Energy Product Derivatives - Southeast Asia

Southeast Asia

Highlights

The nominal value in the Energy Product Derivatives market is projected to reach US$742.70bn in 2024.
It is expected to show an annual growth rate (CAGR 2024-2029) of 3.35% resulting in a projected total amount of US$875.70bn by 2029.
The average price per contract in the Energy Product Derivatives market amounts to US$0.01 in 2024.
From a global comparison perspective it is shown that the highest nominal value is reached United States (US$26.91tn in 2024).
In the Energy Product Derivatives market, the number of contracts is expected to amount to 79.66m by 2029.

Market definitionIn-Scope/Out-of-scopeMarket structureReportsMethodology

Amidst the dynamic landscape of Southeast Asia, the Energy Product Derivatives market is experiencing significant growth and evolution. Customer preferences in the region are shifting towards more diverse investment portfolios, with a growing interest in financial instruments such as Energy Product Derivatives.

Investors are increasingly looking for ways to hedge risks and capitalize on price movements in the energy markets, driving the demand for these derivatives. Trends in the market show a rise in trading volumes and liquidity, indicating a maturing market in Southeast Asia. Market participants are actively engaging in derivative contracts linked to energy products, reflecting a deepening integration of regional economies and financial markets.

Local special circumstances, such as the region's strategic geographical location and its position as a key player in the global energy trade, contribute to the development of the Energy Product Derivatives market in Southeast Asia. The presence of major energy producers and consumers in the region further enhances the relevance and attractiveness of these derivatives. Underlying macroeconomic factors, including economic growth, infrastructure development, and government policies, play a crucial role in shaping the Energy Product Derivatives market in Southeast Asia.

As economies in the region continue to expand and diversify, the demand for energy products and related derivatives is expected to grow, providing opportunities for market participants to manage risks and optimize their investment strategies.

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.