COT reports: Net long positions held by other 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 other reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 3,901 contracts on 31 March 2026, versus 4,394 on 24 March 2026.
Sample. In the weekly time series presented in the plot, there are 1,034 data points in total. The period covered by the series stretches from June 2006 to March 2026.
History. Here's a glimpse of some statistics calculated on the entire sample: positions had an average value of 8,649 contracts; they recorded a minimum of -2,571 on 12 August 2008; they recorded a maximum of 25,069 on 25 June 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 6060.0 |
| 2026-03-24 | 4394.0 |
| 2026-03-31 | 3901.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other 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
Discover the other time series included in this data set.