{"schemaVersion":1,"analysisDate":"2026-09-15","description":"Derived futures position-sizing sensitivity grid for ES, MES, NQ, and MNQ using CME contract multipliers and 0.25-point tick sizes.","formula":{"riskPerContractUsd":"stopDistancePoints * multiplierUsdPerPoint","riskBudgetUsd":"accountEquityUsd * riskLimitPercent / 100","maxWholeContracts":"floor(riskBudgetUsd / riskPerContractUsd)","minimumAccountForOneContractUsd":"riskPerContractUsd / (riskLimitPercent / 100)"},"contracts":[{"code":"ES","name":"E-mini S&P 500","multiplierUsdPerPoint":50,"tickSizePoints":0.25,"tickValueUsd":12.5},{"code":"MES","name":"Micro E-mini S&P 500","multiplierUsdPerPoint":5,"tickSizePoints":0.25,"tickValueUsd":1.25},{"code":"NQ","name":"E-mini Nasdaq-100","multiplierUsdPerPoint":20,"tickSizePoints":0.25,"tickValueUsd":5.0},{"code":"MNQ","name":"Micro E-mini 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:0.5,"minimumAccountForOneContractUsd":80000.0},{"contractCode":"NQ","stopDistancePoints":20,"stopDistanceTicks":80.0,"riskPerContractUsd":400,"riskLimitPercent":1,"minimumAccountForOneContractUsd":40000.0},{"contractCode":"NQ","stopDistancePoints":20,"stopDistanceTicks":80.0,"riskPerContractUsd":400,"riskLimitPercent":2,"minimumAccountForOneContractUsd":20000.0},{"contractCode":"NQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":1000,"riskLimitPercent":0.5,"minimumAccountForOneContractUsd":200000.0},{"contractCode":"NQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":1000,"riskLimitPercent":1,"minimumAccountForOneContractUsd":100000.0},{"contractCode":"NQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":1000,"riskLimitPercent":2,"minimumAccountForOneContractUsd":50000.0},{"contractCode":"MNQ","stopDistancePoints":5,"stopDistanceTicks":20.0,"riskPerContractUsd":10,"riskLimitPercent":0.5,"minimumAccountForOneContractUsd":2000.0},{"contractCode":"MNQ","stopDistancePoints":5,"stopDistanceTicks":20.0,"riskPerContractUsd":10,"riskLimitPercent":1,"minimumAccountForOneContractUsd":1000.0},{"contractCode":"MNQ","stopDistancePoints":5,"stopDistanceTicks":20.0,"riskPerContractUsd":10,"riskLimitPercent":2,"minimumAccountForOneContractUsd":500.0},{"contractCode":"MNQ","stopDistancePoints":10,"stopDistanceTicks":40.0,"riskPerContractUsd":20,"riskLimitPercent":0.5,"minimumAccountForOneContractUsd":4000.0},{"contractCode":"MNQ","stopDistancePoints":10,"stopDistanceTicks":40.0,"riskPerContractUsd":20,"riskLimitPercent":1,"minimumAccountForOneContractUsd":2000.0},{"contractCode":"MNQ","stopDistancePoints":10,"stopDistanceTicks":40.0,"riskPerContractUsd":20,"riskLimitPercent":2,"minimumAccountForOneContractUsd":1000.0},{"contractCode":"MNQ","stopDistancePoints":20,"stopDistanceTicks":80.0,"riskPerContractUsd":40,"riskLimitPercent":0.5,"minimumAccountForOneContractUsd":8000.0},{"contractCode":"MNQ","stopDistancePoints":20,"stopDistanceTicks":80.0,"riskPerContractUsd":40,"riskLimitPercent":1,"minimumAccountForOneContractUsd":4000.0},{"contractCode":"MNQ","stopDistancePoints":20,"stopDistanceTicks":80.0,"riskPerContractUsd":40,"riskLimitPercent":2,"minimumAccountForOneContractUsd":2000.0},{"contractCode":"MNQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":100,"riskLimitPercent":0.5,"minimumAccountForOneContractUsd":20000.0},{"contractCode":"MNQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":100,"riskLimitPercent":1,"minimumAccountForOneContractUsd":10000.0},{"contractCode":"MNQ","stopDistancePoints":50,"stopDistanceTicks":200.0,"riskPerContractUsd":100,"riskLimitPercent":2,"minimumAccountForOneContractUsd":5000.0}],"sources":["https://www.cmegroup.com/articles/faqs/frequently-asked-questions-micro-e-mini-equity-index-futures.html","https://www.cmegroup.com/markets/equities/nasdaq/micro-e-mini-nasdaq-100.html"],"limitations":["Sizing isolates stop-distance risk and does not model slippage, gaps, commissions, exchange fees, margin, liquidity, or stop execution quality.","A stop order does not guarantee a fill at the stop price.","Contract specifications should be rechecked if CME changes product terms."]}