Sizing in whole contracts, when the increment is chunky

Four tracks have run this division. Futures run it against the largest increments on the platform - and the floor stops being a footnote and becomes a feature of every size.

The division, and what the floor refuses

Work the example: budgets that compute to 2.5 or 3.75 contracts hold 2 or 3 - the refused fraction is risk the plan wanted and the increment denied. Under-budget is the safe direction, and the slack is real: a book of positions each sized 20% under budget is a book running materially below its intended risk, which compounds into under-participation the plan never chose. The honest ledger records both numbers - the computed and the held - because module 7 will want to know which risk the record actually describes.

When the floor says zero

• The commodities lesson stands: zero is an answer - a full-size contract whose per-contract risk exceeds the budget is a contract the account cannot honestly trade.
• The relief valve is priced: micros divide the increment - module 3's surcharge buys back the granularity, and the decision is the sizing arithmetic's, not preference's.
• The forbidden move is unchanged: widening the budget or shrinking the stop to make the contract fit is the sequence error every track has named - the stop belongs to the market, the budget to the plan, and the contract count is output, never input.

The two-number habit

Every futures size is two numbers: the division's answer and the floor's - and the gap between them is a standing input to instrument choice. Persistent large gaps across a plan's typical trades are the arithmetic voting for micros, whatever the cost ratio says; persistent zero-gaps at full size are the vote for the flagship's cheaper exposure. The sizing machinery, run honestly, chooses the contract variant by itself - which is the module 3 trade-off closed from the risk side, and one more decision the platform moves from preference to arithmetic.