Energy Product Derivatives - Sudan

Sudan

The nominal value in the Energy Product Derivatives market is projected to reach US$876.30m in 2025.
It is expected to show an annual growth rate (CAGR 2025-2029) of 7.97% resulting in a projected total amount of US$1,191.00m by 2029.
The average price per contract in the Energy Product Derivatives market amounts to US$0.01 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 81.65k by 2029.

Market

Region

Region comparison

Currency

Analyst Opinion

The Energy Product Derivatives market in Sudan is showing promising signs of development and growth. Customer preferences in Sudan are increasingly leaning towards Energy Product Derivatives due to the country's growing focus on diversifying investment portfolios and hedging against energy price fluctuations.

Trends in the market indicate a rising demand for Energy Product Derivatives in Sudan as investors seek to capitalize on the volatility of energy prices in the region. This trend is further fueled by the increasing participation of local financial institutions in offering derivative products to their clients. Local special circumstances, such as the government's efforts to attract foreign investment in the energy sector, are also contributing to the expansion of the Energy Product Derivatives market in Sudan.

Additionally, the country's strategic location as a gateway to the African market plays a significant role in driving interest in energy derivatives trading. Underlying macroeconomic factors, including Sudan's economic reforms aimed at stabilizing the currency and attracting foreign investment, are creating a favorable environment for the growth of the Energy Product Derivatives market. Moreover, the government's initiatives to modernize the financial sector and enhance regulatory frameworks are instilling confidence in investors looking to engage in derivative trading in the country.

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.