This dataset offers a unified collection of futures data across various commodities, bringing together individual datasets to provide a holistic view of the commodities futures market. If your intent is to use data from multiple categories simultaneously, this collection is ideal. However, for those looking to delve deeper into specific commodities, individual datasets are also available.

Individual Categories Datasets: If you wish to explore data specific to individual categories, please refer to the datasets linked below:

• Animal Products Futures: https://www.kaggle.com/datasets/guillemservera/animal-products-futures
• Agricultural Futures: https://www.kaggle.com/datasets/guillemservera/agricultural-futures
• Fuels and Energy Futures: https://www.kaggle.com/datasets/guillemservera/fuels-futures-data
• Precious Metals Futures: https://www.kaggle.com/datasets/guillemservera/precious-metals-data
• Grains and Cereals Futures: https://www.kaggle.com/datasets/guillemservera/grains-and-cereals-futures

File Structure: - all_commodities_futures_collection.csv: A consolidated file containing futures data across various commodities. Each row includes a Category column that indicates the specific commodity type, making filtering and exploration more manageable. - individual_data/: This directory houses separate files for each commodity, allowing for more detailed explorations of specific commodities without the need to filter from the master dataset.

Learn to Extract the Data:

If you're interested in learning how to obtain this type of data on your own, you can refer to an example notebook that showcases the process for Fuels and Energy Futures. Check it out here: Downloading Fuels & Energy Data with yfinance.

Use Cases: 1. Market Analysis: Investigate price trends across different commodities and identify potential interdependencies. 2. Machine Learning: Utilize the diverse dataset for model training, testing and forecasting of futures prices. 3. Educational Purpose: Understand and teach the dynamics of different commodities in the futures market.

Image Credit:

The dataset's cover image is sourced from The Balance Money and is credited to tradeandexportme.

Data Source: All datasets within this collection have been extracted from Yahoo Finance using the yfinance Python module.

The datasets for the Role of Financial Investors on Commodity Futures Risk Premium are weekly datasets for the period from 1995 to 2015 for three commodities in the energy market: crude oil (WTI), heating oil, and natural gas. These datasets contain futures prices for different maturities, open interest positions for each commodity (long and short open interest positions), and S&P 500 composite index. The selected commodities are traded on the New York Mercantile Exchange (NYMEX). The data comes from the Thomson Reuters Datastream and from the Commodity Futures Trading Commission (CFTC).

CN: Stock: Deliverable: Shanghai Futures Exchange: Lead data was reported at 37,799.000 Ton in 28 Nov 2025. This records a decrease from the previous number of 38,921.000 Ton for 21 Nov 2025. CN: Stock: Deliverable: Shanghai Futures Exchange: Lead data is updated daily, averaging 22,995.000 Ton from Dec 2014 (Median) to 28 Nov 2025, with 545 observations. The data reached an all-time high of 205,898.000 Ton in 17 Sep 2021 and a record low of 4,052.000 Ton in 29 Jan 2016. CN: Stock: Deliverable: Shanghai Futures Exchange: Lead data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Stock.

Apportionment file 11472548 retrieved from OMB public records

ESG-Indexed Commodity Futures Market Outlook

According to our latest research, the global ESG-Indexed Commodity Futures market size reached USD 6.2 billion in 2024, reflecting a robust expansion driven by the increasing demand for sustainable investment vehicles. The market is set to advance at a CAGR of 19.7% during the forecast period, leading to a projected market value of USD 36.7 billion by 2033. Growth in this sector is primarily attributed to the rising integration of environmental, social, and governance (ESG) criteria in investment strategies, coupled with the growing awareness among institutional investors and asset managers regarding the financial and reputational benefits of ESG-aligned commodities exposure.

The surge in ESG-Indexed Commodity Futures adoption is underpinned by the global shift towards responsible investing. Investors are increasingly seeking products that not only deliver financial returns but also align with their values on sustainability and ethical governance. The integration of ESG criteria into commodity futures allows market participants to hedge risks and gain exposure to commodities while simultaneously supporting companies and sectors that demonstrate leadership in sustainability practices. This alignment is particularly appealing to pension funds, sovereign wealth funds, and large asset managers, who are under mounting pressure from stakeholders to demonstrate responsible stewardship of capital.

Another significant growth factor is the evolving regulatory landscape. Governments and regulatory bodies worldwide are introducing stricter disclosure requirements and incentives for ESG-compliant investments. This has led to a proliferation of ESG benchmarks and indices, which serve as the foundation for ESG-indexed commodity futures. The availability of standardized ESG metrics and third-party verification has enhanced transparency and comparability, making it easier for investors to evaluate and select ESG-aligned futures products. Moreover, the rise of carbon trading schemes and green commodity certifications is further stimulating demand for ESG-indexed futures, particularly in energy and agriculture segments.

Technological advancements in trading platforms and analytics are also propelling the ESG-Indexed Commodity Futures market forward. The digitalization of commodity exchanges and the adoption of advanced data analytics allow for more precise and real-time ESG scoring of underlying assets. This not only improves the integrity of ESG indices but also enhances liquidity and market efficiency. As algorithmic and high-frequency trading strategies become more prevalent, the demand for transparent, liquid, and ESG-compliant futures contracts is expected to rise, fostering innovation and competition among exchanges and product issuers.

Regionally, Europe continues to lead the ESG-Indexed Commodity Futures market, accounting for the largest share in 2024, followed closely by North America. The Asia Pacific region is emerging as a high-growth market, driven by regulatory initiatives, increased investor awareness, and rapid economic development. Latin America and the Middle East & Africa, while currently representing smaller shares, are expected to witness accelerated growth as ESG frameworks are adopted and commodity markets mature. The global landscape is thus characterized by both mature markets with established ESG infrastructure and emerging markets with significant untapped potential.

Swap Futures are becoming an increasingly important instrument in the financial markets, particularly within the context of ESG-Indexed Commodity Futures. These derivatives allow investors to swap cash flows or other financial instruments, providing a mechanism to manage risk and gain exposure to various asset classes. In the ESG landscape, Swap Futures can be tailored to reflect specific sustainability criteria, offering investors the ability to align their financial strategies with environmental, social, and governance objectives. As the demand for ESG-compliant products grows, Swap Futures are likely to play a pivotal role in enhancing market liquidity and providing innovative solutions for investors seeking to integrate sustainability into their portfolios.

Orange Juice fell to 147.99 USd/Lbs on December 2, 2025, down 0.38% from the previous day. Over the past month, Orange Juice's price has fallen 15.22%, and is down 71.10% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Orange Juice - values, historical data, forecasts and news - updated on December of 2025.

CN: Stock: Deliverable: Shanghai Futures Exchange: TSR 20 data was reported at 55,742.000 Ton in 28 Nov 2025. This records an increase from the previous number of 53,827.000 Ton for 21 Nov 2025. CN: Stock: Deliverable: Shanghai Futures Exchange: TSR 20 data is updated daily, averaging 34,314.000 Ton from Nov 2019 (Median) to 28 Nov 2025, with 300 observations. The data reached an all-time high of 159,868.000 Ton in 19 Jul 2024 and a record low of 0.000 Ton in 22 Nov 2019. CN: Stock: Deliverable: Shanghai Futures Exchange: TSR 20 data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Stock.

Sharp economic volatility, the continued effects of high interest rates and mixed sentiment among investors created an uneven landscape for stock and commodity exchanges. While trading volumes soared in 2020 due to the pandemic and favorable financial conditions, such as zero percent interest rates from the Federal Reserve, the continued effects of high inflation in 2022 and 2023 resulted in a hawkish pivot on interest rates, which curtailed ROIs across major equity markets. Geopolitical volatility amid the Ukraine-Russia and Israel-Hamas wars further exacerbated trade volatility, as many investors pivoted away from traditional equity markets into derivative markets, such as options and futures to better hedge on their investment. Nonetheless, the continued digitalization of trading markets bolstered exchanges, as they were able to facilitate improved client service and stronger market insights for interested investors. Revenue grew an annualized 0.1% to an estimated $20.9 billion over the past five years, including an estimated 1.9% boost in 2025. A core development for exchanges has been the growth of derivative trades, which has facilitated a significant market niche for investors. Heightened options trading and growing attraction to agricultural commodities strengthened service diversification among exchanges. Major companies, such as CME Group Inc., introduced new tradeable food commodities for investors in 2024, further diversifying how clients engage in trades. These trends, coupled with strengthened corporate profit growth, bolstered exchanges’ profit. Despite current uncertainty with interest rates and the pervasive fear over a future recession, the industry is expected to do well during the outlook period. Strong economic conditions will reduce investor uncertainty and increase corporate profit, uplifting investment into the stock market and boosting revenue. Greater levels of research and development will expand the scope of stocks offered because new companies will spring up via IPOs, benefiting exchange demand. Nonetheless, continued threat from substitutes such as electronic communication networks (ECNs) will curtail larger growth, as better technology will enable investors to start trading independently, but effective use of electronic platforms by incumbent exchange giants such as NASDAQ Inc. can help stem this decline by offering faster processing via electronic trade floors and prioritizing client support. Overall, revenue is expected to grow an annualized 3.5% to an estimated $24.8 billion through the end of 2031.

Discover the booming futures trading services market, projected to reach $28 billion by 2033 with an 8% CAGR. This in-depth analysis explores market drivers, trends, restraints, and key players across North America, Europe, Asia, and more. Learn about the growth of software-based trading and the increasing popularity of index and commodity futures.

This paper constructs daily measures of the real interest rate and expected inflation using commodity futures prices and the term structure of Treasury yields. We find that commodity futures markets respond to surprise increases in the federal funds rate target by raising the inflation rate expected over the next three to nine months. There is no evidence that the real interest rate responds to surprises in the federal funds target. The data from the commodity futures markets are highly volatile. We show that one can substantially reduce the noise using limited information estimators such as the median change. Nevertheless, the basket of commodities actually traded daily is quite narrow and we do not know whether our observable rates are closely connected to the unobservable inflation and real rates that affect economy-wide consumption and investment decisions.

This dataset provides comprehensive and up-to-date information on futures related to oil, gas, and other fuels. Futures are financial contracts obligating the buyer to purchase and the seller to sell a specified amount of a particular fuel at a predetermined price and future date.

Use Cases: 1. Trend Analysis: Scrutinize patterns and price fluctuations to anticipate future market directions in the energy sector. 2. Academic Research: Delve into the historical behavior of oil and gas prices and understand the influence of global events on these commodities. 3. Trading Strategies: Develop and test trading tactics based on the dynamics of oil, gas, and other fuel futures. 4. Risk Management: Utilize the dataset for hedging and risk management for corporations involved in the extraction, refining, or trading of fuels.

Dataset Image Source: Photo by Pixabay: https://www.pexels.com/photo/industrial-machine-during-golden-hour-162568/

Column Descriptions: 1. Date: The date when the data was documented. Format: YYYY-MM-DD. 2. Open: Market's opening price for the day. 3. High: Peak price during the trading window. 4. Low: Lowest traded price during the day. 5. Close: Price at which the market closed. 6. Volume: Number of contracts exchanged during the trading period. 7. Ticker: The unique market quotation symbol for the future. 8. Commodity: Specifies the type of fuel the future contract pertains to (e.g., crude oil, natural gas).

CN: Stock: Deliverable: Shanghai Futures Exchange: Petroleum Bitumen data was reported at 35,835.000 Ton in 28 Nov 2025. This stayed constant from the previous number of 35,835.000 Ton for 21 Nov 2025. CN: Stock: Deliverable: Shanghai Futures Exchange: Petroleum Bitumen data is updated daily, averaging 87,017.000 Ton from Dec 2014 (Median) to 28 Nov 2025, with 545 observations. The data reached an all-time high of 235,582.000 Ton in 25 Nov 2016 and a record low of 24,970.000 Ton in 06 Mar 2015. CN: Stock: Deliverable: Shanghai Futures Exchange: Petroleum Bitumen data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Stock.

Replication file for "Dynamic Volatility Connectedness across Commodity Futures: The Role of Macroeconomic Attention"

Corn rose to 433.53 USd/BU on December 2, 2025, up 0.01% from the previous day. Over the past month, Corn's price has fallen 0.17%, but it is still 2.43% higher than a year ago, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Corn - values, historical data, forecasts and news - updated on December of 2025.

CRB Index rose to 378.33 Index Points on December 1, 2025, up 0.45% from the previous day. Over the past month, CRB Index's price has fallen 0.80%, but it is still 10.95% higher than a year ago, 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 December of 2025.

Entities subject to enforcement actions by the CFTC.

In this research, we depict the regulated agricultural commodity futures market in China, in which we focus on six actively-traded futures: corn, strong gluten wheat, No.1 soybean, soymeal, cotton and white sugar. A novel skew Ornstein-Uhlenbeck model is employed to characterize price dynamics with government controls. The empirical analysis reveals that there exist significant skew phenomena in these six futures and indicates that the price dynamics are regulated by the state policy. Particularly, for grain futures, the observed skew phenomena are the most obvious while we detect relatively weaker evidence of skew phenomena in oilseeds and softs futures markets than grain futures, but still statistically significant. In addition, generalized quasi-likelihood ratio tests show that skew Ornstein-Uhlenbeck model is superior to Ornstein-Uhlenbeck model.

The Disaggregated Futures and Options Commitments of Traders dataset provides a breakdown of each week's open interest for agriculture, energy, metals, lumber, and emissions futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. Open interest is reported separately by reportable and non-reportable positions for Producer/Merchant/Processor/User, Swap Dealers, Managed Money. and Other Reportables holdings, including spreading, changes from the previous report, percents of open interest by category, and numbers of traders. Agriculture futures market data is also grouped by crop year, where appropriate, and shows the concentration of positions held by the largest four and eight traders.

CN: Warehouse Stock: Shanghai Futures Exchange: Bonded Copper data was reported at 4,879.000 Ton in 02 Dec 2025. This records a decrease from the previous number of 5,502.000 Ton for 01 Dec 2025. CN: Warehouse Stock: Shanghai Futures Exchange: Bonded Copper data is updated daily, averaging 9,157.000 Ton from Dec 2020 (Median) to 02 Dec 2025, with 1194 observations. The data reached an all-time high of 52,805.000 Ton in 16 Apr 2024 and a record low of 0.000 Ton in 19 Jan 2021. CN: Warehouse Stock: Shanghai Futures Exchange: Bonded Copper data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Stock.

CN: Stock: Deliverable: Shanghai Futures Exchange: Copper: Shanghai data was reported at 55,224.000 Ton in 28 Nov 2025. This records a decrease from the previous number of 59,448.000 Ton for 21 Nov 2025. CN: Stock: Deliverable: Shanghai Futures Exchange: Copper: Shanghai data is updated daily, averaging 82,649.000 Ton from Apr 2016 (Median) to 28 Nov 2025, with 478 observations. The data reached an all-time high of 273,837.000 Ton in 10 Mar 2017 and a record low of 16,474.000 Ton in 24 Dec 2021. CN: Stock: Deliverable: Shanghai Futures Exchange: Copper: Shanghai data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Stock.