******************************************************************************** Instrument Risk FSB report produced on 27/10/2023 22:30 ******************************************************************************** Risk calculation for different FSB 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 - min_bet: Minimum bet in base (account) currency G - exposure: Notional exposure for minimum bet = F * C H - annual_risk_min_bet: Standard deviation, base currency, per year = B * F = E * G ============================================================================================================================================= Risk of all FSB instruments with data - sorted by annualised % standard deviation ============================================================================================================================================= daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev min_bet exposure annual_risk_min_bet FED_fsb 0.35 5.62 9467.50 0.004 0.1 0.50 4734.0 3.0 SONIA3_fsb 3.76 60.19 9470.50 0.040 0.6 0.50 4735.0 30.0 SHATZ_fsb 10.15 162.34 10518.00 0.096 1.5 0.50 5259.0 81.0 US2_fsb 11.85 189.56 10132.42 0.117 1.9 0.50 5066.0 95.0 BTP3_fsb 16.19 259.06 10430.00 0.155 2.5 0.50 5215.0 130.0 JGB_fsb 22.92 366.72 14454.00 0.159 2.5 0.50 7227.0 183.0 BOBL_fsb 33.32 533.13 11621.00 0.287 4.6 0.50 5810.0 267.0 EURGBP_fsb 25.25 404.06 8737.00 0.289 4.6 1.00 8737.0 404.0 US5_fsb 30.64 490.24 10468.75 0.293 4.7 0.50 5234.0 245.0 CAD_fsb 47.93 766.86 13866.74 0.346 5.5 1.00 13867.0 767.0 DX_fsb 41.14 658.21 10638.00 0.387 6.2 0.50 5319.0 329.0 JPY_fsb 59.07 945.15 14832.39 0.398 6.4 1.00 14832.0 945.0 CHF_fsb 39.00 623.93 8965.39 0.435 7.0 1.00 8965.0 624.0 EUR_fsb 47.17 754.73 10588.50 0.445 7.1 1.00 10588.0 755.0 US10_fsb 48.38 774.10 10643.75 0.455 7.3 0.50 5322.0 387.0 GBP_fsb 59.62 953.97 12118.00 0.492 7.9 1.00 12118.0 954.0 BUND_fsb 71.90 1150.39 12886.00 0.558 8.9 0.50 6443.0 575.0 OAT_fsb 70.06 1120.91 12312.00 0.569 9.1 0.50 6156.0 560.0 AUDJPY_fsb 58.15 930.36 9469.00 0.614 9.8 1.00 9469.0 930.0 NZD_fsb 36.70 587.26 5813.00 0.631 10.1 1.00 5813.0 587.0 BTP_fsb 69.19 1107.01 10944.00 0.632 10.1 0.50 5472.0 554.0 AUD_fsb 41.85 669.60 6346.00 0.659 10.6 1.00 6346.0 670.0 DOW_fsb 253.58 4057.22 32431.00 0.782 12.5 0.20 6486.0 811.0 GOLD_fsb 15.85 253.53 2015.50 0.786 12.6 1.00 2016.0 254.0 FTSE100_fsb 58.85 941.55 7275.50 0.809 12.9 0.50 3638.0 471.0 ASX_fsb 54.86 877.81 6749.00 0.813 13.0 1.00 6749.0 878.0 GILT_fsb 77.77 1244.30 9267.00 0.839 13.4 0.50 4634.0 622.0 SMI_fsb 87.51 1400.22 10288.00 0.851 13.6 0.50 5144.0 700.0 AEX_fsb 6.19 99.06 710.90 0.871 13.9 5.00 3554.0 495.0 LIVECOW_fsb 162.31 2597.03 18190.00 0.892 14.3 0.50 9095.0 1299.0 DAX_fsb 135.14 2162.28 14684.00 0.920 14.7 0.50 7342.0 1081.0 CAC_fsb 62.49 999.77 6773.50 0.923 14.8 1.00 6774.0 1000.0 IBXEX_fsb 83.23 1331.68 8981.90 0.927 14.8 0.20 1796.0 266.0 SP500_fsb 38.54 616.70 4126.25 0.934 14.9 1.00 4126.0 617.0 EUROSTX_fsb 38.29 612.66 4004.00 0.956 15.3 1.00 4004.0 613.0 US30_fsb 109.56 1752.97 10956.25 1.000 16.0 0.50 5478.0 876.0 COCOA_LDN_fsb 34.96 559.36 3402.00 1.028 16.4 0.50 1701.0 280.0 NIKKEI_fsb 318.30 5092.83 30570.00 1.041 16.7 0.50 15285.0 2546.0 RICE_fsb 170.14 2722.27 16230.00 1.048 16.8 0.50 8115.0 1361.0 MSCISING_fsb 2.89 46.16 274.80 1.050 16.8 20.00 5496.0 923.0 OMXS30_fsb 22.77 364.29 2076.00 1.097 17.5 3.00 6228.0 1093.0 COCOA_fsb 44.40 710.38 3855.00 1.152 18.4 1.00 3855.0 710.0 COPPER_fsb 423.86 6781.75 36395.00 1.165 18.6 0.10 3640.0 678.0 SOYBEAN_fsb 15.80 252.81 1295.00 1.220 19.5 5.00 6475.0 1264.0 SUGAR_WHITE_fsb 9.11 145.73 742.70 1.226 19.6 0.10 74.0 15.0 NASDAQ_fsb 178.04 2848.69 14233.75 1.251 20.0 0.50 7117.0 1424.0 OJ_fsb 511.99 8191.78 39270.00 1.304 20.9 0.50 19635.0 4096.0 RUSSELL_fsb 22.33 357.28 1642.30 1.360 21.8 2.00 3285.0 715.0 US30U_fsb 155.34 2485.50 11259.38 1.380 22.1 0.50 5630.0 1243.0 SUGAR11_fsb 39.48 631.75 2737.00 1.443 23.1 2.00 5474.0 1264.0 WHEAT_ICE_fsb 2.86 45.81 198.00 1.446 23.1 20.00 3960.0 916.0 ROBUSTA_fsb 35.22 563.48 2372.00 1.485 23.8 0.50 1186.0 282.0 PLAT_fsb 13.52 216.32 908.30 1.488 23.8 3.00 2725.0 649.0 BUXL_fsb 179.00 2864.05 11990.00 1.493 23.9 0.50 5995.0 1432.0 CORN_fsb 7.33 117.26 481.50 1.522 24.4 10.00 4815.0 1173.0 HANG_fsb 263.42 4214.76 17223.00 1.529 24.5 0.10 1722.0 421.0 SILVER_fsb 35.80 572.74 2317.00 1.545 24.7 1.00 2317.0 573.0 COTTON2_fsb 134.76 2156.10 8447.00 1.595 25.5 0.50 4224.0 1078.0 SOYMEAL_fsb 705.04 11280.71 44180.00 1.596 25.5 0.25 11045.0 2820.0 EUA_fsb 151.61 2425.78 7936.00 1.910 30.6 0.25 1984.0 606.0 COFFEE_fsb 326.85 5229.66 16045.00 2.037 32.6 0.50 8022.0 2615.0 LEANHOG_fsb 145.11 2321.79 7042.50 2.061 33.0 0.10 704.0 232.0 SOYOIL_fsb 110.43 1766.86 5223.00 2.114 33.8 1.00 5223.0 1767.0 OATIES_fsb 8.76 140.18 401.00 2.185 35.0 15.00 6015.0 2103.0 BRENT_W_fsb 196.42 3142.70 8988.00 2.185 35.0 1.00 8988.0 3143.0 GASOLINE_fsb 519.65 8314.33 22890.00 2.270 36.3 0.50 11445.0 4157.0 CRUDE_W_fsb 197.25 3156.04 8490.00 2.323 37.2 1.00 8490.0 3156.0 WHEAT_fsb 14.42 230.72 575.75 2.505 40.1 15.00 8636.0 3461.0 GASOIL_fsb 22.24 355.79 883.25 2.518 40.3 10.00 8832.0 3558.0 HEATOIL_fsb 747.47 11959.58 29463.00 2.537 40.6 0.50 14732.0 5980.0 PALLAD_fsb 29.30 468.85 1129.50 2.594 41.5 2.00 2259.0 938.0 GAS_US_fsb 124.57 1993.17 3465.00 3.595 57.5 0.50 1732.0 997.0 V2X_fsb 0.78 12.49 21.60 3.613 57.8 100.00 2160.0 1249.0 VIX_fsb 0.99 15.88 21.15 4.692 75.1 100.00 2115.0 1588.0 EURIBOR-ICE_fsb 986.87 15789.88 9604.00 10.276 164.4 0.50 4802.0 7895.0 ============================================================================================================================================= Risk of all FSB instruments with data - sorted by annualised currency risk for the minimum bet ============================================================================================================================================= daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev min_bet exposure annual_risk_min_bet FED_fsb 0.35 5.62 9467.50 0.004 0.1 0.50 4734.0 3.0 SUGAR_WHITE_fsb 9.11 145.73 742.70 1.226 19.6 0.10 74.0 15.0 SONIA3_fsb 3.76 60.19 9470.50 0.040 0.6 0.50 4735.0 30.0 SHATZ_fsb 10.15 162.34 10518.00 0.096 1.5 0.50 5259.0 81.0 US2_fsb 11.85 189.56 10132.42 0.117 1.9 0.50 5066.0 95.0 BTP3_fsb 16.19 259.06 10430.00 0.155 2.5 0.50 5215.0 130.0 JGB_fsb 22.92 366.72 14454.00 0.159 2.5 0.50 7227.0 183.0 LEANHOG_fsb 145.11 2321.79 7042.50 2.061 33.0 0.10 704.0 232.0 US5_fsb 30.64 490.24 10468.75 0.293 4.7 0.50 5234.0 245.0 GOLD_fsb 15.85 253.53 2015.50 0.786 12.6 1.00 2016.0 254.0 IBXEX_fsb 83.23 1331.68 8981.90 0.927 14.8 0.20 1796.0 266.0 BOBL_fsb 33.32 533.13 11621.00 0.287 4.6 0.50 5810.0 267.0 COCOA_LDN_fsb 34.96 559.36 3402.00 1.028 16.4 0.50 1701.0 280.0 ROBUSTA_fsb 35.22 563.48 2372.00 1.485 23.8 0.50 1186.0 282.0 DX_fsb 41.14 658.21 10638.00 0.387 6.2 0.50 5319.0 329.0 US10_fsb 48.38 774.10 10643.75 0.455 7.3 0.50 5322.0 387.0 EURGBP_fsb 25.25 404.06 8737.00 0.289 4.6 1.00 8737.0 404.0 HANG_fsb 263.42 4214.76 17223.00 1.529 24.5 0.10 1722.0 421.0 FTSE100_fsb 58.85 941.55 7275.50 0.809 12.9 0.50 3638.0 471.0 AEX_fsb 6.19 99.06 710.90 0.871 13.9 5.00 3554.0 495.0 BTP_fsb 69.19 1107.01 10944.00 0.632 10.1 0.50 5472.0 554.0 OAT_fsb 70.06 1120.91 12312.00 0.569 9.1 0.50 6156.0 560.0 SILVER_fsb 35.80 572.74 2317.00 1.545 24.7 1.00 2317.0 573.0 BUND_fsb 71.90 1150.39 12886.00 0.558 8.9 0.50 6443.0 575.0 NZD_fsb 36.70 587.26 5813.00 0.631 10.1 1.00 5813.0 587.0 EUA_fsb 151.61 2425.78 7936.00 1.910 30.6 0.25 1984.0 606.0 EUROSTX_fsb 38.29 612.66 4004.00 0.956 15.3 1.00 4004.0 613.0 SP500_fsb 38.54 616.70 4126.25 0.934 14.9 1.00 4126.0 617.0 GILT_fsb 77.77 1244.30 9267.00 0.839 13.4 0.50 4634.0 622.0 CHF_fsb 39.00 623.93 8965.39 0.435 7.0 1.00 8965.0 624.0 PLAT_fsb 13.52 216.32 908.30 1.488 23.8 3.00 2725.0 649.0 AUD_fsb 41.85 669.60 6346.00 0.659 10.6 1.00 6346.0 670.0 COPPER_fsb 423.86 6781.75 36395.00 1.165 18.6 0.10 3640.0 678.0 SMI_fsb 87.51 1400.22 10288.00 0.851 13.6 0.50 5144.0 700.0 COCOA_fsb 44.40 710.38 3855.00 1.152 18.4 1.00 3855.0 710.0 RUSSELL_fsb 22.33 357.28 1642.30 1.360 21.8 2.00 3285.0 715.0 EUR_fsb 47.17 754.73 10588.50 0.445 7.1 1.00 10588.0 755.0 CAD_fsb 47.93 766.86 13866.74 0.346 5.5 1.00 13867.0 767.0 DOW_fsb 253.58 4057.22 32431.00 0.782 12.5 0.20 6486.0 811.0 US30_fsb 109.56 1752.97 10956.25 1.000 16.0 0.50 5478.0 876.0 ASX_fsb 54.86 877.81 6749.00 0.813 13.0 1.00 6749.0 878.0 WHEAT_ICE_fsb 2.86 45.81 198.00 1.446 23.1 20.00 3960.0 916.0 MSCISING_fsb 2.89 46.16 274.80 1.050 16.8 20.00 5496.0 923.0 AUDJPY_fsb 58.15 930.36 9469.00 0.614 9.8 1.00 9469.0 930.0 PALLAD_fsb 29.30 468.85 1129.50 2.594 41.5 2.00 2259.0 938.0 JPY_fsb 59.07 945.15 14832.39 0.398 6.4 1.00 14832.0 945.0 GBP_fsb 59.62 953.97 12118.00 0.492 7.9 1.00 12118.0 954.0 GAS_US_fsb 124.57 1993.17 3465.00 3.595 57.5 0.50 1732.0 997.0 CAC_fsb 62.49 999.77 6773.50 0.923 14.8 1.00 6774.0 1000.0 COTTON2_fsb 134.76 2156.10 8447.00 1.595 25.5 0.50 4224.0 1078.0 DAX_fsb 135.14 2162.28 14684.00 0.920 14.7 0.50 7342.0 1081.0 OMXS30_fsb 22.77 364.29 2076.00 1.097 17.5 3.00 6228.0 1093.0 CORN_fsb 7.33 117.26 481.50 1.522 24.4 10.00 4815.0 1173.0 US30U_fsb 155.34 2485.50 11259.38 1.380 22.1 0.50 5630.0 1243.0 V2X_fsb 0.78 12.49 21.60 3.613 57.8 100.00 2160.0 1249.0 SUGAR11_fsb 39.48 631.75 2737.00 1.443 23.1 2.00 5474.0 1264.0 SOYBEAN_fsb 15.80 252.81 1295.00 1.220 19.5 5.00 6475.0 1264.0 LIVECOW_fsb 162.31 2597.03 18190.00 0.892 14.3 0.50 9095.0 1299.0 RICE_fsb 170.14 2722.27 16230.00 1.048 16.8 0.50 8115.0 1361.0 NASDAQ_fsb 178.04 2848.69 14233.75 1.251 20.0 0.50 7117.0 1424.0 BUXL_fsb 179.00 2864.05 11990.00 1.493 23.9 0.50 5995.0 1432.0 VIX_fsb 0.99 15.88 21.15 4.692 75.1 100.00 2115.0 1588.0 SOYOIL_fsb 110.43 1766.86 5223.00 2.114 33.8 1.00 5223.0 1767.0 OATIES_fsb 8.76 140.18 401.00 2.185 35.0 15.00 6015.0 2103.0 NIKKEI_fsb 318.30 5092.83 30570.00 1.041 16.7 0.50 15285.0 2546.0 COFFEE_fsb 326.85 5229.66 16045.00 2.037 32.6 0.50 8022.0 2615.0 SOYMEAL_fsb 705.04 11280.71 44180.00 1.596 25.5 0.25 11045.0 2820.0 BRENT_W_fsb 196.42 3142.70 8988.00 2.185 35.0 1.00 8988.0 3143.0 CRUDE_W_fsb 197.25 3156.04 8490.00 2.323 37.2 1.00 8490.0 3156.0 WHEAT_fsb 14.42 230.72 575.75 2.505 40.1 15.00 8636.0 3461.0 GASOIL_fsb 22.24 355.79 883.25 2.518 40.3 10.00 8832.0 3558.0 OJ_fsb 511.99 8191.78 39270.00 1.304 20.9 0.50 19635.0 4096.0 GASOLINE_fsb 519.65 8314.33 22890.00 2.270 36.3 0.50 11445.0 4157.0 HEATOIL_fsb 747.47 11959.58 29463.00 2.537 40.6 0.50 14732.0 5980.0 EURIBOR-ICE_fsb 986.87 15789.88 9604.00 10.276 164.4 0.50 4802.0 7895.0 ============================================================================================================================================= Risk of all FSB instruments with data - sorted by notional exposure per minimum bet ============================================================================================================================================= daily_price_stdev annual_price_stdev price daily_perc_stdev annual_perc_stdev min_bet exposure annual_risk_min_bet SUGAR_WHITE_fsb 9.11 145.73 742.70 1.226 19.6 0.10 74.0 15.0 LEANHOG_fsb 145.11 2321.79 7042.50 2.061 33.0 0.10 704.0 232.0 ROBUSTA_fsb 35.22 563.48 2372.00 1.485 23.8 0.50 1186.0 282.0 COCOA_LDN_fsb 34.96 559.36 3402.00 1.028 16.4 0.50 1701.0 280.0 HANG_fsb 263.42 4214.76 17223.00 1.529 24.5 0.10 1722.0 421.0 GAS_US_fsb 124.57 1993.17 3465.00 3.595 57.5 0.50 1732.0 997.0 IBXEX_fsb 83.23 1331.68 8981.90 0.927 14.8 0.20 1796.0 266.0 EUA_fsb 151.61 2425.78 7936.00 1.910 30.6 0.25 1984.0 606.0 GOLD_fsb 15.85 253.53 2015.50 0.786 12.6 1.00 2016.0 254.0 VIX_fsb 0.99 15.88 21.15 4.692 75.1 100.00 2115.0 1588.0 V2X_fsb 0.78 12.49 21.60 3.613 57.8 100.00 2160.0 1249.0 PALLAD_fsb 29.30 468.85 1129.50 2.594 41.5 2.00 2259.0 938.0 SILVER_fsb 35.80 572.74 2317.00 1.545 24.7 1.00 2317.0 573.0 PLAT_fsb 13.52 216.32 908.30 1.488 23.8 3.00 2725.0 649.0 RUSSELL_fsb 22.33 357.28 1642.30 1.360 21.8 2.00 3285.0 715.0 AEX_fsb 6.19 99.06 710.90 0.871 13.9 5.00 3554.0 495.0 FTSE100_fsb 58.85 941.55 7275.50 0.809 12.9 0.50 3638.0 471.0 COPPER_fsb 423.86 6781.75 36395.00 1.165 18.6 0.10 3640.0 678.0 COCOA_fsb 44.40 710.38 3855.00 1.152 18.4 1.00 3855.0 710.0 WHEAT_ICE_fsb 2.86 45.81 198.00 1.446 23.1 20.00 3960.0 916.0 EUROSTX_fsb 38.29 612.66 4004.00 0.956 15.3 1.00 4004.0 613.0 SP500_fsb 38.54 616.70 4126.25 0.934 14.9 1.00 4126.0 617.0 COTTON2_fsb 134.76 2156.10 8447.00 1.595 25.5 0.50 4224.0 1078.0 GILT_fsb 77.77 1244.30 9267.00 0.839 13.4 0.50 4634.0 622.0 FED_fsb 0.35 5.62 9467.50 0.004 0.1 0.50 4734.0 3.0 SONIA3_fsb 3.76 60.19 9470.50 0.040 0.6 0.50 4735.0 30.0 EURIBOR-ICE_fsb 986.87 15789.88 9604.00 10.276 164.4 0.50 4802.0 7895.0 CORN_fsb 7.33 117.26 481.50 1.522 24.4 10.00 4815.0 1173.0 US2_fsb 11.85 189.56 10132.42 0.117 1.9 0.50 5066.0 95.0 SMI_fsb 87.51 1400.22 10288.00 0.851 13.6 0.50 5144.0 700.0 BTP3_fsb 16.19 259.06 10430.00 0.155 2.5 0.50 5215.0 130.0 SOYOIL_fsb 110.43 1766.86 5223.00 2.114 33.8 1.00 5223.0 1767.0 US5_fsb 30.64 490.24 10468.75 0.293 4.7 0.50 5234.0 245.0 SHATZ_fsb 10.15 162.34 10518.00 0.096 1.5 0.50 5259.0 81.0 DX_fsb 41.14 658.21 10638.00 0.387 6.2 0.50 5319.0 329.0 US10_fsb 48.38 774.10 10643.75 0.455 7.3 0.50 5322.0 387.0 BTP_fsb 69.19 1107.01 10944.00 0.632 10.1 0.50 5472.0 554.0 SUGAR11_fsb 39.48 631.75 2737.00 1.443 23.1 2.00 5474.0 1264.0 US30_fsb 109.56 1752.97 10956.25 1.000 16.0 0.50 5478.0 876.0 MSCISING_fsb 2.89 46.16 274.80 1.050 16.8 20.00 5496.0 923.0 US30U_fsb 155.34 2485.50 11259.38 1.380 22.1 0.50 5630.0 1243.0 BOBL_fsb 33.32 533.13 11621.00 0.287 4.6 0.50 5810.0 267.0 NZD_fsb 36.70 587.26 5813.00 0.631 10.1 1.00 5813.0 587.0 BUXL_fsb 179.00 2864.05 11990.00 1.493 23.9 0.50 5995.0 1432.0 OATIES_fsb 8.76 140.18 401.00 2.185 35.0 15.00 6015.0 2103.0 OAT_fsb 70.06 1120.91 12312.00 0.569 9.1 0.50 6156.0 560.0 OMXS30_fsb 22.77 364.29 2076.00 1.097 17.5 3.00 6228.0 1093.0 AUD_fsb 41.85 669.60 6346.00 0.659 10.6 1.00 6346.0 670.0 BUND_fsb 71.90 1150.39 12886.00 0.558 8.9 0.50 6443.0 575.0 SOYBEAN_fsb 15.80 252.81 1295.00 1.220 19.5 5.00 6475.0 1264.0 DOW_fsb 253.58 4057.22 32431.00 0.782 12.5 0.20 6486.0 811.0 ASX_fsb 54.86 877.81 6749.00 0.813 13.0 1.00 6749.0 878.0 CAC_fsb 62.49 999.77 6773.50 0.923 14.8 1.00 6774.0 1000.0 NASDAQ_fsb 178.04 2848.69 14233.75 1.251 20.0 0.50 7117.0 1424.0 JGB_fsb 22.92 366.72 14454.00 0.159 2.5 0.50 7227.0 183.0 DAX_fsb 135.14 2162.28 14684.00 0.920 14.7 0.50 7342.0 1081.0 COFFEE_fsb 326.85 5229.66 16045.00 2.037 32.6 0.50 8022.0 2615.0 RICE_fsb 170.14 2722.27 16230.00 1.048 16.8 0.50 8115.0 1361.0 CRUDE_W_fsb 197.25 3156.04 8490.00 2.323 37.2 1.00 8490.0 3156.0 WHEAT_fsb 14.42 230.72 575.75 2.505 40.1 15.00 8636.0 3461.0 EURGBP_fsb 25.25 404.06 8737.00 0.289 4.6 1.00 8737.0 404.0 GASOIL_fsb 22.24 355.79 883.25 2.518 40.3 10.00 8832.0 3558.0 CHF_fsb 39.00 623.93 8965.39 0.435 7.0 1.00 8965.0 624.0 BRENT_W_fsb 196.42 3142.70 8988.00 2.185 35.0 1.00 8988.0 3143.0 LIVECOW_fsb 162.31 2597.03 18190.00 0.892 14.3 0.50 9095.0 1299.0 AUDJPY_fsb 58.15 930.36 9469.00 0.614 9.8 1.00 9469.0 930.0 EUR_fsb 47.17 754.73 10588.50 0.445 7.1 1.00 10588.0 755.0 SOYMEAL_fsb 705.04 11280.71 44180.00 1.596 25.5 0.25 11045.0 2820.0 GASOLINE_fsb 519.65 8314.33 22890.00 2.270 36.3 0.50 11445.0 4157.0 GBP_fsb 59.62 953.97 12118.00 0.492 7.9 1.00 12118.0 954.0 CAD_fsb 47.93 766.86 13866.74 0.346 5.5 1.00 13867.0 767.0 HEATOIL_fsb 747.47 11959.58 29463.00 2.537 40.6 0.50 14732.0 5980.0 JPY_fsb 59.07 945.15 14832.39 0.398 6.4 1.00 14832.0 945.0 NIKKEI_fsb 318.30 5092.83 30570.00 1.041 16.7 0.50 15285.0 2546.0 OJ_fsb 511.99 8191.78 39270.00 1.304 20.9 0.50 19635.0 4096.0 ******************************************************************************** END OF REPORT ********************************************************************************