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Table 1 List of traded contracts (in volume and value) of commodity futures in MCX, India

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

  1. Source: MCX, India and authors’ own calculation
  2. Note: NA denotes data not available
  3. Here we choose three active commodity futures from each group for the entire study period to show the relative prominence of particular commodity futures(based on volume and value of trade) within the group
  4. a denotes the selection of commodity futures based on volume and value of trade, with the only exception for bullions futures for the year 2011 where the silver futures dominates