COT reports: Net 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), net long positions held by non-reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" stood at 5,266 contracts on 31 March 2026, compared to 5,551 on 24 March.
Sample. This weekly time series has a total of 1,034 observations. The span of time covered by the series stretches from June 2006 to March 2026.
History. Have a look at some summary statistics calculated on the entire sample: positions registered a minimum of -441 contracts on 9 July 2013; they hit a peak of 9,882 on 18 May 2021; they had an average value of 4,283.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 6019.0 |
| 2026-03-24 | 5551.0 |
| 2026-03-31 | 5266.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
Series in the same data set
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