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" stood at -5,877 contracts on 17 February 2026, versus -5,759 on 10 February 2026.
Sample. There are 1,028 records in the weekly time series shown in the graph above. The time range covered by the series extends from June 2006 to February 2026.
History. Here's a snapshot of a few statistics computed on the entire sample: positions had an average value of -4,114 contracts; they reached a minimum of -33,777 on 28 January 2020; they reached a maximum of 19,157 on 6 September 2022.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | -6903.0 |
| 2026-02-10 | -5759.0 |
| 2026-02-17 | -5877.0 |
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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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