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 12,436 contracts on 31 March 2026, compared to 11,804 on 24 March.
Sample. The weekly time series presented in the figure has a total of 1,034 data points. The series covers the time period extending from June 2006 to March 2026.
History. Here are some simple statistics computed on the entire sample: positions registered a minimum of -30,389 contracts on 4 September 2018; they reached a maximum of 51,712 on 28 January 2020; they had a mean of 10,988.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 10838.0 |
| 2026-03-24 | 11804.0 |
| 2026-03-31 | 12436.0 |
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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
Discover the other time series included in this data set.