Energy Product Derivatives - GCC

The nominal value in the Energy Product Derivatives market is projected to reach US$99.79bn in 2025.
It is expected to show an annual growth rate (CAGR 2025-2029) of 6.55% resulting in a projected total amount of US$128.60bn by 2029.
The average price per contract in the Energy Product Derivatives market amounts to US$0.00 in 2025.
From a global comparison perspective it is shown that the highest nominal value is reached in the United States (US$26,210.00bn in 2025).
In the Energy Product Derivatives market, the number of contracts is expected to amount to 354.90m by 2029.

Market

Region

Region comparison

Currency

Analyst Opinion

The Energy Product Derivatives market in GCC has been experiencing significant growth and development in recent years. Customer preferences in the GCC region are shifting towards more diversified investment options, leading to an increased interest in Energy Product Derivatives.

Investors are looking for ways to hedge against volatility in energy markets and capitalize on price fluctuations. Trends in the market show a growing demand for Energy Product Derivatives, driven by the region's strategic position as a key player in the global energy industry. The GCC countries are major oil and gas producers, making Energy Product Derivatives an attractive investment opportunity for both institutional and retail investors.

Local special circumstances, such as geopolitical tensions and regulatory changes, play a crucial role in shaping the Energy Product Derivatives market in the GCC. The region's reliance on energy exports and its exposure to market fluctuations make derivatives an essential tool for risk management. Underlying macroeconomic factors, including oil prices, global demand for energy, and geopolitical developments, have a significant impact on the Energy Product Derivatives market in the GCC.

Investors closely monitor these factors to make informed decisions and navigate the complexities of the derivatives market 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.