From: The volatility of returns from commodity futures: evidence from India
Bullions | Energy | Agricultural products | Oil & oil related products | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Golda | Silver | Platinum | Crude Oila | Natural Gas | Gasoline | Potatoa | Kapas | Pepper | Mentha Oila | Mustard seed |
RBD Palmolien | |
2004 | Traded Contracts(in lots) | 632,843 |
138,977 5 | NA | NA | NA | NA | NA |
1715 8 | 6406 | NA | 678 | 59 |
Total Value(in lakhs) |
394,070 4.99 |
449,984 5.34 | NA | NA | NA | NA | NA |
1197 5.84 |
4750. 96 | NA |
1268.4 9 | 25.43 | |
2005 | Traded Contracts(in lots) |
260,040 7 |
584,476 5 | NA |
515,781 1 | NA | NA | NA |
1144 81 |
1027 08 |
87,369 3 | 3826 | 16,945 |
Total Value(in lakhs) |
175,513 30.18 |
196,148 49.81 | NA |
137,708 85.61 | NA | NA | NA |
7778 8.06 |
6997 9.86 |
18,607 59.84 |
6708.5 6 |
23,099.3 5 | |
2006 | Traded Contracts(in lots) |
995,735 1 |
949,854 4 | NA |
446,653 8 |
19,537 56 | NA |
3979 08 |
3815 73 |
4431 7 |
24,282 30 | 17,073 | 3759 |
Total Value(in lakhs) |
760,489 1 |
506,073 78.39 | NA |
130,325 62.32 |
32,625 19.14 | NA |
7299 85.37 |
2781 05.65 |
4612 0.65 |
55,089 50.19 |
27,798. 17 |
13,706.0 5 | |
2007 | Traded Contracts(in lots) |
140,242 17 |
918,327 3 | NA |
139,388 13 |
17,327 59 | NA |
4227 23 |
2112 87 |
1924 81 |
81,674 9 | 0 | NA |
Total Value(in lakhs) |
171,474 191.96 |
515,680 68.06 | NA |
421,132 66.31 |
25,869 80.10 | NA |
7654 16.31 |
1801 29.77 |
2509 52.27 |
16,257 74.77 | 0.00 | NA | |
2008 | Traded Contracts(in lots) |
140,242 17 |
109,726 76 | 3790 |
205,070 01 |
74,750 6 | NA |
3900 9 |
7162 3 | 2430 |
42,502 3 | NA | NA |
Total Value(in lakhs) |
171,474 191.96 |
704,073 59.66 |
5133 4.27 |
859,472 48.64 |
30,021 86.10 | NA |
6356 6.98 |
6958 7.30 |
3566. 32 |
84,761 1.43 | NA | NA | |
2009 | Traded Contracts(in lots) |
121,449 67 |
115,555 01 |
1291 1 |
410,928 21 |
11,124 491 |
5494 2 |
8996 9 |
6544 7 |
4180 3 |
50,604 2 | NA | NA |
Total Value(in lakhs) |
184,997 191.41 |
828,910 95.67 |
6110 9.94 |
121,020 964.66 |
27,497 924.35 |
2059 35.14 |
2428 96.24 |
8029 2.97 |
4859 4.66 |
10,114 10.54 | NA | NA | |
2010 | Traded Contracts(in lots) |
120,522 25 |
164,405 33 | 221 |
415,370 53 |
11,176 937 | 842 |
4918 52 |
8759 6 | NA |
15,710 93 | NA | NA |
Total Value(in lakhs) |
219,874 783.77 |
159,664 842.35 |
1302 .21 |
150,743 390.24 |
27,919 327.69 |
3511. 97 |
7572 78.05 |
1168 88.73 | NA |
50,139 65.14 | NA | NA | |
2011 | Traded Contracts(in lots) |
126,557 60 |
244,345 44 | 210 |
547,536 58 |
98,821 19 | 20 |
4671 50 |
1941 38 | NA |
15,689 17 | NA | NA |
Total Value(in lakhs) |
314,713 353.71 |
408,239 010.89 |
1325 .36 |
242,044 737.34 |
23,293 743.77 |
107.5 9 |
8096 64.01 |
3507 01.82 | NA |
66,592 52.09 | NA | NA | |
2012 | Traded Contracts(in lots) |
102,876 09 |
172,845 29 | 21 |
577,902 29 |
27,886 670 | 20 |
2740 47 |
3033 23 | NA |
22,891 39 | NA | NA |
Total Value(in lakhs) |
305,672 442.56 |
297,774 497.73 |
139. 66 |
289,229 240.48 |
54,440 421.01 |
123.6 7 |
8034 93.25 |
5644 01.58 | NA |
12,470 449.09 | NA | NA |