Table I

Summary statistics

30-minute intraday data
ICE Brent Crude Futures (CO)nMeanSDMin.Max.
1-month Futures prices45,648103.496913.9381568.31357127.3761
2-month Futures prices41,346103.162813.4586669.20139126.46
3-month Futures prices33,301103.374212.8012469.79125.8933
1-month Futures returns45,6470.000010.0023−0.030880.02606
2-month Futures returns41,3450.000010.00237−0.030080.02627
3-month Futures returns33,3000.000010.00261−0.029040.02753
Brent Index Spot1,066103.150914.2204569.07126.14
Brent Index Spot Return1,0650.00030.01227−0.049180.04322

Notes: Raw price values and raw return values are used for the statistical calculations in the table. The sample period is from January 2010 to March 2014

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