COT reports: Net long positions held by swap dealers 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 swap dealers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were -7,825 contracts on 29 September 2026, compared to -8,002 on 22 September 2026.
Sample. In this weekly time series, there are 1,060 observations in total. The time span covered by the series stretches from June 2006 to September 2026.
History. Take a look at a few simple statistics we computed on the whole sample: positions registered a minimum of -33,777 contracts on 28 January 2020; they attained a maximum of 19,157 on 6 September 2022; they had a mean value of -4,238.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -7840.0 |
| 2026-09-22 | -8002.0 |
| 2026-09-29 | -7825.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by swap dealers 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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