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 7,884 contracts on 16 June 2026, compared to 8,274 on 9 June 2026.
Sample. This weekly series has 1,045 records in total. The time period covered by the series stretches from June 2006 to June 2026.
History. Here are a few descriptive statistics we computed on the full sample: positions had a mean value of 11,009 contracts; they hit a peak of 51,712 on 28 January 2020; they hit a minimum of -30,389 on 4 September 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 11817.0 |
| 2026-06-09 | 8274.0 |
| 2026-06-16 | 7884.0 |
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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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