COT reports: Long positions held by non-reporting traders in platinum futures: PLATINUM - NEW YORK MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: Platinum 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), long positions held by non-reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 8,105 contracts on 18 August 2026, compared to 8,185 on 11 August 2026.
Sample. There are 1,054 observations in the weekly series displayed in the plot above. The series covers the time range going from June 2006 to August 2026.
History. Have a look at some simple statistics we calculated on the whole sample: positions had a mean of 6,978 contracts; they reached a minimum of 1,571 on 3 October 2006; they recorded their maximum of 13,024 on 18 June 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 7241.0 |
| 2026-08-11 | 8185.0 |
| 2026-08-18 | 8105.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-reporting traders in platinum 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: PLATINUM - NEW YORK MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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