Commodity/

Index
Dhaanya Index
Guar seed 10 MT
Guar Gum
Soyabean
Turmeric
Sugar
Rape/Mustard seed
Soy Oil
MaizeKharif
Cotton seed oil cake
Cotton 29mm
Wheat
Jeera
Coriander
Barley
Chilli
V797 kapas
Shankar Kapas

Last Closing
Value
12/22/2016
12/22/2016
PX_LAST
3110.72
3140
5940
2976
6822
3608
4239
714
1415
1935
19040
1990
16935
7501
1841
8818
919.5
1034

1 day
12/22/2016
12/21/2016
PX_LAST
-1.18%
-3.00%
-2.99%
-1.20%
-0.52%
1.23%
-3.00%
-0.78%
-0.28%
-0.26%
-0.37%
0.20%
-1.66%
-2.17%
NA
NA
-0.22%
NA

1 week
12/22/2016
12/15/2016
PX_LAST
-3.44%
-5.62%
-4.93%
-3.38%
-3.21%
4.58%
-7.12%
-1.97%
1.65%
0.31%
-0.57%
-1.29%
-4.46%
-2.19%
-0.83%
-28.73%
-0.49%
-0.10%

Returns % (2016-17)
1 month
12/22/2016
11/22/2016
PX_LAST
-3.08%
-3.27%
-3.04%
-3.63%
-5.12%
4.37%
-9.19%
3.52%
1.07%
-0.92%
-0.83%
-2.16%
-4.35%
-4.99%
-0.81%
-29.00%
0.77%
1.77%

Note : 1. Returns are calculated as percentage change in the closing value of near month contract pr
2. Both intraday and interday volatilities are calculated using a seven day rolling methodology.
3. #DIV/0 or #NA is due to non-availability of data.
4. For the spreads calculation, C1 is the near month contract, C2 is the succeeding month expiration c
Source: Bloomberg

eturns % (2016-17)
3 months
12/22/2016
9/22/2016
PX_LAST
-2.15%
-14.44%
-16.92%
-8.46%
-0.41%
3.62%
-9.60%
6.42%
-8.47%
-3.35%
-8.37%
13.91%
-2.22%
0.21%
16.56%
-32.21%
1.16%
-21.31%

Volatility
6 months
12/22/2016
6/22/2016
PX_LAST
-2.44%
0.71%
7.41%
-22.66%
-15.88%
0.47%
-10.66%
10.68%
-6.54%
-21.88%
-1.24%
11.99%
-3.83%
3.63%
16.70%
-32.53%
2.74%
-11.77%

1 year
12/22/2016
12/22/2015
PX_LAST
5.57%
-5.22%
-6.16%
-22.09%
-30.94%
19.00%
-7.99%
14.67%
-4.52%
-2.37%
15.89%
16.85%
15.24%
-14.55%
30.01%
-2.02%
2.74%
10.00%

12/22/2016
Inter Vol
0.40%
0.94%
1.22%
0.78%
1.06%
1.85%
0.99%
0.57%
0.75%
1.33%
0.95%
0.80%
1.36%
1.95%
0.86%
13.08%
0.80%
0.50%

Spread %

Cont. 2 over
Cont. 1
12/22/2016 12/22/2016
Intra Vol.
0.53%
NA
1.23%
1.69%
1.32%
3.70%
0.63%
1.85%
1.19%
-0.41%
1.63%
0.00%
1.22%
-8.23%
0.55%
-0.32%
0.65%
0.49%
0.56%
1.55%
0.92%
0.68%
0.55%
-1.11%
1.49%
-5.34%
1.26%
5.97%
0.74%
-17.38%
13.08%
0.00%
0.84%
0.00%
0.50%
1.06%

near month contract prices on the current trading day over the corresponding trading day for each of the tradin
ng methodology.

ding month expiration contract.

1 day
12/22/2015
12/21/2015
PX_LAST
0.07%
-0.63%
-0.31%
-0.16%
-2.62%
-0.72%
1.68%
0.44%
-0.94%
-0.55%
-0.96%
-0.18%
2.33%
2.76%
0.75%
0.00%
-1.10%
-1.05%

1 week
12/22/2015
12/15/2015
PX_LAST
1.02%
5.71%
9.71%
2.19%
-6.49%
-1.11%
3.48%
-0.11%
-0.40%
6.67%
0.24%
-0.06%
0.38%
-7.67%
0.18%
-23.08%
1.99%
2.96%

g day for each of the trading periods.

Returns % (2015-16 )
1 month
3 months
12/22/2015 12/22/2015
11/21/2015
9/21/2015
PX_LAST
PX_LAST
1.32%
7.65%
-6.68%
-12.86%
-11.72%
-22.99%
-2.53%
18.45%
0.88%
24.25%
12.42%
22.11%
-4.12%
8.78%
1.88%
8.74%
-6.62%
5.86%
17.28%
26.73%
3.46%
3.40%
3.02%
9.52%
-6.07%
-10.59%
-15.94%
-21.97%
-5.35%
18.25%
-26.61%
-20.00%
5.73%
7.44%
6.70%
-2.79%

6 months
12/22/2015
6/23/2015
PX_LAST
11.35%
-20.87%
-35.61%
9.68%
41.15%
36.95%
13.31%
7.20%
21.48%
10.42%
4.12%
15.69%
-7.61%
-28.38%
15.12%
-0.40%
0.11%
-0.21%

1 year
12/22/2015
12/22/2014
PX_LAST
10.43%
-26.85%
-47.90%
14.65%
19.59%
13.39%
9.85%
3.37%
20.78%
39.28%
3.20%
0.41%
4.67%
-30.21%
-11.50%
3.78%
9.82%
9.81%