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 661 contracts on 16 June 2026, compared to 728 on 9 June.
Sample. In the weekly series displayed in the chart, there are a total of 1,045 observations. The series covers the period extending from June 2006 to June 2026.
History. Take a look at some descriptive statistics we calculated on the full sample: positions hit a minimum of -772 contracts on 21 August 2018; they peaked at 3,413 on 26 February 2008; they averaged 869.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 711.0 |
| 2026-06-09 | 728.0 |
| 2026-06-16 | 661.0 |
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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.