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 6,189 contracts on 17 February 2026, compared to 6,694 on 10 February.
Sample. There are 1,028 records overall in the weekly series presented in the figure above. The series covers the time range extending from June 2006 to February 2026.
History. Have a look at some summary statistics calculated on the entire sample: positions had a mean of 4,273 contracts; they hit a minimum of -441 on 9 July 2013; they reached their maximum of 9,882 on 18 May 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 7101.0 |
| 2026-02-10 | 6694.0 |
| 2026-02-17 | 6189.0 |
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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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