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 3,426 contracts on 17 February 2026, versus 1,708 on 10 February.
Sample. There are 1,028 observations in the weekly time series shown in the figure above. The period covered by the series is from June 2006 to February 2026.
History. Check out some simple statistics we computed on the full sample: positions averaged 11,001 contracts; they hit a maximum 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 |
|---|---|
| 2026-02-03 | 1277.0 |
| 2026-02-10 | 1708.0 |
| 2026-02-17 | 3426.0 |
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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 |
Series in the same data set
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