Historical dataset of the daily level of the federal funds rate back to 1954. The fed funds rate is the interest rate at which depository institutions (banks and credit unions) lend reserve balances to other depository institutions overnight, on an uncollateralized basis. The Federal Open Market Committee (FOMC) meets eight times a year to determine the federal funds target rate.

Gold increased 393.93 USD/t oz. or 15.01% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Gold - values, historical data, forecasts and news - updated on March of 2025.

Graph and download economic data for Federal Government; Loan Participation Certificates Excluding Commodity Credit Corporation Certificates of Interest; Liability, Transactions (BOGZ1FA313161763Q) from Q4 1946 to Q4 2024 about transactions, participation, credits, liabilities, federal, commodities, interest, and USA.

In 2023, the rate of return on gold was 13.1 percent, making gold the leading commodity based on return rate in that year. Natural resources like any other investments exhibit a wide range of fluctuations over time.

Statistics on annual transaction volume of commodities - Interest rate type (futures exchange)

Abstract (en): This collection contains an array of economic time series data pertaining to the United States, the United Kingdom, Germany, and France, primarily between the 1920s and the 1960s, and including some time series from the 18th and 19th centuries. These data were collected by the National Bureau of Economic Research (NBER), and they constitute a research resource of importance to economists as well as to political scientists, sociologists, and historians. Under a grant from the National Science Foundation, ICPSR and the National Bureau of Economic Research converted this collection (which existed heretofore only on handwritten sheets stored in New York) into fully accessible, readily usable, and completely documented machine-readable form. The NBER collection -- containing an estimated 1.6 million entries -- is divided into 16 major categories: (1) construction, (2) prices, (3) security markets, (4) foreign trade, (5) income and employment, (6) financial status of business, (7) volume of transactions, (8) government finance, (9) distribution of commodities, (10) savings and investments, (11) transportation and public utilities, (12) stocks of commodities, (13) interest rates, and (14) indices of leading, coincident, and lagging indicators, (15) money and banking, and (16) production of commodities. Data from all categories are available in Parts 1-22. The economic variables are usually observations on the entire nation or large subsets of the nation. Frequently, however, and especially in the United States, separate regional and metropolitan data are included in other variables. This makes cross-sectional analysis possible in many cases. The time span of variables in these files may be as short as one year or as long as 160 years. Most data pertain to the first half of the 20th century. Many series, however, extend into the 19th century, and a few reach into the 18th. The oldest series, covering brick production in England and Wales, begins in 1785, and the most recent United States data extend to 1968. The unit of analysis is an interval of time -- a year, a quarter, or a month. The bulk of observations are monthly, and most series of monthly data contain annual values or totals. ICPSR data undergo a confidentiality review and are altered when necessary to limit the risk of disclosure. ICPSR also routinely creates ready-to-go data files along with setups in the major statistical software formats as well as standard codebooks to accompany the data. In addition to these procedures, ICPSR performed the following processing steps for this data collection: Performed consistency checks.; Standardized missing values.; Checked for undocumented or out-of-range codes.. Time series of economic statistics pertaining to France, Germany, the United Kingdom, and the United States between 1785 and 1968. 2007-03-26 This study, updated from OSIRIS, now includes SAS, SPSS, and Stata setup files, SAS transport (XPORT) files, SPSS portable files, a Stata system files, and an updated codebook. Funding insitution(s): National Science Foundation. The data were collected between the 1920s and the 1970s, but it is unclear from the documentation as to the exact start and end dates.

CRB Index increased 16.18 points or 4.53% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. CRB Commodity Index - values, historical data, forecasts and news - updated on March of 2025.

Historical dataset of the 12 month LIBOR rate back to 1986. The London Interbank Offered Rate is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates.

The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the foreign exchange cash market, the foreign exchange derivatives market, and the interest rate derivatives markets. The Derivatives Outstandings section requests data on outstanding contracts in the derivatives markets for foreign exchange, interest rates, equities, and commodities.

Silver increased 4.76 USD/t. oz or 16.49% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Silver - values, historical data, forecasts and news - updated on March of 2025.

Explore the stability of gold prices amidst economic uncertainty in the U.S., despite slight dips and fluctuating market conditions.

Interactive chart of the daily 3 month LIBOR rate back to 1986. The London Interbank Offered Rate is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates.

This annual report is a compendium of historical statistics covering the agriculture, forestry and fisheries sectors.

It provides a set of comprehensive statistical tables on Australian and world prices, production, consumption, stocks and trade for 19 rural commodities. The commodities covered include grains and oilseeds, livestock, livestock products, wool, horticulture, forestry products and fisheries products.

The report also contains statistics on agricultural water use and macroeconomic indicators such as economic growth, employment, balance of trade, exchange rates and interest rates.

This data is the month-end data of the time series from January 2009 to March 2023 for four commodities such as gold soybean crude oil and natural gas. These time series data can be used to estimate the market's short-term interest rate along with the Vasicek model and joint radiation term structure model.

This annual report is a compendium of historical statistics covering the agriculture, forestry and fisheries sectors. It provides a set of comprehensive statistical tables on Australian and world …Show full descriptionThis annual report is a compendium of historical statistics covering the agriculture, forestry and fisheries sectors. It provides a set of comprehensive statistical tables on Australian and world prices, production, consumption, stocks and trade for 19 rural commodities. The commodities covered include grains and oilseeds, livestock, livestock products, wool, horticulture, forestry products and fisheries products. The report also contains statistics on agricultural water use and macroeconomic indicators such as economic growth, employment, balance of trade, exchange rates and interest rates.

Long term dataset showing the 30 year fixed rate mortgage average in the United States since 1971.

Intercontinental Exchange, Inc., together with its subsidiaries, operates regulated exchanges, clearing houses, and listings venues for commodity, financial, fixed income, and equity markets in the United States, the United Kingdom, the European Union, Singapore, Israel, and Canada. It operates through three segments: Exchanges, Fixed Income and Data Services, and Mortgage Technology. The company operates marketplaces for listing, trading, and clearing an array of derivatives contracts and financial securities, such as commodities, interest rates, foreign exchange, and equities, as well as corporate and exchange-traded funds; trading venues, including 13 regulated exchanges and 6 clearing houses; and offers futures and options products for energy, agricultural and metals, financial, cash equities and equity, over-the-counter, and other markets, as well as listings and data and connectivity services. It also provides fixed income data and analytic, fixed income execution, CDS clearing, and other multi-asset class data and network services. In addition, the company offers proprietary and comprehensive mortgage origination platform, which serves residential mortgage loans; closing solutions that provides customers connectivity to the mortgage supply chain and facilitates the secure exchange of information; data and analytics services; and Data as a Service for lenders to access data and origination information. Intercontinental Exchange, Inc. was founded in 2000 and is headquartered in Atlanta, Georgia.

Between 2018 and 2023, there was a significant shift toward equity derivatives dominating the composition of exchange-traded derivative products worldwide, while commodities lost prominence. The share of equity derivatives grew from 51 percent in 2019 to 77 percent in 2023. Commodity derivatives, meanwhile, steadily declined from 21 percent to eight percent. ETFs, interest rates, and currencies maintained relatively stable proportions, each contributing between six percent and nine percent throughout the period considered.

ICE Futures Europe (Financials) provides market data for interest rates and financial products traded on ICE Futures Europe, including contracts such as Euribor, SONIA, Gilts, and Short Sterling. The ICE Futures Europe iMpact market data feed delivers comprehensive information for these financial instruments, including all listed outrights, spreads, options, and options combinations across all expiration months. This data feed complements the ICE Futures Europe commodities offering and provides traders with complete visibility into interest rates and financial products traded on the exchange.

Asset class: Futures, Options

Origin: Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

According to Cognitive Market Research, the Global Energy Trading and Risk Management Market Size will be USD XX Billion in 2023 and is set to achieve a market size of USD XX Billion by the end of 2031 growing at a CAGR of XX% from 2024 to 2031.

• The global energy trading and risk management (ETRM). market will expand significantly by XX% CAGR between 2024 and 2031. • The software type segment accounts for the largest market share and is anticipated to a healthy growth over the approaching years. • The United States energy trading and risk management (ETRM). had a market share of about XX% in 2022. • The physical trading sector holds the largest share and is expected to grow in the coming years as well. • Power application is the market's largest contributor and is anticipated to expand at a CAGR of XX% during the projected period. • The North America region dominated the market and accounted for the highest revenue of XX% in 2022 and it is projected that it will grow at a CAGR of XX% in the future.

Market Dynamics: Energy Trading and Risk Management (ETRM)

Key Drivers-

Market volatility and uncertainty will drive the market for energy trading and risk management-

Uncertainty has Various causes, including geopolitical events, supply-demand mismatches, weather patterns, and regulatory changes, these uncertainties in the market cause price fluctuation in the energy markets. For monitoring and reducing risks related to price swings and market uncertainty, ETRM systems are crucial. The rapid growth of commodities markets has drawn a wave of new entrants—such as tech-focused trading players, hedge funds, and banks, as well as players involved in mining and processing—creating a need for additional liquid and risk management offerings. Despite the decrease in market prices, commodity markets remain tight, and changes in demand and supply have become harder to predict. Further, uncertainty around the security of the energy supply contributes to price volatility, which is amplified by higher, shifting interest rates. For instance- Elections can also influence investor sentiment, impacting market dynamics. proposals related to fiscal discipline, trade agreements, or monetary policy can sway investor sentiment and drive market movements. Investors often closely monitor candidates' economic agendas and assess the potential implications for sectors and industries. (source:https://m.economictimes.com/markets/stocks/news/navigating-market-volatility-during-elections-insights-strategies-for-investors/articleshow/110384178.cms) Hence, ETRM systems are necessary to manage the complexities of multi-commodity trading, derivatives, complex contracts, and shifting market structures.

Increasing Focus on Environmental Sustainability Initiatives drives the market of energy trading and risk management-

The transition to environmental sustainability and decarbonization activities is driving substantial changes in the energy industry, increasing demand for energy trading and risk management (ETRM) solutions. With increasing concerns about climate change, air pollution, and resource scarcity comes an urgent need to transition from non-renewable energy sources to cleaner alternatives that reduce carbon emissions throughout the entire value chain. For instance- energy trading and risk management(ETRM) software helps energy companies optimize their trading strategies, allowing them to buy and sell energy more efficiently. By providing real-time data and analytics, it enables companies to make informed decisions, reduce waste, and maximize the use of renewable energy sources. (source:https://havokjournal.com/nation/science-technology/how-etrm-software-is-supporting-the-sustainable-energy-movement/) Hence, energy trading and risk management software is a powerful tool in advancing the sustainable energy movement, This will help energy companies optimize their operations and reduce reliance on fossil fuels.

Restraint-

Legacy systems and infrastructure will impede market expansion-

Many industrial processes and critical infrastructure rely on outdated legacy OT systems that lack modern security features. The high replacement costs and perceived prohibitive nature of upgrading these systems contribute to their continue...