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 |