Commodities - Asia

Asia

The nominal value in the Commodities market is projected to reach €29,040.00bn in 2024.
It is expected to show an annual growth rate (CAGR 2024-2029) of 2.36% resulting in a projected total amount of €32,630.00bn by 2029.
The average price per contract in the Commodities market amounts to €0.01 in 2024.
From a global comparison perspective it is shown that the highest nominal value is reached in the United States (€49,790.00bn in 2024).
In the Commodities market, the number of contracts is expected to amount to 3,702,000.00k by 2029.

Marché

Région

Comparaison de régions

Monnaie

Analyst Opinion

The Commodities market in Asia has been experiencing significant growth and evolution in recent years. Customer preferences in the Asian Commodities market are shifting towards more diverse investment options, with a growing interest in alternative assets such as commodity derivatives.

Investors are increasingly looking for ways to diversify their portfolios and hedge against market volatility, driving the demand for commodities trading in the region. Trends in the market show that countries like China and India are becoming key players in the Asian Commodities market. China, as one of the largest consumers of commodities globally, has a significant impact on commodity prices and trading volumes.

On the other hand, India's growing economy and increasing demand for commodities are also driving the market forward. Local special circumstances in Asian countries, such as regulatory changes and government policies, play a crucial role in shaping the Commodities market. For example, in Singapore, the government has been actively promoting the country as a trading hub for commodities, attracting international investors and boosting trading activities in the region.

Underlying macroeconomic factors, such as economic growth, inflation rates, and currency movements, also influence the Commodities market in Asia. Countries with strong economic performance and stable political environments tend to attract more investment in commodities, while fluctuations in currency values can impact trading activities and prices.

Methodology

Data coverage:

Figures are based on commodity derivatives, their notional value, the number of contracts traded, the open interest (outstanding contracts at the end of a year), and the average value of a contract.

Modeling approach / Market size:

Market sizes are determined by a Bottom-Up approach, based on a specific rationale for each market segment. As a basis for evaluating markets, we use market research & analysis, and data of World Bank, as well as the World Federation of Exchanges. Furthermore, we use relevant key market indicators and data from country-specific associations and national data bureaus such as GDP, wealth per capita, and the online banking penetration rate. This data helps us to estimate the market size for each country individually.

Forecasts:

In our forecasts, we apply diverse forecasting techniques. The selection of forecasting techniques is based on the behavior of the particular market. In this market, we use the HOLT-damped Trend method to forecast future development. The main drivers are GDP per capita an the online banking penetration rate.

Additional Notes:

The market is updated twice per year in case market dynamics change.