Commodities - Southeast Asia

Southeast Asia

The nominal value in the Commodities market in Southeast Asia is forecasted to reach US$3,228.00bn in 2024.
It is anticipated to demonstrate an annual growth rate (CAGR 2024-2028) of 3.27%, resulting in a projected total amount of US$3,671.00bn by 2028.
The average price per contract in the Commodities market stands at US$0.03 in 2024.
When viewed from a global perspective, the highest nominal value is recorded the in the United States (US$45,690.00bn in 2024).
In the Commodities market of Southeast Asia, the number of contracts is expected to reach 130.60m by 2028.
In Southeast Asia, the growing interest in trading palm oil futures is shaping the commodities market landscape.

Market

Region

Region comparison

Currency

Analyst Opinion

In Southeast Asia, the Commodities market is experiencing a significant shift in recent years.

Customer preferences: Investors in Southeast Asia are increasingly drawn to Commodities as a way to diversify their portfolios and hedge against market volatility. The potential for high returns in a relatively short period is a key driver for individuals and institutional investors alike.

Trends in the market: Countries like Singapore and Malaysia are emerging as key players in the Commodities market in Southeast Asia. Singapore, with its well-established financial infrastructure, is becoming a hub for trading Commodities, while Malaysia's strategic location and growing economy are attracting more investors to the market.

Local special circumstances: The diverse regulatory environment across Southeast Asia is influencing the development of the Commodities market in the region. Each country has its own set of rules and regulations governing the trading of Commodities, which can impact investor confidence and market liquidity.

Underlying macroeconomic factors: Factors such as geopolitical tensions, global economic conditions, and currency fluctuations play a significant role in shaping the Commodities market in Southeast Asia. Investors closely monitor these factors to make informed decisions and mitigate risks associated with trading Commodities in the region.

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.