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 3,559 contracts on 29 September 2026, versus 4,395 on 22 September.
Sample. There are 1,060 observations overall in the weekly time series shown in the figure above. The period covered by the series goes from June 2006 to September 2026.
History. Take a look at a few statistics computed on the full sample: positions had a mean value of 4,290 contracts; they hit a minimum of -441 on 9 July 2013; they hit a peak of 9,882 on 18 May 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 4589.0 |
| 2026-09-22 | 4395.0 |
| 2026-09-29 | 3559.0 |
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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 |
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