Equity Market Volatility Tracker: Commodity Markets

EMVCOMMMKT • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

11.28

Year-over-Year Change

64.72%

Date Range

1/1/1985 - 7/1/2025

Summary

The Equity Market Volatility Tracker: Commodity Markets measures the level of volatility in commodity futures markets. It is a key indicator of risk and uncertainty in the broader economy.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

This volatility index tracks daily price swings in a diverse basket of commodity futures contracts, including energy, agriculture, and metals. Economists and investors use it to gauge overall market sentiment and risk appetite.

Methodology

The data is calculated by the Federal Reserve Bank of St. Louis using price movements in leading commodity futures contracts.

Historical Context

Policymakers and analysts monitor this index to assess the health of global commodity markets and their impact on inflation, trade, and economic growth.

Key Facts

  • The index uses price data from over 20 major commodity futures contracts.
  • Volatility levels are calculated based on daily price changes.
  • Higher index values indicate greater uncertainty and risk in commodity markets.

FAQs

Q: What does this economic trend measure?

A: The Equity Market Volatility Tracker: Commodity Markets measures the level of daily price volatility across a diverse basket of major commodity futures contracts.

Q: Why is this trend relevant for users or analysts?

A: This index is a key indicator of risk and uncertainty in commodity markets, which can have significant implications for inflation, trade, and broader economic conditions.

Q: How is this data collected or calculated?

A: The data is calculated by the Federal Reserve Bank of St. Louis using price movements in leading commodity futures contracts.

Q: How is this trend used in economic policy?

A: Policymakers and analysts monitor this index to assess the health of global commodity markets and their impact on the overall economy.

Q: Are there update delays or limitations?

A: The index is updated daily, providing timely information on current market conditions.

Related Trends

Citation

U.S. Federal Reserve, Equity Market Volatility Tracker: Commodity Markets (EMVCOMMMKT), retrieved from FRED.