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If I lever up a JPY/USD futures with a 6% volatility/contract 2x to meet my 12% volatility target, how many contracts should I buy per $100,000 I have in liquidity? How do I size my position based on how much money I have?

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    $\begingroup$ One futures contract delivers 12,500,000 Yen, that's equivalent to about 113,000 USD. So if you have 100,000 USD in your account with 1 contract you already have 1.13 leverage, with 2 contracts 2.26 leverage, etc. (These calculations are approximate). $\endgroup$
    – noob2
    Sep 2 at 17:09
  • $\begingroup$ Understood, thank you! How would I do this using Eurodollar futures? $\endgroup$
    – Jay C
    Sep 3 at 3:13

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