COT reports: Net long positions held by non-reporting traders in palladium futures: PALLADIUM - NEW YORK MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: Palladium futures COT reports (CFTC)
Download Full Dataset (.xlsx)Latest updates. According to the Commitments of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC), net long positions held by non-reporting traders in palladium futures of the kind "PALLADIUM - NEW YORK MERCANTILE EXCHANGE" were 1,142 contracts on 17 February 2026, versus 1,192 on 10 February 2026.
Sample. There are 1,028 data points overall in the weekly series presented in the graph above. The time span covered by the series extends from June 2006 to February 2026.
History. Have a look at a few simple statistics calculated on the whole sample: positions had a mean value of 867 contracts; they reached their maximum of 3,413 on 26 February 2008; they reached a trough of -772 on 21 August 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 1174.0 |
| 2026-02-10 | 1192.0 |
| 2026-02-17 | 1142.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by non-reporting traders in palladium futures |
| Country | United States |
| Economic concept | Stock |
| Data type | Quantity |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Level |
| Frequency | Weekly |
| Unit | Number of contracts |
| Source | Commodity Futures Trading Commission (CFTC) |
| Source type | Government agency |
| Data licence | Public domain information |
| Other information | Specific future: PALLADIUM - NEW YORK MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.