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" were 15,649 contracts on 27 January 2026, compared to 18,423 on 20 January 2026.
Sample. This weekly time series has 1,025 data points in total. The period covered by the series stretches from June 2006 to January 2026.
History. Take a look at a few descriptive statistics calculated on the full sample: positions had a mean of 23,643 contracts; they reached their lowest level of 2,312 on 12 December 2006; they recorded their maximum of 57,533 on 28 January 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 19499.0 |
| 2026-01-20 | 18423.0 |
| 2026-01-27 | 15649.0 |
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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.