Rice fell to 12.78 USD/cwt on July 14, 2025, down 1.08% from the previous day. Over the past month, Rice's price has fallen 4.77%, and is down 13.06% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Rice - values, historical data, forecasts and news - updated on July of 2025.

China Settlement Price: ZCE: Japonica Rice: 4th Month data was reported at 2,662.000 RMB/Ton in 13 May 2025. This stayed constant from the previous number of 2,662.000 RMB/Ton for 12 May 2025. China Settlement Price: ZCE: Japonica Rice: 4th Month data is updated daily, averaging 2,922.000 RMB/Ton from Nov 2013 (Median) to 13 May 2025, with 2792 observations. The data reached an all-time high of 3,762.000 RMB/Ton in 16 Sep 2014 and a record low of 2,397.000 RMB/Ton in 30 Dec 2020. China Settlement Price: ZCE: Japonica Rice: 4th Month data remains active status in CEIC and is reported by Zhengzhou Commodity Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Zhengzhou Commodity Exchange: Commodity Futures: Settlement Price: Daily.

Download Historical Rough Rice (Settlement) Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

Discover the latest trends in rice futures trading on the CBOT, with current pricing, volume changes, and market insights.

United States Open Interest: CBOT: Agricultural Futures: Rough Rice data was reported at 8,448.000 Contract in Oct 2018. This records a decrease from the previous number of 8,720.000 Contract for Sep 2018. United States Open Interest: CBOT: Agricultural Futures: Rough Rice data is updated monthly, averaging 8,809.500 Contract from Jan 1996 (Median) to Oct 2018, with 274 observations. The data reached an all-time high of 114,245.000 Contract in Aug 2008 and a record low of 2,979.000 Contract in Jun 2001. United States Open Interest: CBOT: Agricultural Futures: Rough Rice data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z022: CBOT: Futures: Open Interest.

Download Historical Rough Rice (Combined) Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

United States Core Inflation Nowcast: sa: Contribution: Commodity Prices: Rough Rice Futures: CME: Settlement Price: 1st Month data was reported at 0.299 % in 12 May 2025. This stayed constant from the previous number of 0.299 % for 05 May 2025. United States Core Inflation Nowcast: sa: Contribution: Commodity Prices: Rough Rice Futures: CME: Settlement Price: 1st Month data is updated weekly, averaging 0.048 % from Apr 2018 (Median) to 12 May 2025, with 369 observations. The data reached an all-time high of 3.327 % in 09 Dec 2019 and a record low of 0.001 % in 12 Aug 2024. United States Core Inflation Nowcast: sa: Contribution: Commodity Prices: Rough Rice Futures: CME: Settlement Price: 1st Month data remains active status in CEIC and is reported by CEIC Data. The data is categorized under Global Database’s United States – Table US.CEIC.NC: CEIC Nowcast: Inflation: Core.

Agriculture faces major challenges in the decades to come due to increasing resource pressures, severe weather and climate change, population growth and shifting diets, and economic development. Rice is one of the most important crops globally considering its role in the Earth system, food security, and providing livelihoods with more than 1 billion people depending on rice. Tools and systems that can help monitor production and support risk management are needed for decision making by many end users and governments. Futures are a tool used to manage or hedge risk, reduce volatility, improve food security, and maximize efficiency and profit on the open market. Currently, the rice futures market has little high quality and timely information available to make strategic or application specific decisions to reduce risk and maximize profit. The global rice futures market is thinly traded causing extreme price fluctuation orders of magnitude. The innovation of Rice Decision Support System (RiceDSS) is the seamless fusion of operational satellite remote sensing monitoring metrics of rice agriculture, rice yield modeling, and weather forecasts to generate near real time information on rice extent, growth stages, production forecasts and statistical uncertainty. RiceDSS uses a state-of-the-art open source framework with advanced automation routines, web-GIS, and mobile technologies to support visualization and delivery of information to support global food security programs and commodity markets.

United States Turnover: CBOT: Agricultural Futures: Rough Rice data was reported at 7,590.000 Contract in Nov 2018. This records a decrease from the previous number of 29,835.000 Contract for Oct 2018. United States Turnover: CBOT: Agricultural Futures: Rough Rice data is updated monthly, averaging 17,315.500 Contract from Oct 1994 (Median) to Nov 2018, with 290 observations. The data reached an all-time high of 93,548.000 Contract in Feb 2011 and a record low of 4,026.000 Contract in Mar 1995. United States Turnover: CBOT: Agricultural Futures: Rough Rice data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z021: CBOT: Futures: Turnover.

Platinum futures contracts to be settled in January 2024 were trading on U.S. markets at 1,089 U.S. dollars per troy ounce on June 20, 2024. This is slightly above the price of 1,042 U.S. dollars per troy ounce for contracts to be settled in May 2024, indicating that platinum traders expect the price of platinum to increase a little over the next year. Platinum futures are contracts that effectively lock in a price for an amount of platinum to be purchased at a time in the future, which can then be traded on markets. Futures markets therefore provide an indicator of how investors think a commodities market will develop in the future.

This data asset contains a time series of commodity balance sheets for rice in Mozambique, from 2005 to 2016. This secondary data was compiled from various sources and has been utilized in capacity building sessions for specification of a country level partial equilibrium model.

The dataset contains daily price ranges calculated from the daily high and low prices for Chicago Wheat, Corn, and Oats futures contracts, starting in 1877. The data is manually extracted from the ``Annual Reports of the Trade and Commerce of Chicago'' (today, the Chicago Board of Trade, CBOT, which is part of the CME group).

The price range is calculated as Ranget = ln(Ht) - ln(Lt), where Ht and Lt are the highest and lowest price observed on trading day t.

Description of the dataset:

Date: The trading day, format dd-mm-yyyy

Range_W_F1: Price range Wheat futures, First expiration (nearby contract)

Range_W_F2: Price range Wheat futures, Second expiration

Range_C_F1: Price range Corn futures, First expiration (nearby contract)

Range_C_F2: Price range Corn futures, Second expiration

Range_O_F1: Price range Oats futures, First expiration (nearby contract)

Range_O_F2: Price range Oats futures, Second expiration

Tick (trades only) sample data for Rough Rice (Settlement) RC timestamped in Chicago time

This data asset contains a time series of commodity balance sheets for maize, rice, wheat and sunflower in Tanzania, from 2005 to 2016. This secondary data was compiled from various sources and has been utilized in capacity building sessions for specification of a country level partial equilibrium model.

As of June 25, 2024, gold futures contracts to be settled in June 2030 were trading on U.S. markets at around ***** U.S. dollars per troy ounce. This is above the price of ******* U.S. dollars per troy ounce for contracts to be settled in June 2025, indicating that gold traders expect the price of gold to rise over the next five years. Gold futures are contracts that effectively lock in a price for an amount of gold to be purchased at a time in the future, which can then be traded on markets. Futures markets therefore provide an indicator of how investors think a commodities market will develop in the future.

PERIOD: 1926-1935. By exchange in 1935. NOTE: (Yen per 1.8039 hectliter of futures). SOURCE: [Statistical Abstract of Exchanges].

PERIOD: 1917-1926. NOTE: (Yen per one koku of futures). SOURCE: [Statistical Tables of the Ministry of Commerce and Industry].

Silver futures contracts to be settled in December 2028 were trading on U.S. markets at around ** U.S. dollars per troy ounce on June 20, 2023. This is above the price of ***** U.S. dollars per troy ounce for contracts to be settled in May 2024, indicating silver traders expect the price of silver to decrease over the next five years. Silver futures are contracts that effectively lock in a price for an amount of silver to be purchased at a time in the future, which can then be traded on markets. Futures markets therefore provide an indicator of how investors think a commodities market will develop in the future.

Thai rice prices in , June, 2025 For that commodity indicator, we provide data from January 1960 to June 2025. The average value during that period was 307.63 USD per metric ton with a minimum of 95.67 USD per metric ton in April 1971 and a maximum of 907 USD per metric ton in April 2008. | TheGlobalEconomy.com

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