COT reports: Long positions held by money managers 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), long positions held by money managers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" stood at 16,992 contracts on 31 March 2026, compared to 16,788 on 24 March.
Sample. There are 1,034 data points in the weekly time series displayed in the figure above. The series covers the time period going from June 2006 to March 2026.
History. Here's a snapshot of some simple statistics computed on the entire sample: positions achieved a maximum of 57,533 contracts on 28 January 2020; they hit a trough of 2,312 on 12 December 2006; they had an average value of 23,568.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 17494.0 |
| 2026-03-24 | 16788.0 |
| 2026-03-31 | 16992.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by money managers 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.