NISM Series XVI - Commodity Derivatives Exam Notes

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  • Commodity Market Indices - Rogers International Commodities Index (RICI), Dow Jones AIG Commodities Index (DJAIG), Goldman Sachs Commodities Index (GSCI), and Reuters Jeffries Commodities Research Bureau (RJCRB). In India, MCX's iCOMDEX Composite Index and NCDEX's Dhaanya Index are real-time futures indices which tracks futures prices of various subgroups of commodities.
  • Fundamental equation of commodity demand and supply:
  • Opening stock + Domestic production + imports = Domestic consumption + exports
  • Factors Impacting the Commodity Prices - Demand-Supply Equation, Seasonality, Geo-political developments, Macroeconomic conditions, Currency movement, Interest rates
  • The cost-of-carry model can be expressed as:
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NISM Commodity Derivatives

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