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" were 5,204 contracts on 19 May 2026, versus 4,806 on 12 May.
Sample. The weekly series presented in the plot has 1,041 observations in total. The series covers the time span extending from June 2006 to May 2026.
History. Here's a glimpse of some descriptive statistics we calculated on the whole sample: positions had an average value of 4,287 contracts; they recorded a maximum of 9,882 on 18 May 2021; they reached a trough of -441 on 9 July 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 4866.0 |
| 2026-05-12 | 4806.0 |
| 2026-05-19 | 5204.0 |
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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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