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 5,089 contracts on 16 June 2026, compared to 5,540 on 9 June 2026.
Sample. In this weekly time series, there are 1,045 observations overall. The series covers the time span going from June 2006 to June 2026.
History. Here's a glimpse of some summary statistics we calculated on the full sample: positions were equal on average to 4,292 contracts; they reached a maximum of 9,882 on 18 May 2021; they reached a minimum of -441 on 9 July 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 6172.0 |
| 2026-06-09 | 5540.0 |
| 2026-06-16 | 5089.0 |
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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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