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 -6,486 contracts on 18 August 2026, versus -7,014 on 11 August 2026.
Sample. In the weekly series presented in the graph, there are 1,054 data points in total. The time span covered by the series stretches from June 2006 to August 2026.
History. Here's a snapshot of a few simple statistics we computed on the full sample: positions had a mean of -4,219 contracts; they hit a maximum of 19,157 on 6 September 2022; they reached their lowest level of -33,777 on 28 January 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | -7287.0 |
| 2026-08-11 | -7014.0 |
| 2026-08-18 | -6486.0 |
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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
Discover the other time series included in this data set.