• G. Buvaneswari
• Dr. K. Chandra Sekhara Rao

In this paper maturity effect in Indian commodity market is analysed with the help of Basis to spot price ratio. The hypothesis of Maturity Effect was first proposed by samulson and (Chen, Duan, & Hung, 1999) offered a different view about maturity effect. The maturity effect on Futures price is a crucial factor for hedging, speculative and portfolio diversification strategies. The daily trend in basis ratio is declining as contract approaches the expiry date and which in terns indicates convergence of spot and futures prices. Thus the Indian commodity market exhibits informational efficiency in pricing the futures.

Maturity effect, Basis ratio, Informational efficiency

"MATURITY EFFECT IN INDIAN COMMODITY MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 8, page no.241-244, August-2018, Available :http://www.jetir.org/papers/JETIR1808677.pdf

"MATURITY EFFECT IN INDIAN COMMODITY MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 8, page no. pp241-244, August-2018, Available at : http://www.jetir.org/papers/JETIR1808677.pdf