Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz

Mahpudz, Nurnadia (2016) Derivatives market: the reaction cause by trading activities and currency movement towards the price of crude palm oil / Nurnadia Mahpudz. [Student Project] (Submitted)

Abstract

This paper examines the relationship between derivatives market trading activities (Trading volume and Open interest) and currency movement towards the price of commodities in Malaysia; Crude Palm Oil. Last year alone, Bursa Malaysia earned a significant 2 percent grow worth RM148.Ol millions in derivatives as at December 2015. Apart from there, I l million of Futures Crude Palm Oil (FCPO) contracts were traded. Secondary data were obtained from Bursa Malaysia Derivatives, Bank Negara Malaysia and Malaysia Palm Oil Berhad. Based on the findings, we found that there is a strong positive correlation with open interest while negative correlation exist with MYR exchange rate with price of CPO.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mahpudz, Nurnadia 2014428488
Contributors:	Contribution Name Email / ID Num. Thesis advisor Haris, Sharazad UNSPECIFIED
Subjects:	T Technology > TP Chemical technology > Oils, fats, and waxes > Palm oil
Divisions:	Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Crude palm oil
Date:	June 2016
URI:	https://ir.uitm.edu.my/id/eprint/79874