Energy Product Derivatives - Iran

Iran

The nominal value in the Energy Product Derivatives market is projected to reach US$1.24bn in 2024.
It is expected to show an annual growth rate (CAGR 2024-2029) of 10.25% resulting in a projected total amount of US$2.02bn by 2029.
The average price per contract in the Energy Product Derivatives market amounts to US$0.00 in 2024.
From a global comparison perspective it is shown that the highest nominal value is reached in the United States (US$26,910.00bn in 2024).
In the Energy Product Derivatives market, the number of contracts is expected to amount to 394.10k by 2029.

Market

Region

Region comparison

Currency

Analyst Opinion

Iran has seen a notable evolution in its Energy Product Derivatives market in recent years. Customer preferences in Iran have shown a growing interest in Energy Product Derivatives as a means of diversifying investment portfolios and hedging against market volatility.

Investors in Iran are increasingly turning to derivatives to manage risk and speculate on price movements in the energy sector. Trends in the market indicate a rising demand for Energy Product Derivatives, driven by the country's significant oil and gas reserves. As one of the leading oil-producing nations, Iran's energy market plays a crucial role in the global economy, attracting both domestic and international investors to participate in derivative trading.

Local special circumstances, such as geopolitical factors and regulatory changes, have influenced the development of the Energy Product Derivatives market in Iran. Sanctions and political tensions have created both challenges and opportunities for market participants, shaping the dynamics of derivative trading in the country. Underlying macroeconomic factors, including oil prices, government policies, and global economic conditions, play a key role in driving the growth of the Energy Product Derivatives market in Iran.

Fluctuations in oil prices and geopolitical events can significantly impact derivative prices, making it essential for investors to stay informed and adapt their strategies accordingly.

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.