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Investor   Commodities
07 Feb,12 09:15:46
Commodity Derivatives: What & Why & How…
Trading in commodity derivatives commenced primarily with an objective to protect farmers from the risk of the value of their crop going below the cost price of their produce. To begin with derivative contracts were offered on various agricultural products like cotton, rice, coffee, wheat, pepper, etc. The first organized exchange, the Chicago Board of Trade (CBOT) with standardized contracts on various commodities was established in 1848.

The Indian Scenario…
Commodity derivatives have had a long and a chequered presence in India. The commodity derivative market has been functioning in India since the nineteenth century, with organized trading in cotton through the establishment of Cotton Trade Association in 1875.

1. What is a commodity market?
2. What are commodity futures?
3. Is the concept of trading in commodity futures new in India?
4. What are the major commodity Exchanges?
5. Commodity markets are small. Aren’t They?
6. What are the working hours for the commodity exchanges?
7. Who regulates the commodity exchanges?
8. Why invest in commodities?
9. Who benefits from dealing in commodity futures and how?
10. Who invests in commodities?
11. How risky are these markets compared to stock & bond markets?
12. Give the Comparison between Commodities and Equities?
13. Are the trades/ settlement guaranteed by the exchanges?
14. How will the clearing and settlement take place?
15. What is the settlement date?
16. How do I know which quality is being traded in futures as Commodities have many qualities?
17. Are there physical deliveries in commodity futures exchanges?
18. How the deliveries are made possible?
19. Is delivery mandatory in commodity futures contract trading?
20. How many months contract will be available for futures trading?
21. Do I need to pay sales tax on all trades? Is registration mandatory?
22. Are any transaction duty charges imposed on commodity futures contracts, as in case of stocks?
23. What is the date of expiry?
24. What are the commodities on which futures trading take place?
25. How much are the margins on these Commodity futures?
26. Following is a table showing the details # regarding major commodities traded on MCX & NCDEX
27. Are options also allowed in commodity derivatives?
28. Somebody says that the commodity markets are smaller in size than equity markets.
29. Are any additional margin/brokerage/charges imposed in case a client wants to take delivery of goods?
30. How is it possible to sell, when one doesn’t own a commodity?
31. Commodities have many qualities, how do I know which quality is being traded in futures?
32. Is there any notice period if someone wants to take or give delivery?
33. How much margin is applicable in the commodities market? How is it arrived at?
34. Will there be separate trading terminals/systems for commodity futures?
35. How to Start trading in Commodities?
36. What are the criteria’s one should look into before selecting a Broker?

1. What is a commodity market?
A commodity market facilitates trading in various commodities. It may be a spot or a derivatives market. In spot market, commodities are bought and sold for immediate delivery, whereas in derivatives market, various financial instruments based on commodities are traded. These financial instruments such as 'futures' are traded in exchanges.

2. What are commodity futures?
A commodity futures contract is an agreement between two parties to buy or sell the commodity at a future date at today's future price. Futures contracts differ from forward contracts in the sense that they are standardized and exchange traded. In other words, the parties to the contracts do not decide the terms of futures contracts; but they merely accept terms standardized by the Exchange.

3. Is the concept of trading in commodity futures new in India? Commodity futures market has been in existence in India for centuries. The Government of India banned futures trading in certain commodities in 70s.
However trading in commodity futures has been permitted again by the government in order to help the Commodity producers, traders and investors.
Worldwide, commodity exchanges originated before the other financial exchanges. In fact most of the derivatives instruments had their birth in commodity exchanges.


4. What are the major commodity Exchanges?
There are 24 commodity exchanges in India. The Government of India permitted establishment of National-level Multi-Commodity exchanges in the year 2002 and accordingly three exchanges have come into picture. They are –
  • Multi-Commodity Exchange of India Ltd, Mumbai (MCX).
  • National Commodity and Derivatives Exchange of India, Mumbai (NCDEX).
  • National Multi Commodity Exchange, Ahmedabad (NMCE).
At international level there are major commodity exchanges in USA, Japan and UK. Some of the most popular exchanges around the world are given below along with the major commodities traded:
EXCHANGE MAJOR COMMODITIES TRADED
New York Mercantile Exchange (NYMEX) Crude Oil, Heating Oil
Chicago Board of Trade Soy Oil, Soy Beans, Corn
London Metals Exchange Aluminium, Copper, Tin, Lead
Chicago Board Option Exchange Options on Energy, Interest rate
Tokyo Commodity Exchange Silver, Gold, Crude oil, Rubber
Malaysian Derivatives Exchange Rubber, Soy Oil, Palm Oil


5. Commodity markets are small. Aren’t They?
This is the biggest myth about the commodities market. Commodities (spot) Markets in India are about Rs.11 trillion worth per annum. Internationally the futures market in commodities is 5 - 20 times that of the spot market. Look at the table given below.
Even if we assume a 5 times multiple the commodity futures markets can grow up to become Rs.55 trillion.
Market Annual Physical trade (Rs. Cr.) 3 time multiple (Rs. in Cr.) 5 time multiple (Rs. in Cr.)
Bullion 40,000 1,20,000 2,00,000
Metals 60,000 1,80,000 3,00,000
Agriculture 5,00,000 15,00,000 25,00,000
Energy 5,00,000 15,00,000 25,00,000
Total 11,00,000 33,00,000 55,00,000
Per Day 4400 13200 22000


6. What are the working hours for the commodity exchanges?
Commodity Exchanges (MCX and NCDEX) function from 10.00 AM to 11.55 PM with a break of 30 minutes between 5.00 PM and 5.30 PM.
However some specific commodities with strong international price linkages (such as Gold, Silver, Soy oil, Crude Oil etc) are allowed to be traded after 8.00 PM.


7. Who regulates the commodity exchanges?
Forwards Market Commission (FMC) regulates commodity exchanges; Forwards Market Commission is under the purview of the Ministry of Consumer Affairs and Public Distribution.

8. Why invest in commodities?
Transparency and Fair Price Discovery: Trading in commodity futures is transparent and a process of fair price discovery is ensured through large-scale participation. The large participation also reflects views and expectations of a wider section of people concerned with that commodity. Online Platform: Producers, traders and processors, exporters/importers get an online platform through MCX / NCDEX for price risk management.
Hedging: It provides a platform for producers to hedge their positions according to their exposure in physical commodity
No Insider Trading: Dealing in commodities is free from the evils of insider trading. Besides, there are no company specific risks as those seen in stock markets.
Simple Economics: Commodity trading is about the simple economics of demand and supply. More the demand for a commodity higher is its price and vice versa.
Trade on Low Margin: Commodity Futures traders are required to deposit low margins, roughly 5 to 10% of the total value of the contract, much lower compared to other asset classes. The low margin, which again varies across exchanges and commodities, facilitates the taking of large positions at lower capital.
Seasonality Patterns: Quite often provide clue to both short and long term players.
No Counter party Risk: Much like the exchanges in the equity market, Commodity Futures market have Clearing Houses, which guarantee that the terms of the contracts are fulfilled, thereby eliminating the counter party risk.
Wide Participation: The emergence of online trading would enable growth in the commodity market, much akin to the one seen in the equity market. It would also ensure bringing the market closer to both, the user and the trader.
Evolved Pricing: The rise in participation would decrease the risk of cartelisation, ensuring a holistic view on the commodity. Hence, pricing would be more practical and less irrational leading to Fair Price Discovery Mechanism.


9. Who benefits from dealing in commodity futures and how?
Commodity futures are beneficial to a large section of the society, be it farmer, businessmen, industrialist, importer, exporter, consumer et all.
If you are an investor, commodities futures represent a good form of investment because of the following reasons -
  • Diversification – The returns from commodities market are free from the direct influence of the equity and debt market, which means that they are capable of being used as effective hedging instruments providing better diversification.
  • Less Manipulations - Commodities markets, as international price movements govern them are less prone to rigging or price manipulations by individuals.
  • High Leverage – The margins in the commodity futures market are less than the F&O section of the equity market.
If you are an importer or an exporter, commodities futures can help you in the following ways…
  • Hedge against price fluctuations – Wide fluctuations in the prices of import or export products can directly affect your bottom-line as the price at which you import/export is fixed before-hand. Commodity futures help you to procure or sell the commodities at a price decided months before the actual transaction, thereby ironing out any fluctuation in prices that happen subsequently.
If you are a producer of a commodity, futures can help you as follows:
  • Lock-in the price for your produce – If you are a farmer, there is every chance that the price of your produce may come down drastically at the time of harvest. By taking positions in commodity futures you can effectively lock-in the price at which you wish to sell your produce.
  • Assured demand – Any glut in the market can make you wait unendingly for a buyer. Selling commodity futures contract can give you assured demand at the time of harvest.
  • Increase in holding power – You can store the underlying commodity in exchange approved warehouse and sell in the futures to realize the future value of the commodity.
If you are a large-scale consumer of a product, here is how this market can help you:
  • Control your cost – If you are an industrialist, the raw material cost dictates the final price of your output. Any sudden rise in the price of raw materials can compel you to pass on the hike to your customers and make your products unattractive in the market. By buying commodity futures, you can fix the price of your raw material.
  • Ensure continuous supply – Any shortfall in the supply of raw materials can stall your production and make you default on your sale obligations. You can avoid this risk by buying a commodity futures contract by which you are assured of supply of a fixed quantity of materials at a pre-decided price at the appointed time.
10. Who invests in commodities?
  1. Investors
  2. Producers / Farmers.
  3. Importers / Exporters.
  4. Commodity financers.
  5. Agricultural credit providing agencies.
  6. Hedgers, speculators, arbitrageurs.
  7. Large scale consumers. For e.g. refiners, jewelers, textile mills.
  8. Corporates having risk exposure in commodities.
11. How risky are these markets compared to stock & bond markets?
Commodity prices are generally less volatile than the stocks and this has been statistically proven. Therefore it's relatively safer to trade in commodities.
Also the regulatory authorities ensure through continuous vigil that the commodity prices are market-driven and free from manipulations.
However all investments are subject to market risk and depends on the individual decision. There is risk of loss while trading in commodity futures like any other financial instruments.


12. Give the Comparison between Commodities and Equities?


Commodity Futures Equity Futures
Regulator FMC SEBI
Exchanges NCDEX, MCX BSE, NSE
Assets Metals, Energy & Agro Commodities Stocks
Sales Tax Applicable Not Applicable
Delivery Physical / Cash Settlement Cash Settlement
Quality Applicable Not Applicable Applicable
Working Days Mon to Sat Mon to Fri
Timing 10 am - 11.55 pm
10 am - 2.00 pm (SAT)
10 am - 3.30 pm


13. Are the trades/ settlement guaranteed by the exchanges?
YES, the commodity exchanges have got some of the most high profile corporate as their promoters.
Multi Commodity exchange of India, promoted by Financial Technologies Ltd has got on board institutions such as SBI, HDFC Bank, Canara Bank, Corporation Bank, Bank of India, Union Bank of India, Bank of Baroda.
The National Commodity and Derivatives Exchange (NCDEX) has got NSE, ICICI, NABARD, CRISIL, LIC, PNB, Canara Bank as the major share-holders.
Such a high profile share-holding provides these exchanges valuable experience, knowledge and also high standards of operations. Also the exchange guarantees the settlement of trades and so eliminates the counter-party risk in the transactions. The exchange for this purpose maintains a Settlement – Guarantee fund akin to the stock exchanges.


14. How will the clearing and settlement take place?
The clearing and settlement will take place through institutions/banks arranged by the exchanges.
NCDEX has tied up with NSCCL for clearing purpose. The clearing banks are Canara Bank, HDFC, ICICI and UTI Bank.
MCX has tied up with HDFC Bank, BOI, UTI Bank, UBI and IndusInd Bank for providing clearing and settlement facilities.


15. What is the settlement date?
MTM will be cash-settled by exchange on T+1 basis i.e., next working day after the trading day. However in case of delivery, the settlement date may be five to seven days after the expiry as per contract specifications and exchange rules. The settlement procedure is also available on the related exchange site.

16. How do I know which quality is being traded in futures as Commodities have many qualities?
The quality specification of each commodity is mentioned in the contract. Each participant will be trading in that particular quality only.

17. Are there physical deliveries in commodity futures exchanges?
YES, the exchanges, in order to maintain the futures prices in line with the spot market, have made available provisions of settlement of contracts by physical delivery. They also make sure that the price of futures and spot prices coincide during the settlement so that the arbitrage opportunities do not exist.

18. How the deliveries are made possible?
The exchange has enlisted certain cities for specific commodities as the delivery centres. The seller of commodity futures, upon expiry of the contract may choose to deliver physical stock instead of settling the positions by cash, in which case he would be required to deliver the stocks to the specified warehouses. The buyer of the commodity futures, if he is interested in physical delivery would be matched with a seller and would be required to take delivery of the specified quantity of stock from the designated warehouse. World-wide commodity futures are generally used for hedging and speculation and hence physical deliveries are negligible. However the possibility of physical delivery has made these markets more attractive in India. Both NCDEX and MCX have successfully completed physical delivery in bullions and various agro-commodities.
In case of NCDEX it is mandatory to open a Demat account with an approved DP by the buyer and seller if they wish to take/ give delivery of goods.
Please note the delivery and settlement procedure differs for each exchange and commodity. Read the delivery / settlement procedure carefully or contact us before deciding to give/ take physical delivery.


19. Is delivery mandatory in commodity futures contract trading?
It's not mandatory. However there is always a provision for delivery in commodity futures trading to ensure that the future prices are in conformity with the underlying. The right for delivery is normally with the seller; the buyer/seller has to express his intention for delivery about five to seven days before the expiry. However provisions vary from exchange to exchange and commodity to commodity. The market lot for delivery is different for few commodities (higher than the trading lot). The contracts that are not assigned for delivery will be settled in cash.

20. How many months contract will be available for futures trading?
Normally, at the NCDEX three consecutive calendar month contracts will be available. The MCX is providing different number of contracts for different commodities. For example, in gold there are six contracts in a year (February, April, June, August, October and December) but at a time only three contracts are open for trading.

21. Do I need to pay sales tax on all trades? Is registration mandatory?
NO. If the trade is squared off no sales tax is applicable. The sales tax is applicable only in case of trade resulting into delivery. Normally its seller's responsibility to collect and pay the sales tax. The sales tax is applicable at the place of delivery. Those who are willing to opt for physical delivery need to have sales tax registration number.

22. Are any transaction duty charges imposed on commodity futures contracts, as in case of stocks?
Although FMC does not levy any transaction charges as of now, the respective commodity exchanges levy transaction charges. Transaction charges are in the range of Rs. 4 to Rs. 6 per lakh/per contract, which may differ for each commodity / exchange.

23. What is the date of expiry?
At NCDEX the contracts expire on 20th day of each month. If 20th happens to be a holiday the expiry day will be the previous working day.
At MCX the expiry day is 15th of every month. If 15th happens to be a holiday the expiry day will be the previous working day. The expiry day also differs for different commodities in both the exchanges.


24. What are the commodities on which futures trading take place?
At Present futures are available on the following commodities.
Bullion Gold and Silver
Oil & Oilseeds Castor Seeds, Soy Seeds, Castor Oil, Refined Soy Oil, Soymeal, RBD Palmolein, Crude Palm Oil, Groundnut Oil, Mustard Seed, Mustard Seed Oil,
Cottonseed Oilcake, Cottonseed
Spices Pepper, Red Chilli, Jeera, Turmeric
Metals Steel Long, Steel Flat, Copper, Nickel, Tin, Steel ingots
Fibre Kapas, Long Staple Cotton, Medium Staple Cotton
Pulses Chana, Urad, Yellow Peas, Tur, Yellow Peas
Cereals Rice, Basmati Rice, Wheat, Maize, Sarbati Rice, Jeera

Energy Crude Oil
Others Rubber, Guar Seed, Guargum, Cashew, Cashew Kernel, Sugar, Gur, Coffee, Silk


25. How much are the margins on these Commodity futures?
Generally commodity futures require an initial margin between 5 -10% of the contract value. The exchanges levy higher additional margin in case of excess volatility. The margin amount varies between exchanges and commodities. Therefore they provide great benefits of leverage in comparison to the stock and index futures trade on the stock exchanges. The exchange also requires the daily profits and losses to be paid in/out on open positions (Mark to Market or MTM) so that the buyers and sellers do not carry a risk of not more than one day.

26.Following is a table showing the details # regarding major commodities traded on MCX & NCDEX
MCX
Commodity Initial Margin Quotation Lot Size Delivery Centre Available months
Gold 3.5% 10 Gms 1 Kg Mumbai, Ahmedabad Feb, Apr, Jun, Aug, Oct, Dec
Silver 5% 1 KG 30 KG Ahmedabad Mar, May, Jul, Sep, Dec
Crude Oil 5% 1 bbl 100 bbls Mumbai All months
Soy Oil 3% 10 KG 10 MT Indore All months
Pepper 8% 10 KG 100 KG Kochi All months
Soy Seed 4% 1 MT 10 MT Indore All months
NCDEX
Commodity Initial Margin* Quotation Lot Size Delivery Centre Available months
Guar Seed 5 -10 % 100 KG 10 MT Jodhpur All months
Soy Oil 5 -10 % 100 KG 10 MT Indore All months
Sugar M 5 -10 % 100 KG 10 MT Muzaffarnagar All months
Gold

(Sona)
5 -10 % 10 Gms 1 Kg Mumbai Feb, Apr, Jun, Aug, Oct, Dec
Silver (Chandi) 5 -10 % 1 KG 30 KG New Delhi Mar, May, Jul, Sep, Dec
Wheat 5 -10 % 100 KG 10 MT Delhi All months
Pepper 5 -10 % 100 KG 1 MT Kochi All months
Chana 5 -10 % 100 KG 10 MT Delhi All months

Urad 5 -10 % 100 KG 10 MT Mumbai All months
Soy Bean

5 -10 % 100 KG 1 MT Indore, Nagpur, Kota All months

* MCX Initial margins are shown above. NCDEX follows SPAN margins, which could be between 5 -10% depending on volatility.
# The specifications are subject to change by the exchanges / FMC
The list given above covers only the popular commodities and not exhaustive.


27. Are options also allowed in commodity derivatives?
No. Options in goods are presently prohibited under Section 19 of the Forward Contracts (Regulation) Act, 1952. No exchange or person can organise or enter into or make or perform options in goods. However the market expects the government to permit options trading in commodities soon.

28. Somebody says that the commodity markets are smaller in size than equity markets.
In the present condition, it is true. But world over the commodity markets are multiple times bigger than equities markets. In India, most of the commodity derivatives were introduced only from December ‘03. However the Government is contemplating various measures to make these markets bigger and lucrative. The MCX traded value was to the tune of Rs.8587.55 Crores on 20th January 2006 and NCDEX also clocked a record traded value of Rs.7197 Crores on 22nd August 2005. There are efforts going on to allow mutual funds to invest in commodities. Such steps will bring in tremendous liquidity to the market.

29. Which commodities are available for trading in derivative markets?
Yes. In case of delivery, the margin during the delivery period increases to 20-25% of the contract value.

30. How is it possible to sell, when one doesn’t own a commodity?
One doesn't need to have commodity physically or to own a contract for the commodity to enter into a sale contract in the futures market. The contract is simply an agreement to sell the physical commodity at a later date or sell it short. It is possible to repurchase the contract before the maturity, thereby dispensing with delivery of goods.

31. Commodities have many qualities, how do I know which quality is being traded in futures?
The specification of each commodity will be given and mentioned in the contract. Each participant will be trading in that particular quality only.

32. Is there any notice period if someone wants to take or give delivery?
The specification of each commodity will be given and mentioned in the contract. Each participant will be trading in that particular quality only.

33. How much margin is applicable in the commodities market? How is it arrived at?
As in stocks, in commodities also the margin is calculated by VaR system. Normally it is between 4-10% of the contract value. The margin is different for each commodity. Just like in equities, in commodities also there is a system of initial margin and mark-to market (MTM) margin. The margin keeps changing depending on the change in price and volatility

34. Will there be separate trading terminals/systems for commodity futures?
Yes. Since the exchanges are separate, the VSATs, trading terminals, risk management systems; contract notes etc all will be independent of those for equity futures.

35. How to Start trading in Commodities?
To trade in commodities, you need to contact a reliable broker and complete the account opening formalities by signing KYC form and submitting necessary documents.

36. What are the criteria’s one should look into before selecting a Broker?
To Select a Broker the below mentioned points must be taken into account:
  • Number of years the broker has been into the Market
  • Availability of evening shift dealing
  • Research Desk and calls through SMS
  • Online trading facility
  • Relationship based services
You can contact us at commodity@mangalkeshav.com
Also call us at 022 30687965 /30687945 / 30687946
 
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