 3.8309 61.294 360.6000 1.062 17.0 4.181500e+01 15079.0 2563.0
AEX_mini 6.5296 104.474 921.8500 0.708 11.3 1.672600e+01 15419.0 1747.0
SUGAR11 0.2592 4.147 17.9100 1.447 23.2 9.011760e+02 16140.0 3737.0
EU-DJ-UTIL 3.1858 50.974 386.7000 0.824 13.2 4.181500e+01 16170.0 2131.0
EU-UTILS 3.4158 54.652 389.7000 0.877 14.0 4.181500e+01 16295.0 2285.0
DOW 290.3059 4644.894 44713.0000 0.649 10.4 4.020000e-01 17989.0 1869.0
EU-INSURE 3.1827 50.924 434.1000 0.733 11.7 4.181500e+01 18152.0 2129.0
DAX 136.8818 2190.109 21807.0000 0.628 10.0 8.360000e-01 18237.0 1832.0
SWISSLEAD 13.6873 218.997 2082.7000 0.657 10.5 8.837000e+00 18405.0 1935.0
CORN 4.2055 67.288 460.7500 0.913 14.6 4.023100e+01 18536.0 2707.0
EU-RETAIL 4.8973 78.356 455.1000 1.076 17.2 4.181500e+01 19030.0 3276.0
SUGAR_WHITE 6.8859 110.175 480.5000 1.433 22.9 4.023100e+01 19331.0 4432.0
MXP 0.0004 0.007 0.0481 0.881 14.1 4.023109e+05 19339.0 2726.0
WHEAT_ICE 1.7703 28.324 193.5000 0.915 14.6 1.000000e+02 19350.0 2832.0
RUR 0.0000 0.001 0.0099 0.394 6.3 2.011554e+06 19995.0 1262.0
SGD_mini 0.0051 0.081 1.3490 0.376 6.0 1.484454e+04 20025.0 1206.0
NIKKEI 409.5894 6553.431 39580.0000 1.035 16.6 5.200000e-01 20586.0 3408.0
EU-MEDIA 3.9656 63.450 499.8000 0.793 12.7 4.181500e+01 20899.0 2653.0
HANG_mini 253.6211 4057.937 20315.0000 1.248 20.0 1.032000e+00 20975.0 4190.0
ZAR 0.0004 0.007 0.0533 0.831 13.3 4.023109e+05 21453.0 2854.0
EU-BASIC 7.1798 114.877 532.1000 1.349 21.6 4.181500e+01 22250.0 4804.0
WHEY 1.1080 17.728 63.0000 1.759 28.1 3.540340e+02 22304.0 6276.0
RICE 0.1651 2.642 13.8800 1.190 19.0 1.609243e+03 22336.0 4252.0
EURO600 3.1379 50.206 539.7000 0.581 9.3 4.181500e+01 22568.0 2099.0
SOYOIL 0.7194 11.510 46.7500 1.539 24.6 4.827730e+02 22570.0 5557.0
GOLD_micro 24.3428 389.485 2827.5000 0.861 13.8 8.046000e+00 22751.0 3134.0
MSCISING 2.8768 46.029 391.6500 0.735 11.8 5.937800e+01 23255.0 2733.0
EU-MID 3.5536 56.858 561.0000 0.633 10.1 4.181500e+01 23458.0 2378.0
EUROSTX200-LARGE 3.2207 51.532 564.8000 0.570 9.1 4.181500e+01 23617.0 2155.0
EUROSTX-LARGE 3.7869 60.590 569.0000 0.666 10.6 4.181500e+01 23793.0 2534.0
FTSECHINAH 220.1374 3522.198 14865.0000 1.481 23.7 1.609000e+00 23921.0 5668.0
EU-AUTO 6.3042 100.867 577.7000 1.091 17.5 4.181500e+01 24157.0 4218.0
REDWHEAT 9.1703 146.724 600.5000 1.527 24.4 4.023100e+01 24159.0 5903.0
TWD-mini 0.0010 0.015 0.3025 0.320 5.1 8.046218e+04 24340.0 1246.0
SP500_micro 44.8484 717.574 6080.7500 0.738 11.8 4.023000e+00 24464.0 2887.0
HANGTECH 84.0013 1344.021 4750.0000 1.768 28.3 5.162000e+00 24522.0 6939.0
GAS-PEN 0.1356 2.170 3.0590 4.434 70.9 8.046217e+03 24613.0 17463.0
SMI-MID 15.3233 245.172 2805.0000 0.546 8.7 8.837000e+00 24788.0 2167.0
WHEAT 8.1797 130.875 618.0000 1.324 21.2 4.023100e+01 24863.0 5265.0
SOYMEAL 4.9145 78.633 318.1000 1.545 24.7 8.046200e+01 25595.0 6327.0
GAS_US 0.1013 1.620 3.1900 3.175 50.8 8.046217e+03 25667.0 13039.0
GAS-LAST 0.1094 1.750 3.1980 3.420 54.7 8.046217e+03 25732.0 14081.0
SILVER 0.5449 8.719 32.5000 1.677 26.8 8.046220e+02 26150.0 7015.0
COTTON 0.0076 0.122 0.6627 1.147 18.3 4.023109e+04 26661.0 4891.0
EU-FOOD 5.6228 89.964 640.8000 0.877 14.0 4.181500e+01 26795.0 3762.0
COTTON2 0.7297 11.675 67.0800 1.088 17.4 4.023110e+02 26987.0 4697.0
CRUDE_W_mini 1.1177 17.883 71.8500 1.556 24.9 4.023110e+02 28906.0 7194.0
US-REALESTATE 4.5083 72.133 363.4000 1.241 19.8 8.046200e+01 29240.0 5804.0
CHEESE 0.0288 0.462 1.8420 1.566 25.1 1.609243e+04 29642.0 7427.0
EU-CONSTRUCTION 5.8741 93.986 731.2000 0.803 12.9 4.181500e+01 30575.0 3930.0
MILK 0.2475 3.960 19.2500 1.286 20.6 1.609243e+03 30978.0 6372.0
MSCIWORLD 29.0806 465.289 3881.5000 0.749 12.0 8.046000e+00 31231.0 3744.0
MILKWET 0.1295 2.073 20.1200 0.644 10.3 1.609243e+03 32378.0 3335.0
SUGAR16 0.2927 4.683 36.0100 0.813 13.0 9.011760e+02 32451.0 4220.0
JPY_mini 0.0000 0.001 0.0065 0.595 9.5 5.028886e+06 32577.0 3101.0
LEANHOG 1.1351 18.162 102.9250 1.103 17.6 3.218490e+02 33126.0 5845.0
NASDAQ_micro 239.8286 3837.258 21574.7500 1.112 17.8 1.609000e+00 34719.0 6175.0
EU-TECH 12.1717 194.747 869.8000 1.399 22.4 4.181500e+01 36371.0 8143.0
HANGENT 102.8595 1645.753 7421.0000 1.386 22.2 5.162000e+00 38311.0 8496.0
OMX 48.8741 781.985 4626.9000 1.056 16.9 8.363000e+00 38695.0 6540.0
LEAD_LME 20.1238 321.980 1951.0000 1.031 16.5 2.011600e+01 39245.0 6477.0
CLP 0.0000 0.000 0.0010 0.665 10.6 4.023109e+07 40835.0 4346.0
BUTTER 2.0453 32.725 254.8250 0.803 12.8 1.609240e+02 41008.0 5266.0
PLAT 17.0144 272.231 1041.0000 1.634 26.2 4.023100e+01 41881.0 10952.0
FTSE250 175.2734 2804.374 21013.0000 0.834 13.3 2.000000e+00 42026.0 5609.0
CHINAA-CON 24.0720 385.152 2096.4000 1.148 18.4 2.011600e+01 42170.0 7748.0
SOYBEAN 9.9975 159.961 1052.0000 0.950 15.2 4.023100e+01 42323.0 6435.0
COPPER-mini 0.0476 0.761 4.2620 1.116 17.9 1.005777e+04 42866.0 7653.0
EUROSTX 37.7625 604.200 5289.0000 0.714 11.4 8.363000e+00 44232.0 5053.0
NZD 0.0032 0.051 0.5642 0.566 9.0 8.046218e+04 45393.0 4107.0
ROBUSTA 87.7582 1404.131 5684.0000 1.544 24.7 8.046000e+00 45735.0 11298.0
KOSPI 3.4955 55.928 331.0000 1.056 16.9 1.393500e+02 46125.0 7794.0
INR 0.1834 2.934 115.1300 0.159 2.5 4.023110e+02 46318.0 1180.0
EU-HOUSE 11.8814 190.103 1135.0000 1.047 16.7 4.181500e+01 47460.0 7949.0
EU-DJ-TECH 16.9148 270.636 1139.9000 1.484 23.7 4.181500e+01 47665.0 11317.0
MILKDRY 0.7690 12.304 134.7500 0.571 9.1 3.540340e+02 47706.0 4356.0
EU-HEALTH 10.0536 160.858 1157.8000 0.868 13.9 4.181500e+01 48414.0 6726.0
AUD 0.0034 0.054 0.6216 0.544 8.7 8.046218e+04 50011.0 4357.0
ETHANOL 0.0000 0.000 2.1610 0.000 0.0 2.333403e+04 50425.0 0.0
ALUMINIUM 32.5014 520.023 2576.0000 1.262 20.2 2.011600e+01 51818.0 10461.0
EUR_mini 0.0049 0.078 1.0391 0.469 7.5 5.028886e+04 52255.0 3918.0
ALUMINIUM_LME 31.2197 499.515 2598.0000 1.202 19.2 2.011600e+01 52260.0 10048.0
EU-CHEM 10.9527 175.243 1253.5000 0.874 14.0 4.181500e+01 52415.0 7328.0
CRUDE_W 0.7200 11.520 67.6800 1.064 17.0 8.046220e+02 54457.0 9269.0
FANG 206.7423 3307.877 13620.4000 1.518 24.3 4.023000e+00 54796.0 13308.0
ZINC_LME 37.2491 595.986 2754.5000 1.352 21.6 2.011600e+01 55408.0 11989.0
GASOIL 10.9681 175.490 689.7500 1.590 25.4 8.046200e+01 55499.0 14120.0
CNH-onshore 0.0006 0.009 0.1380 0.430 6.9 4.023109e+05 55519.0 3819.0
CAD 0.0025 0.040 0.6902 0.362 5.8 8.046218e+04 55539.0 3218.0
OJ 8.8375 141.400 463.5000 1.907 30.5 1.206930e+02 55941.0 17066.0
MSCIASIA 7.4343 118.950 696.0000 1.068 17.1 8.046200e+01 56002.0 9571.0
MSCIEMASIA 7.6187 121.900 704.2500 1.082 17.3 8.046200e+01 56665.0 9808.0
CRUDE_ICE 1.1495 18.392 72.0700 1.595 25.5 8.046220e+02 57989.0 14799.0
CAD2 0.0986 1.578 105.5200 0.093 1.5 5.562850e+02 58699.0 878.0
KR3 0.1204 1.927 106.9300 0.113 1.8 5.574020e+02 59603.0 1074.0
BRENT-LAST 1.0126 16.201 74.1000 1.366 21.9 8.046220e+02 59622.0 13036.0
BRENT_W 1.0096 16.153 74.3300 1.358 21.7 8.046220e+02 59808.0 12997.0
FTSETAIWAN 24.1287 386.060 1911.7500 1.262 20.2 3.218500e+01 61529.0 12425.0
GBP 0.0061 0.098 1.2393 0.496 7.9 5.028886e+04 62323.0 4946.0
LIVECOW 1.6558 26.492 196.5000 0.843 13.5 3.218490e+02 63243.0 8527.0
US-UTILS 9.8297 157.276 789.0000 1.246 19.9 8.046200e+01 63485.0 12655.0
CAD5 0.2844 4.550 114.1600 0.249 4.0 5.562850e+02 63505.0 2531.0
US-STAPLES 6.9748 111.597 800.9000 0.871 13.9 8.046200e+01 64442.0 8979.0
JPY 0.0000 0.001 0.0065 0.597 9.5 1.005777e+07 65144.0 6218.0
KR10 0.3767 6.028 118.3800 0.318 5.1 5.574020e+02 65985.0 3360.0
CAC 57.9428 927.085 7948.0000 0.729 11.7 8.363000e+00 66469.0 7753.0
CAD10 0.5282 8.451 123.9200 0.426 6.8 5.562850e+02 68935.0 4701.0
KRWUSD 0.0000 0.000 0.0007 0.580 9.3 1.005777e+08 69197.0 6422.0
EUA 1.3860 22.176 83.8700 1.653 26.4 8.363040e+02 70141.0 18546.0
HOUSE-US 0.5226 8.361 351.0000 0.149 2.4 2.011550e+02 70606.0 1682.0
JGB-SGX-mini 0.2642 4.228 140.7300 0.188 3.0 5.201060e+02 73194.0 2199.0
JGB-mini 0.2509 4.014 140.7300 0.178 2.9 5.201060e+02 73194.0 2088.0
TWD 0.1036 1.658 30.4710 0.340 5.4 2.413865e+03 73553.0 4002.0
US-ENERGY 12.0541 192.865 921.1000 1.309 20.9 8.046200e+01 74114.0 15518.0
NICKEL_LME 230.6134 3689.815 15365.0000 1.501 24.0 4.828000e+00 74178.0 17813.0
US-MATERIAL 8.3791 134.065 942.9000 0.889 14.2 8.046200e+01 75868.0 10787.0
GASOILINE 0.0265 0.425 2.2694 1.169 18.7 3.379411e+04 76692.0 14349.0
R1000 13.1335 210.136 1912.9000 0.687 11.0 4.023100e+01 76958.0 8454.0
GASOILINE_ICE 0.0295 0.472 2.2852 1.290 20.6 3.379411e+04 77226.0 15936.0
HEATOIL 0.0313 0.500 2.2920 1.364 21.8 3.379411e+04 77456.0 16900.0
MSCITAIWAN 16.1945 259.112 973.5000 1.664 26.6 8.046200e+01 78330.0 20849.0
HEATOIL-ICE 0.0418 0.669 2.3577 1.772 28.4 3.379411e+04 79676.0 22591.0
SGD 0.0045 0.072 1.3490 0.336 5.4 5.937817e+04 80101.0 4302.0
CNH 0.0213 0.342 7.2833 0.293 4.7 1.102133e+04 80272.0 3765.0
US5 0.2417 3.867 106.4062 0.227 3.6 8.046220e+02 85617.0 3111.0
COCOA_LDN 210.4410 3367.056 8586.0000 2.451 39.2 1.000000e+01 85860.0 33671.0
FTSE100 51.4548 823.276 8657.0000 0.594 9.5 1.000000e+01 86570.0 8233.0
PALLAD 24.5586 392.938 1080.5000 2.273 36.4 8.046200e+01 86939.0 31617.0
DX 0.4050 6.480 108.2000 0.374 6.0 8.046220e+02 87060.0 5214.0
COCOA 312.2932 4996.692 10825.0000 2.885 46.2 8.046000e+00 87100.0 40204.0
COPPER 0.0481 0.770 4.3380 1.110 17.8 2.011554e+04 87261.0 15491.0
US10 0.3794 6.070 108.8438 0.349 5.6 8.046220e+02 87578.0 4884.0
COAL 2.3090 36.945 111.0000 2.080 33.3 8.046220e+02 89313.0 29727.0
SHATZ 0.0892 1.428 106.8150 0.084 1.3 8.363040e+02 89330.0 1194.0
US10U 0.4894 7.831 111.3906 0.439 7.0 8.046220e+02 89627.0 6301.0
BTP3 0.1178 1.885 107.3900 0.110 1.8 8.363040e+02 89811.0 1577.0
US20 0.7186 11.498 113.8125 0.631 10.1 8.046220e+02 91576.0 9251.0
RUSSELL_mini 23.6012 377.620 2293.6000 1.029 16.5 4.023100e+01 92274.0 15192.0
GILT 0.5294 8.471 92.7900 0.571 9.1 1.000000e+03 92790.0 8471.0
US30 0.9783 15.652 118.1875 0.828 13.2 8.046220e+02 95096.0 12594.0
MSCIEAFA 18.0601 288.962 2370.5000 0.762 12.2 4.023100e+01 95368.0 11625.0
COAL-GEORDIE 2.3135 37.017 122.0000 1.896 30.3 8.046220e+02 98164.0 29784.0
BOBL 0.2443 3.908 117.4300 0.208 3.3 8.363040e+02 98207.0 3268.0
PLN 0.0015 0.024 0.2455 0.614 9.8 4.023109e+05 98759.0 9697.0
AUDJPY 0.6095 9.751 95.9700 0.635 10.2 1.040211e+03 99829.0 10144.0
BTP 0.4519 7.231 119.8300 0.377 6.0 8.363040e+02 100214.0 6047.0
OAT 0.4538 7.261 123.4500 0.368 5.9 8.363040e+02 103242.0 6072.0
IBEX 91.4662 1463.459 12403.0000 0.737 11.8 8.363000e+00 103727.0 12239.0
EURCHF 0.0027 0.044 0.9419 0.291 4.7 1.104640e+05 104046.0 4849.0
BONO 0.4354 6.966 124.4500 0.350 5.6 8.363040e+02 104078.0 5826.0
YENEUR 0.9524 15.239 160.5200 0.593 9.5 6.501320e+02 104359.0 9907.0
EUR 0.0048 0.077 1.0393 0.465 7.4 1.005777e+05 104530.0 7781.0
EURCAD 0.0051 0.081 1.5053 0.336 5.4 6.953562e+04 104672.0 5625.0
EURAUD 0.0057 0.091 1.6725 0.341 5.5 6.262924e+04 104747.0 5718.0
GBPEUR 0.0022 0.035 0.8386 0.259 4.2 1.250000e+05 104825.0 4351.0
HANG 253.1618 4050.589 20315.0000 1.246 19.9 5.162000e+00 104876.0 20911.0
SPI200 52.0863 833.381 8509.0000 0.612 9.8 1.252600e+01 106582.0 10439.0
BUXL 1.0220 16.352 129.0000 0.792 12.7 8.363040e+02 107883.0 13675.0
BOVESPA 1539.7945 24636.712 135585.0000 1.136 18.2 8.050000e-01 109095.0 19823.0
IG 0.5823 9.318 136.4500 0.427 6.8 8.046220e+02 109791.0 7497.0
FEEDCOW 2.2444 35.910 273.5750 0.820 13.1 4.023110e+02 110062.0 14447.0
BUND 0.4599 7.359 132.5500 0.347 5.6 8.363040e+02 110852.0 6154.0
CHF 0.0045 0.072 1.1035 0.409 6.5 1.005777e+05 110988.0 7255.0
SMI 77.1459 1234.335 12575.0000 0.613 9.8 8.837000e+00 111127.0 10908.0
COFFEE 5.2221 83.554 371.3500 1.406 22.5 3.017330e+02 112049.0 25211.0
US-INDUSTRY 11.3841 182.145 1400.8000 0.813 13.0 8.046200e+01 112711.0 14656.0
GICS 5.8778 94.045 562.0000 1.046 16.7 2.011550e+02 113049.0 18918.0
GOLD-mini 24.2727 388.363 2827.2500 0.859 13.7 4.023100e+01 113743.0 15624.0
US-HEALTH 12.2971 196.754 1493.6000 0.823 13.2 8.046200e+01 120178.0 15831.0
TIN_LME 380.6985 6091.176 30270.0000 1.258 20.1 4.023000e+00 121780.0 24505.0
GBPCHF 0.0043 0.068 1.1238 0.378 6.1 1.104640e+05 124139.0 7518.0
GBPJPY 1.1106 17.770 191.4400 0.580 9.3 6.501320e+02 124461.0 11553.0
CH10 0.4308 6.893 148.2000 0.291 4.7 8.837120e+02 130966.0 6091.0
CZK 0.0002 0.004 0.0416 0.584 9.3 3.218487e+06 133741.0 12487.0
HIGHYIELD 0.4837 7.739 167.7600 0.288 4.6 8.046220e+02 134983.0 6227.0
ETHEREUM 125.8016 2012.826 3358.5000 3.746 59.9 4.023100e+01 135116.0 80978.0
NOK 0.0005 0.008 0.0883 0.599 9.6 1.609243e+06 142056.0 13609.0
SEK 0.0005 0.009 0.0904 0.605 9.7 1.609243e+06 145556.0 14094.0
MIB 252.3236 4037.178 36590.0000 0.690 11.0 4.182000e+00 153002.0 16882.0
AEX 6.4389 103.022 921.2000 0.699 11.2 1.672610e+02 154081.0 17232.0
US2 0.0958 1.533 102.8281 0.093 1.5 1.609243e+03 165475.0 2467.0
US3 0.1587 2.539 104.4102 0.152 2.4 1.609243e+03 168021.0 4085.0
DOW_mini 291.0600 4656.961 44703.0000 0.651 10.4 4.023000e+00 179845.0 18735.0
COPPER_LME 87.8056 1404.890 9032.0000 0.972 15.6 2.011600e+01 181684.0 28260.0
US-DISCRETE 24.2918 388.669 2367.3000 1.026 16.4 8.046200e+01 190478.0 31273.0
SOFR 0.0627 1.003 95.9900 0.065 1.0 2.011554e+03 193089.0 2017.0
EURIBOR-ICE 0.0520 0.832 97.8400 0.053 0.9 2.090759e+03 204560.0 1739.0
EURIBOR 0.0518 0.830 97.8800 0.053 0.8 2.090759e+03 204644.0 1734.0
CHFJPY 0.9322 14.915 169.5950 0.550 8.8 1.300264e+03 220518.0 19393.0
SARONA 0.0319 0.511 99.9650 0.032 0.5 2.209280e+03 220851.0 1129.0
IRS 0.0018 0.029 0.2799 0.654 10.5 8.046217e+05 225254.0 23587.0
GOLD 24.4739 391.582 2828.1000 0.865 13.8 8.046200e+01 227555.0 31508.0
SONIA3 0.0589 0.942 96.1900 0.061 1.0 2.500000e+03 240475.0 2355.0
SP500 44.9564 719.302 6071.7500 0.740 11.8 4.023100e+01 244273.0 28938.0
SP400 27.3808 438.094 3251.9000 0.842 13.5 8.046200e+01 261655.0 35250.0
FED 0.0419 0.671 95.9900 0.044 0.7 3.352859e+03 321841.0 2249.0
NASDAQ 240.0483 3840.773 21572.2500 1.113 17.8 1.609200e+01 347150.0 61807.0
JGB 0.2443 3.909 140.7100 0.174 2.8 5.201057e+03 731841.0 20333.0
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END OF REPORT
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