This paper develops a descriptive atlas of monthly commodity price synchrony in the World Bank Commodity Markets Outlook monthly price universe. The object of analysis is commodity-time structure: months in which many commodity price series show unusually large same-month movements relative to their own historical return distributions. The paper excludes country exposure, PCTOT fingerprints, trade validation, macro-response variables, forecasting, and causal historical explanation. Using 71 populated monthly commodity price series from 1960M01 to 2026M05, the analysis computes monthly log returns, defines within-series absolute-return thresholds at the 90th, 95th, and 97.5th percentiles, and identifies threshold-defined price-movement months by outlier count and outlier share. The leading raw p95 descriptive synchrony case is 2008M10, when 47 of 71 available series exceeded their own p95 absolute-return threshold. The article then separates raw monthly evidence from trailing smoothed visual layers, distinguishes broad synchronized increases from broad synchronized declines and family-concentrated forms, applies a family-normalized breadth check, and integrates source-definition and coverage review. The contribution is methodological and descriptive: synchronized commodity-price movement can be identified under within-series thresholds, smoothed for readability, classified by direction and breadth, and audited for source-definition risk before any further interpretive layer is attempted under a separate design.
Publication Date: 2026-06-18