COT reports: Net 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), net long positions held by money managers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 8,256 contracts on 29 September 2026, compared to 9,928 on 22 September 2026.
Sample. There are 1,060 data points in the weekly series presented in the chart above. The series covers the time range going from June 2006 to September 2026.
History. Here's a peek at a few summary statistics calculated on the full sample: positions were equal on average to 10,973 contracts; they hit a peak of 51,712 on 28 January 2020; they registered a minimum of -30,389 on 4 September 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 8972.0 |
| 2026-09-22 | 9928.0 |
| 2026-09-29 | 8256.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
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