{"id":44662,"date":"2026-06-22T22:16:15","date_gmt":"2026-06-23T03:16:15","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/risk-calculations-for-trading-in-flow-2\/"},"modified":"2026-06-22T22:16:16","modified_gmt":"2026-06-23T03:16:16","slug":"risk-calculations-for-trading-in-flow-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/risk-calculations-for-trading-in-flow-2\/","title":{"rendered":"\u30d5\u30ed\u30fc\u3067\u306e\u53d6\u5f15\u306e\u30ea\u30b9\u30af\u8a08\u7b97"},"content":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p>Setup \u306e\u300c\u9650\u6708\u306b\u30a8\u30cd\u30eb\u30ae\u30fc\u306e\u9650\u5ea6\u3092\u5b9f\u65bd\u300d\u8a2d\u5b9a\u306b\u57fa\u3065\u3044\u3066\u3001TT \u306f\u30d5\u30ed\u30fc\u307e\u305f\u306f\u9650\u6708\u306e\u3044\u305a\u308c\u304b\u306b\u3066\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3059\u308b\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u3053\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3057\u3066\u7121\u52b9\u306b\u306a\u3063\u3066\u3044\u308b\u5834\u5408\u3001TT \u306f\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n<p>\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3057\u30ea\u30b9\u30af\u9650\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u969b\u3001TT \u306f\u9650\u6708\u306e\u660e\u7d30\u304b\u3089\u4ee5\u4e0b\u306e\u53d7\u6e21\u3057\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li>roundLotQty:  1\u3064\u306e\u9650\u6708\u3067\u53d6\u5f15\u3067\u304d\u308b\u6700\u5c0f\u679a\u6570\u3002<\/li>\n<li>numberOfBlocks:  \u53d7\u6e21\u3057\u306e\u671f\u9593\u6570\u3002<\/li>\n<li>minLotSize:  \u5404\u53d7\u6e21\u3057\u671f\u9593\u306e\u53d7\u6e21\u3057\u6570\u91cf\u3002<\/li>\n<\/ul>\n<p><b>\u6ce8<\/b>: \u9650\u6708\u306e\u660e\u7d30\u306b\u95a2\u3057\u3066\u306f\u3001\u9650\u6708\u3092\u9078\u629e\u3057\u3066\u30ad\u30fc\u30dc\u30fc\u30c9\u306e [\u30b7\u30d5\u30c8]\uff0b[X] \u3092\u30af\u30ea\u30c3\u30af\u3059\u308b\u3068\u3001TT \u306e\u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u8868\u793a\u3067\u304d\u307e\u3059\u3002<\/p>\n<p><!-- what is qty in spreadsheet? --><\/p>\n<p>\u4ee5\u4e0b\u306e\u8868\u306b\u306f\u3001TT \u306e\u53d6\u5f15\u30a2\u30d7\u30ea\u30b1\u30fc\u30b7\u30e7\u30f3\u3092\u4f7f\u3063\u3066\u3001\u30d5\u30ed\u30fc\u3067\u306e\u53d6\u5f15\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u3084\u9650\u6708\u306b\u5bfe\u3057\u3066\u53d6\u5f15\u6240\u3054\u3068\u306b\u30ea\u30b9\u30af\u304c\u3069\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u308b\u304b\u306e\u4f8b\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th style=\"width:100px\"><strong>Exchange (\u53d6\u5f15\u6240)<\/strong><\/th>\n<th style=\"width:100px\"><strong>Contract (\u9650\u6708)<\/strong><\/th>\n<th style=\"width:100px\"><strong>Delivery Values (\u53d7\u6e21\u3057\u5024)<\/strong><\/th>\n<th style=\"width:100px\"><strong>\u767a\u6ce8\u6e08\u307f\u6ce8\u6587\u679a\u6570<\/strong><\/th>\n<th style=\"width:100px\"><strong>TT \u3067\u306e\u30ea\u30b9\u30af \u30c1\u30a7\u30c3\u30af<\/strong><\/th>\n<th style=\"width:100px\"><strong>\u8868\u793a\u6ce8\u6587\u679a\u6570<\/strong><\/th>\n<p><!--  \n\n<th><strong>Risk Error Message<\/strong><\/th>\n\n --><\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>CME<\/td>\n<td>LAP 02Jun21<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=35<br \/> minLotSize=50<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d735<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d750 = <b>50<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>EEX<\/td>\n<td>DEBM Jun21<\/td>\n<td>roundLotQty=1 numberOfBlocks=720<br \/> minLotSize=720<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d7720<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d7720 = <b>720<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>ICE<\/td>\n<td>PJM S May20<\/td>\n<td>roundLotQty=50<br \/> numberOfBlocks=352 delivery unit=1 (ICE does not consider minLotSize)<\/td>\n<td>\n<p>qty = roundLotQty \u00d7 order quantity (1) \u00d7 \u53d7\u6e21\u3057\u5358\u4f4d = 50<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 50\u00d7352<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 50\u00f750<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty = <b>50<\/b><\/p>\n<p>\u9650\u6708: qty\/roundLotQty = 50\u00f750 = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>IDEM<\/td>\n<td>IDEPY<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=1<br \/> minLotSize=8760<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d71<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d78760 = <b>8760<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>Nodal<\/td>\n<td>AAG<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=704&gt;<br \/> minLotSize=704<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d7704<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d7704 = <b>704<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u306e\u4f8bEEX \u30a8\u30cd\u30eb\u30ae\u30fc\u3001\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af<\/h2>\n<p><b>EEX<\/b> \u306e DEBM Jun21 \u9650\u6708\u306e\u5834\u5408\u3001\u4ee5\u4e0b\u306e\u53e3\u5ea7\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u304c\u8a2d\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<ul>\n<li><b>Max Order Quantity (Outrights)<\/b> (\u6700\u5927\u6ce8\u6587\u679a\u6570 (\u30a2\u30a6\u30c8\u30e9\u30a4\u30c8)):  1000 <!--\t\n\n<li><b>Maximum Position (Net)<\/b> &mdash; 5000 --><\/li>\n<li><b>Max long position per contract<\/b> (\u9650\u6708\u3054\u3068\u306e\u6700\u5927\u30ed\u30f3\u30b0 \u30dd\u30b8\u30b7\u30e7\u30f3):  7500<\/li>\n<li><b>Enforce energy limits in Contracts<\/b> (\u9650\u6708\u3067\u306e\u30a8\u30cd\u30eb\u30ae\u30fc\u9650\u5ea6\u3092\u5b9f\u65bd) \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9:  \u7121\u9069\u7528 (\u30ea\u30b9\u30af\u306f\u30d5\u30ed\u30fc\u3067\u8a08\u7b97)\u3002<\/li>\n<\/ul>\n<p>\u8cea\u554f: \u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u3053\u306e\u53e3\u5ea7\u3092\u4f7f\u3063\u3066 2\u679a\u306e DEBM Jun21 \u9650\u6708\u3092\u8cb7\u304a\u3046\u3068\u8a66\u307f\u305f\u5834\u5408\u3001\u6ce8\u6587\u306f\u53d7\u4ed8\u3051\u3089\u308c\u307e\u3059\u304b\uff1f\u62d2\u5426\u3055\u308c\u307e\u3059\u304b\uff1f<\/p>\n<p>\u56de\u7b54: \u6ce8\u6587\u306f\u62d2\u5426\u3055\u308c\u307e\u3059\u3002EEX \u306e DEBM Jun21 \u9650\u6708\u306b\u5bfe\u3057\u30d5\u30ed\u30fc\u3067\u30ea\u30b9\u30af\u304c\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002\u6ce8\u6587\u679a\u6570 \u00d7 numberOfBlocks = 2\u00d7720\u3002DEBM Jun21 \u306e2\u9650\u6708\u306e\u679a\u6570\u306f 1440 \u30ed\u30c3\u30c8\u306b\u7b49\u3057\u3044\u679a\u6570\u3067\u3059\u3002\u3053\u308c\u306f Setup \u306e 1000 \u306e<b>\u6700\u5927\u6ce8\u6587\u679a\u6570<\/b>\u3092\u8d85\u904e\u3057\u3066\u3044\u307e\u3059\u3002\u30c8\u30ec\u30fc\u30c0\u30fc\u306f TT \u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u4ee5\u4e0b\u306e\u30a8\u30e9\u30fc \u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u53d7\u4fe1\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/rl-risk-flow-message-1.png\"><\/p>\n<h2>\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u306e\u4f8bCME \u30a8\u30cd\u30eb\u30ae\u30fc\u3001\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af<\/h2>\n<p><b>CME<\/b> \u306e LAP 02Jun21 \u9650\u6708\u306e\u5834\u5408\u3001\u4ee5\u4e0b\u306e\u53e3\u5ea7\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u304c\u8a2d\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<ul>\n<li><b>Max Order Quantity (Outrights)<\/b> (\u6700\u5927\u6ce8\u6587\u679a\u6570 (\u30a2\u30a6\u30c8\u30e9\u30a4\u30c8)):  100 <!--\t\n\n<li><b>Max position product (Net)<\/b> &mdash; 500 --><\/li>\n<li><b>Max long position per contract<\/b> (\u9650\u6708\u3054\u3068\u306e\u6700\u5927\u30ed\u30f3\u30b0 \u30dd\u30b8\u30b7\u30e7\u30f3):  750<\/li>\n<li><b>Enforce energy limits in Contracts<\/b> (\u9650\u6708\u3067\u306e\u30a8\u30cd\u30eb\u30ae\u30fc\u9650\u5ea6\u3092\u5b9f\u65bd) \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9:  \u7121\u9069\u7528 (\u30ea\u30b9\u30af\u306f\u30d5\u30ed\u30fc\u3067\u8a08\u7b97)\u3002<\/li>\n<li>\u73fe\u5728\u306e\u30dd\u30b8\u30b7\u30e7\u30f3 = 700<\/li>\n<\/ul>\n<p>\u8cea\u554f: \u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u3053\u306e\u53e3\u5ea7\u3092\u4f7f\u3063\u3066 2\u679a\u306e LAP 02Jun21 \u9650\u6708\u3092\u8cb7\u304a\u3046\u3068\u8a66\u307f\u305f\u5834\u5408\u3001\u6ce8\u6587\u306f\u53d7\u4ed8\u3051\u3089\u308c\u307e\u3059\u304b\uff1f\u62d2\u5426\u3055\u308c\u307e\u3059\u304b\uff1f<\/p>\n<p>\u56de\u7b54: \u6ce8\u6587\u306f\u62d2\u5426\u3055\u308c\u307e\u3059\u3002\u300c\u6700\u5927\u6ce8\u6587\u679a\u6570\u300d\u304c\u30ea\u30b9\u30af \u30c1\u30a7\u30c3\u30af\u3092\u901a\u904e\u3057\u3066\u3082 (\u679a\u6570 \u00d7 numberOfBlocks = 2 \u00d7 35 = 70 &lt; 100)\u3001LAP 02Jun21 \u306e\u7d50\u679c\u306e\u30dd\u30b8\u30b7\u30e7\u30f3 ((20 \u00d7 35) + (2 \u00d7 35) = 770) \u306f\u3001LAP \u9650\u6708\u306e 750 \u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u3092\u8d85\u904e\u3057\u3066\u3044\u307e\u3059\u3002\u30c8\u30ec\u30fc\u30c0\u30fc\u306f TT \u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u4ee5\u4e0b\u306e\u30a8\u30e9\u30fc \u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u53d7\u4fe1\u3057\u307e\u3059\u3002 <!-- The trader receives the following error message in their TT workspace.--><\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/rl-risk-flow-message-2-1.png\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p>Setup \u306e\u300c\u9650\u6708\u306b\u30a8\u30cd\u30eb\u30ae\u30fc\u306e\u9650\u5ea6\u3092\u5b9f\u65bd\u300d\u8a2d\u5b9a\u306b\u57fa\u3065\u3044\u3066\u3001TT \u306f\u30d5\u30ed\u30fc\u307e\u305f\u306f\u9650\u6708\u306e\u3044\u305a\u308c\u304b\u306b\u3066\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3059\u308b\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u3053\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3057\u3066\u7121\u52b9\u306b\u306a\u3063\u3066\u3044\u308b\u5834\u5408\u3001TT \u306f\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n<p>\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u306b\u5bfe\u3057\u30ea\u30b9\u30af\u9650\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u969b\u3001TT \u306f\u9650\u6708\u306e\u660e\u7d30\u304b\u3089\u4ee5\u4e0b\u306e\u53d7\u6e21\u3057\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li>roundLotQty:  1\u3064\u306e\u9650\u6708\u3067\u53d6\u5f15\u3067\u304d\u308b\u6700\u5c0f\u679a\u6570\u3002<\/li>\n<li>numberOfBlocks:  \u53d7\u6e21\u3057\u306e\u671f\u9593\u6570\u3002<\/li>\n<li>minLotSize:  \u5404\u53d7\u6e21\u3057\u671f\u9593\u306e\u53d7\u6e21\u3057\u6570\u91cf\u3002<\/li>\n<\/ul>\n<p><b>\u6ce8<\/b>: \u9650\u6708\u306e\u660e\u7d30\u306b\u95a2\u3057\u3066\u306f\u3001\u9650\u6708\u3092\u9078\u629e\u3057\u3066\u30ad\u30fc\u30dc\u30fc\u30c9\u306e [\u30b7\u30d5\u30c8]\uff0b[X] \u3092\u30af\u30ea\u30c3\u30af\u3059\u308b\u3068\u3001TT \u306e\u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u8868\u793a\u3067\u304d\u307e\u3059\u3002<\/p>\n<p><!-- what is qty in spreadsheet? --><\/p>\n<p>\u4ee5\u4e0b\u306e\u8868\u306b\u306f\u3001TT \u306e\u53d6\u5f15\u30a2\u30d7\u30ea\u30b1\u30fc\u30b7\u30e7\u30f3\u3092\u4f7f\u3063\u3066\u3001\u30d5\u30ed\u30fc\u3067\u306e\u53d6\u5f15\u30a8\u30cd\u30eb\u30ae\u30fc\u9298\u67c4\u3084\u9650\u6708\u306b\u5bfe\u3057\u3066\u53d6\u5f15\u6240\u3054\u3068\u306b\u30ea\u30b9\u30af\u304c\u3069\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u308b\u304b\u306e\u4f8b\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th style=\"width:100px\"><strong>Exchange (\u53d6\u5f15\u6240)<\/strong><\/th>\n<th style=\"width:100px\"><strong>Contract (\u9650\u6708)<\/strong><\/th>\n<th style=\"width:100px\"><strong>Delivery Values (\u53d7\u6e21\u3057\u5024)<\/strong><\/th>\n<th style=\"width:100px\"><strong>\u767a\u6ce8\u6e08\u307f\u6ce8\u6587\u679a\u6570<\/strong><\/th>\n<th style=\"width:100px\"><strong>TT \u3067\u306e\u30ea\u30b9\u30af \u30c1\u30a7\u30c3\u30af<\/strong><\/th>\n<th style=\"width:100px\"><strong>\u8868\u793a\u6ce8\u6587\u679a\u6570<\/strong><\/th>\n<p><!--  \n\n\n\n<th><strong>Risk Error Message<\/strong><\/th>\n\n\n\n --><\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>CME<\/td>\n<td>LAP 02Jun21<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=35<br \/> minLotSize=50<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d735<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d750 = <b>50<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>EEX<\/td>\n<td>DEBM Jun21<\/td>\n<td>roundLotQty=1 numberOfBlocks=720<br \/> minLotSize=720<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d7720<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d7720 = <b>720<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>ICE<\/td>\n<td>PJM S May20<\/td>\n<td>roundLotQty=50<br \/> numberOfBlocks=352 delivery unit=1 (ICE does not consider minLotSize)<\/td>\n<td>\n<p>qty = roundLotQty \u00d7 order quantity (1) \u00d7 \u53d7\u6e21\u3057\u5358\u4f4d = 50<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 50\u00d7352<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 50\u00f750<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty = <b>50<\/b><\/p>\n<p>\u9650\u6708: qty\/roundLotQty = 50\u00f750 = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>IDEM<\/td>\n<td>IDEPY<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=1<br \/> minLotSize=8760<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d71<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d78760 = <b>8760<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>Nodal<\/td>\n<td>AAG<\/td>\n<td>roundLotQty=1<br \/> numberOfBlocks=704&gt;<br \/> minLotSize=704<\/td>\n<td>\n<p>qty = 1<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 numberOfBlocks = 1\u00d7704<\/p>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 qty\/roundLotQty = 1\u00f71<\/p>\n<\/td>\n<td>\n<p>\u30d5\u30ed\u30fc: qty \u00d7 minLotSize = 1\u00d7704 = <b>704<\/b><\/p>\n<p>\u9650\u6708: qty = <b>1<\/b><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u306e\u4f8bEEX \u30a8\u30cd\u30eb\u30ae\u30fc\u3001\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af<\/h2>\n<p><b>EEX<\/b> \u306e DEBM Jun21 \u9650\u6708\u306e\u5834\u5408\u3001\u4ee5\u4e0b\u306e\u53e3\u5ea7\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u304c\u8a2d\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<ul>\n<li><b>Max Order Quantity (Outrights)<\/b> (\u6700\u5927\u6ce8\u6587\u679a\u6570 (\u30a2\u30a6\u30c8\u30e9\u30a4\u30c8)):  1000 <!--\t\n\n\n\n<li><b>Maximum Position (Net)<\/b> &mdash; 5000 --><\/li>\n<li><b>Max long position per contract<\/b> (\u9650\u6708\u3054\u3068\u306e\u6700\u5927\u30ed\u30f3\u30b0 \u30dd\u30b8\u30b7\u30e7\u30f3):  7500<\/li>\n<li><b>Enforce energy limits in Contracts<\/b> (\u9650\u6708\u3067\u306e\u30a8\u30cd\u30eb\u30ae\u30fc\u9650\u5ea6\u3092\u5b9f\u65bd) \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9:  \u7121\u9069\u7528 (\u30ea\u30b9\u30af\u306f\u30d5\u30ed\u30fc\u3067\u8a08\u7b97)\u3002<\/li>\n<\/ul>\n<p>\u8cea\u554f: \u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u3053\u306e\u53e3\u5ea7\u3092\u4f7f\u3063\u3066 2\u679a\u306e DEBM Jun21 \u9650\u6708\u3092\u8cb7\u304a\u3046\u3068\u8a66\u307f\u305f\u5834\u5408\u3001\u6ce8\u6587\u306f\u53d7\u4ed8\u3051\u3089\u308c\u307e\u3059\u304b\uff1f\u62d2\u5426\u3055\u308c\u307e\u3059\u304b\uff1f<\/p>\n<p>\u56de\u7b54: \u6ce8\u6587\u306f\u62d2\u5426\u3055\u308c\u307e\u3059\u3002EEX \u306e DEBM Jun21 \u9650\u6708\u306b\u5bfe\u3057\u30d5\u30ed\u30fc\u3067\u30ea\u30b9\u30af\u304c\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002\u6ce8\u6587\u679a\u6570 \u00d7 numberOfBlocks = 2\u00d7720\u3002DEBM Jun21 \u306e2\u9650\u6708\u306e\u679a\u6570\u306f 1440 \u30ed\u30c3\u30c8\u306b\u7b49\u3057\u3044\u679a\u6570\u3067\u3059\u3002\u3053\u308c\u306f Setup \u306e 1000 \u306e<b>\u6700\u5927\u6ce8\u6587\u679a\u6570<\/b>\u3092\u8d85\u904e\u3057\u3066\u3044\u307e\u3059\u3002\u30c8\u30ec\u30fc\u30c0\u30fc\u306f TT \u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u4ee5\u4e0b\u306e\u30a8\u30e9\u30fc \u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u53d7\u4fe1\u3057\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/rl-risk-flow-message-1.png\"><\/p>\n<h2>\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u306e\u4f8bCME \u30a8\u30cd\u30eb\u30ae\u30fc\u3001\u30d5\u30ed\u30fc\u3067\u306e\u30ea\u30b9\u30af<\/h2>\n<p><b>CME<\/b> \u306e LAP 02Jun21 \u9650\u6708\u306e\u5834\u5408\u3001\u4ee5\u4e0b\u306e\u53e3\u5ea7\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u304c\u8a2d\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<ul>\n<li><b>Max Order Quantity (Outrights)<\/b> (\u6700\u5927\u6ce8\u6587\u679a\u6570 (\u30a2\u30a6\u30c8\u30e9\u30a4\u30c8)):  100 <!--\t\n\n\n\n<li><b>Max position product (Net)<\/b> &mdash; 500 --><\/li>\n<li><b>Max long position per contract<\/b> (\u9650\u6708\u3054\u3068\u306e\u6700\u5927\u30ed\u30f3\u30b0 \u30dd\u30b8\u30b7\u30e7\u30f3):  750<\/li>\n<li><b>Enforce energy limits in Contracts<\/b> (\u9650\u6708\u3067\u306e\u30a8\u30cd\u30eb\u30ae\u30fc\u9650\u5ea6\u3092\u5b9f\u65bd) \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9:  \u7121\u9069\u7528 (\u30ea\u30b9\u30af\u306f\u30d5\u30ed\u30fc\u3067\u8a08\u7b97)\u3002<\/li>\n<li>\u73fe\u5728\u306e\u30dd\u30b8\u30b7\u30e7\u30f3 = 700<\/li>\n<\/ul>\n<p>\u8cea\u554f: \u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u3053\u306e\u53e3\u5ea7\u3092\u4f7f\u3063\u3066 2\u679a\u306e LAP 02Jun21 \u9650\u6708\u3092\u8cb7\u304a\u3046\u3068\u8a66\u307f\u305f\u5834\u5408\u3001\u6ce8\u6587\u306f\u53d7\u4ed8\u3051\u3089\u308c\u307e\u3059\u304b\uff1f\u62d2\u5426\u3055\u308c\u307e\u3059\u304b\uff1f<\/p>\n<p>\u56de\u7b54: \u6ce8\u6587\u306f\u62d2\u5426\u3055\u308c\u307e\u3059\u3002\u300c\u6700\u5927\u6ce8\u6587\u679a\u6570\u300d\u304c\u30ea\u30b9\u30af \u30c1\u30a7\u30c3\u30af\u3092\u901a\u904e\u3057\u3066\u3082 (\u679a\u6570 \u00d7 numberOfBlocks = 2 \u00d7 35 = 70 &lt; 100)\u3001LAP 02Jun21 \u306e\u7d50\u679c\u306e\u30dd\u30b8\u30b7\u30e7\u30f3 ((20 \u00d7 35) + (2 \u00d7 35) = 770) \u306f\u3001LAP \u9650\u6708\u306e 750 \u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u9650\u5ea6\u3092\u8d85\u904e\u3057\u3066\u3044\u307e\u3059\u3002\u30c8\u30ec\u30fc\u30c0\u30fc\u306f TT \u30ef\u30fc\u30af\u30b9\u30da\u30fc\u30b9\u3067\u4ee5\u4e0b\u306e\u30a8\u30e9\u30fc \u30e1\u30c3\u30bb\u30fc\u30b8\u3092\u53d7\u4fe1\u3057\u307e\u3059\u3002 <!-- The trader receives the following error message in their TT workspace.--><\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/rl-risk-flow-message-2-1.png\"><\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[525],"class_list":["post-44662","doc","type-doc","status-publish","hentry","docs-category-reference-risk-limits"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/44662","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/44662\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=44662"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=44662"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}