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 5,825 contracts on 18 August 2026, compared to 5,822 on 11 August 2026.
Sample. In the weekly series plotted above, there are 1,054 data points in total. The time period covered by the series stretches from June 2006 to August 2026.
History. Take a look at a few statistics we computed on the full sample: positions hit a trough of -2,571 contracts on 12 August 2008; they hit a peak of 25,069 on 25 June 2019; they had a mean of 8,587.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 3801.0 |
| 2026-08-11 | 5822.0 |
| 2026-08-18 | 5825.0 |
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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.