Table 2 Returns of near, next near and far month contracts of mentha oil maturing on 31st December, 2010

31-Dec-10

1-Dec-10

0.018

1-Nov-10

0.039

1-Oct-10

0.012

31-Dec-10

2-Dec-10

0.017

2-Nov-10

0.039

4-Oct-10

−0.012

31-Dec-10

3-Dec-10

−0.009

3-Nov-10

0.003

5-Oct-10

0.016

31-Dec-10

4-Dec-10

0.005

4-Nov-10

−0.023

6-Oct-10

0.015

31-Dec-10

6-Dec-10

−0.030

5-Nov-10

0.018

7-Oct-10

0.039

31-Dec-10

7-Dec-10

−0.012

6-Nov-10

0.032

8-Oct-10

0.035

31-Dec-10

8-Dec-10

−0.019

8-Nov-10

−0.018

9-Oct-10

−0.004

31-Dec-10

9-Dec-10

−0.041

9-Nov-10

−0.029

11-Oct-10

−0.013

31-Dec-10

10-Dec-10

−0.028

10-Nov-10

−0.041

12-Oct-10

0.012

31-Dec-10

11-Dec-10

−0.041

11-Nov-10

−0.024

13-Oct-10

0.039

31-Dec-10

13-Dec-10

0.005

12-Nov-10

0.003

14-Oct-10

−0.017

31-Dec-10

14-Dec-10

0.032

13-Nov-10

0.022

15-Oct-10

−0.029

31-Dec-10

15-Dec-10

0.012

15-Nov-10

0.007

16-Oct-10

0.036

31-Dec-10

16-Dec-10

−0.006

16-Nov-10

0.011

18-Oct-10

−0.007

31-Dec-10

17-Dec-10

−0.035

17-Nov-10

0.000

19-Oct-10

−0.008

31-Dec-10

18-Dec-10

0.002

18-Nov-10

−0.004

20-Oct-10

−0.004

31-Dec-10

20-Dec-10

0.035

19-Nov-10

−0.030

21-Oct-10

0.038

31-Dec-10

21-Dec-10

−0.012

20-Nov-10

0.023

22-Oct-10

0.039

31-Dec-10

22-Dec-10

−0.011

22-Nov-10

0.015

23-Oct-10

−0.006

31-Dec-10

23-Dec-10

0.023

23-Nov-10

−0.033

25-Oct-10

0.039

31-Dec-10

24-Dec-10

0.000

24-Nov-10

0.001

26-Oct-10

0.039

31-Dec-10

27-Dec-10

0.013

25-Nov-10

0.011

27-Oct-10

0.011

31-Dec-10

28-Dec-10

0.008

26-Nov-10

−0.005

28-Oct-10

−0.004

31-Dec-10

29-Dec-10

0.009

27-Nov-10

0.014

29-Oct-10

0.006

31-Dec-10

30-Dec-10

0.024

29-Nov-10

0.011

30-Oct-10

0.011

31-Dec-10

31-Dec-10

0.100

30-Nov-10

−0.005

–

–

Std. dev

0.029

0.022

0.021