We can group the products traded on futures exchanges into four primary categories: financial futures, energy futures, agricultural futures, and metals futures.
Financials: This is probably the broadest category, as it covers equity index and other equity-linked products, interest rates, and currencies. Futures and options on the big four equity indexes - the Dow Industrials, the S&P 500, the Nasdaq 100, and the Russell 2000 - are active, and if you're comfortable trading SPY shares and options and you're managing a good-sized account, consider giving E-mini S&P 500 products a look. Currency futures represent the world's largest asset class and these the products to know if you want to hedge against or speculate on macroeconomic risks. Interest rate products cover every point in the yield curve from 30-day Fed Funds out to 25+ year Treasury bonds. Finally, also under the equity index umbrella are the CBOE Futures Exchange's VIX futures, which track the expected implied volatility of S&P 500 index options.
Energy: Energy means, first, oil, and that means Brent crude and WTI crude, both of which have futures and options listed at ICE and CME/NYMEX. The U.S. exchanges have diversified in recent years into other crude products, and they have listings as well for refined products like gasoline, jet fuel, and heating oil. Natural gas has become an increasingly important part of the energy picture in the U.S., and the futures market offers the purest play on natural gas prices. Other traded energy products include coal, electricity, and petrochemicals.
Agriculture: This is really where futures got their start. Some people date futures to 12th century Europe or 16th century Japan but their beginning is much earlier, arguably in ancient Greece when a philosopher, Thales, moved to capitalize on his predictions about an upcoming olive harvest. Today, agriculture futures include corn, wheat, soybeans, hogs and cattle, coffee, cotton, cocoa, orange juice, sugar, and many more. Even though equity indexes get most of the attention in the day-to-day business press, agriculture products account for a huge percentage of global trade.
Metals: Industrial metals like iron ore, copper, and steel are important and people still love gold and silver. There are mini and even "micro" COMEX gold contracts, although if you have a theological thing going on with regard to "paper" assets, note that only the regular gold contract settles to actual metal.
This is just a brief list of some of the assets with listed futures contracts, and there are many other products that have been traded or proposed for trading on futures exchanges at different times. The CME lists futures on real estate and weather and clears over-the-counter swaps on credit, rates, and commodities. The ICE lists contracts on freight, carbon dioxide emissions, and other environmental products. Some products have been discussed but blocked by their industries: do you know the story of onion futures? How about futures on upcoming Hollywood blockbusters? Remember Intrade? What, you don't think of politics as another industry?