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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