CRB Index fell to 373.31 Index Points on July 14, 2025, down 0.01% from the previous day. Over the past month, CRB Index's price has fallen 1.86%, but it is still 10.05% 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 July of 2025.

description: Shows index traders in selected agricultural markets. These traders are drawn from the noncommercial and commercial categories. The noncommercial category includes positions of managed funds, pension funds, and other investors that are generally seeking exposure to a broad index of commodity prices as an asset class in an unleveraged and passively-managed manner. The commercial category includes positions for entities whose trading predominantly reflects hedging of over-the-counter transactions involving commodity indices, for example, a swap dealer holding long futures positions to hedge a short commodity index exposure opposite institutional traders, such as pension funds.; abstract: Shows index traders in selected agricultural markets. These traders are drawn from the noncommercial and commercial categories. The noncommercial category includes positions of managed funds, pension funds, and other investors that are generally seeking exposure to a broad index of commodity prices as an asset class in an unleveraged and passively-managed manner. The commercial category includes positions for entities whose trading predominantly reflects hedging of over-the-counter transactions involving commodity indices, for example, a swap dealer holding long futures positions to hedge a short commodity index exposure opposite institutional traders, such as pension funds.

Commodity index futures offer a versatile tool for gaining different forms of exposure to commodity markets. Volatility is a critical input in many of these applications. This paper examines issues in modelling the conditional variance of futures returns based on the Goldman Sachs Commodity Index (GSCI). Given that commodity markets tend to be choppy (Webb, 1987), a general econometric model is proposed that allows for abrupt changes or regime shifts in volatility, transition probabilities which vary explicitly with observable fundamentals such as the basis, GARCH dynamics, seasonal variations and conditional leptokurtosis. The model is applied to daily futures returns on the GSCI over 1992-1997. The results show clear evidence of regime shifts in conditional mean and volatility. Once regime shifts are accounted for, GARCH effects are minimal. Consistent with the theory of storage, returns are more likely to switch to the high-variance state when the basis is negative than when the basis is positive. The regime switching model also performs well in forecasting the daily volatility compared to standard GARCH models without regime switches. The model should be of interest to sophisticated traders who base their trading strategies on short-term volatility movements, managed commodity funds interested in hedging an underlying diversified portfolio of commodities and investors of options and other derivatives tied to GSCI futures contracts.

The data is in Stata format and includes 2 files. The file named Agric has variables: spot price of Chicago corn and Chicago soybeans, the futures price of Chicago corn and Chicago soybeans and long positions of commodity index traders. The file named Energy contains variables on spot and futures prices of WTI crude oil and Henry Hub natural gas. The data is originally obtained from US commodity futures trading commission

The global futures trading services market is experiencing robust growth, driven by increasing market volatility, the expanding adoption of algorithmic trading, and the rise of sophisticated trading platforms. The market, currently valued at approximately $15 billion in 2025, is projected to achieve a Compound Annual Growth Rate (CAGR) of 8% from 2025 to 2033, reaching an estimated value of $28 billion by 2033. This growth is fueled by the rising popularity of both software-based and web-based futures trading platforms, particularly those offering access to share price index futures and commodity futures. The increasing accessibility and ease of use of these platforms are attracting a broader range of investors, including retail traders and institutional investors alike. Furthermore, advancements in artificial intelligence (AI) and machine learning (ML) are enhancing trading strategies and further driving market expansion. Regional variations in market share are expected, with North America and Europe maintaining significant dominance due to established financial markets and high levels of technological advancement. However, the Asia-Pacific region is poised for substantial growth, driven by expanding economies and rising investor participation in futures trading. Competitive pressures remain intense, with established players like Daniels Trading and Saxo competing with newer, technology-focused firms like Tradovate and NinjaTrader. The market's growth trajectory, however, is not without challenges. Regulatory scrutiny, cybersecurity threats, and the potential for market manipulation are key restraints that could impact future growth. Nevertheless, the overall outlook for the futures trading services market remains positive, indicating significant opportunities for existing and new market entrants.

Browse Bloomberg Roll Select Commodity Index Futures (DRS) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

Origin: Directly 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

Futures Trading Service Market Outlook

The global futures trading service market size was valued at USD 5.2 billion in 2023 and is projected to reach USD 10.8 billion by 2032, growing at a CAGR of 8.5% during the forecast period. The significant growth in market size can be attributed to increased trading activities, technological advancements in trading platforms, and rising interest from individual and institutional investors alike.

A major growth factor for the futures trading service market is the rising prevalence of advanced trading platforms and technologies. Technological advancements have made futures trading more accessible and efficient, enabling traders to execute complex strategies with greater ease. The integration of artificial intelligence and machine learning into trading algorithms has also enhanced decision-making processes, resulting in improved trading outcomes and increased market participation.

Another key driver is the increased participation of institutional investors. As financial markets become more interconnected, institutional investors are increasingly turning to futures trading to hedge against market volatility and optimize their portfolios. The availability of diverse asset classes within futures trading, including commodities, financials, and indices, provides these investors with a wide range of options to manage their risk exposure effectively.

Moreover, the growing interest among individual investors is fueling market expansion. The democratization of trading platforms has lowered entry barriers, allowing retail traders to participate in futures markets. Educational resources and advisory services provided by brokerage firms further support individual investors in navigating the complexities of futures trading, thereby contributing to market growth.

Commodity Services play a pivotal role in the futures trading market, offering a wide range of opportunities for both hedgers and speculators. These services encompass the trading of various commodities such as agricultural products, energy resources, and precious metals. The inherent volatility in commodity prices makes futures contracts an attractive tool for managing risk and securing price stability. As global demand for commodities continues to rise, driven by factors like population growth and industrialization, the importance of robust commodity services in futures trading becomes increasingly evident. These services not only facilitate efficient price discovery but also provide a platform for market participants to capitalize on price movements and achieve their financial objectives.

In terms of regional outlook, North America holds the largest market share due to the presence of major financial institutions and advanced trading infrastructure. The Asia Pacific region is expected to witness the highest growth rate, driven by increasing economic development, rising disposable incomes, and the expansion of financial markets in countries like China and India. Europe also shows significant potential, with well-established financial hubs such as London and Frankfurt contributing to market growth.

Service Type Analysis

The futures trading service market can be segmented by service type into brokerage services, trading platforms, advisory services, and others. Brokerage services dominate the market, providing essential intermediary functions that facilitate trading activities. These services are crucial for both individual and institutional investors, offering benefits such as access to diverse markets, real-time data, and personalized customer support. The competitive landscape among brokerage firms is intense, with key players continuously enhancing their offerings to attract and retain clients.

Trading platforms are another significant segment within the futures trading service market. These platforms offer a suite of tools and features that enable traders to execute trades, monitor market conditions, and analyze trends. The evolution of trading platforms from desktop-based applications to web-based and mobile solutions has made it easier for traders to engage with the market anytime and anywhere. Features such as automated trading, advanced charting, and customizable interfaces are driving the adoption of these platforms among traders.

Advisory services play a critical role in guiding investors through the complexities of futures trading. These services provide expert anal

Orange Juice rose to 314 USd/Lbs on July 14, 2025, up 8.71% from the previous day. Over the past month, Orange Juice's price has risen 20.81%, but it is still 30.47% lower than a year ago, 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 July of 2025.

Explore the Aluminum Commodity Index, a key financial instrument for tracking aluminum market trends, pricing dynamics, and sector health. Understand the factors influencing aluminum prices, including supply-demand balance, geopolitical events, and economic indicators. Learn how futures contracts and production factors impact this industrial metal's market price.

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.

Product Type Analysis

The ESG-Indexed Commodity Futures market is segmented by product type into Energy, Metals, Agriculture, and Others. The energy segment, encompassing futures linked to oil, gas, and renewable energy sources, dominated the market in 2024, accounting for the largest share. This is attributed to the increasing focus on decarbonization and the transition towards clean energy. Investors are particularly interested in futures contracts that track ESG-compliant energy producers or renewable energy indices, as these provide bot

Global Commodity Index Funds is segmented by Application (Investment, Finance, Wealth management), Type (Exchange-traded funds (ETFs), Mutual funds, Index-based ETFs, Futures-based funds, Actively managed funds) and Geography(North America, LATAM, West Europe, Central & Eastern Europe, Northern Europe, Southern Europe, East Asia, Southeast Asia, South Asia, Central Asia, Oceania, MEA)

GSCI fiel am 3. Juli 2025 auf 552,56 Indexpunkte, ein Rückgang um 0,35% gegenüber dem Vortag. Im letzten Monat ist der Preis des GSCI um 2,95% gestiegen, liegt jedoch immer noch 5,88% unter dem Stand von vor einem Jahr, basierend auf dem Handel mit einem Differenzkontrakt (CFD), der den Benchmark-Markt für diese Ware verfolgt. Diese Werte, historische Daten, Prognosen, Statistiken, Diagramme und ökonomische Kalender - GSCI Rohstoff Index - Futures Contract - Preise.

Graph and download economic data for Producer Price Index by Commodity: Farm Products: Strawberries (WPU01110222) from Jan 1947 to May 2025 about agriculture, commodities, PPI, inflation, price index, indexes, price, and USA.

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).

Graph and download economic data for Producer Price Index by Commodity: Farm Products: Peanuts (WPU01830111) from Jan 1947 to May 2025 about nuts, agriculture, commodities, PPI, inflation, price index, indexes, price, and USA.

The Supplemental Report, also known as the Commodity Index Traders (CIT) report of the COT. The Supplemental report includes 13 select agricultural commodity contracts for combined futures and options positions. Supplemental reports break down the reportable open interest positions into three trader classifications: non-commercial, commercial, and index traders.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

Sugar Futures Signal Potential Price Volatility for CRB Commodities Index

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

Aluminum fell to 2,593.65 USD/T on July 15, 2025, down 0.10% from the previous day. Over the past month, Aluminum's price has risen 2.99%, and is up 5.37% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Aluminum - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for Producer Price Index by Commodity: Farm Products: Eggs, Extra Large (WPU01710702) from Dec 1984 to May 2025 about eggs, large, agriculture, commodities, PPI, inflation, price index, indexes, price, and USA.

Graph and download economic data for Producer Price Index by Commodity: Farm Products: Avocados (WPU01110205) from Dec 1991 to May 2025 about fruits, agriculture, production, commodities, PPI, inflation, price index, indexes, price, and USA.