ANALISIS PENGARUH SBI, INDEKS OBLIGASI PEMERINTAH,
NILAI KURS, HARGA CPO DAN INFLASI TERHADAP
KONTRAK FUTURES KOMODITI OLEIN DI BURSA
BERJANGKA JAKARTA PERIODE 2011-2013
Futures exchange is a place or container that is used to do the
transaction buy / sell futures in the form of commodities and precious
metals to make an investment. One of the investments contained in the
Jakarta Futures Exchange is a commodity futures contract olein. Futures
contract is an agreement to buy or sell an asset at a certain period of time
in the future with certainty the price agreed in advance. Investors will
consider investing in two things: the price of the futures contract and the
risk of a futures contract itself. investors are rational thinking will always
obtain investment and perform various analyzes to reduce uncertainty in
the investment or reduce risk.
This study aims to analyze the factors affecting particular commodity
futures contract olein listed on the Jakarta Futures Exchange during 2011-
2013. The variables studied were the interest rate of SBI, Government
Bond Index, Value Exchange, CPO prices, and inflation. This study was
performed using multiple linear regression analysis, the data collection
tool used was an observational study and literature study with time series
data and the data used in the commodity futures contract futures contract
futures olein is a 1 month no research.
The results of the regression analysis show that is Value Exchange,
crude palm oil price and a significant positive effect on commodity futures
contracts olein. SBI interest rates, and inflation are significantly and
negatively related to commodity futures contracts olein. While the
Government Bond index variable and not significant positive effect on
commodity futures contracts olein
