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 2,428 contracts on 27 January 2026, versus 5,498 on 20 January.
Sample. There are 1,025 data points in the weekly series presented in the plot above. The time range covered by the series is from June 2006 to January 2026.
History. Here are some statistics we calculated on the full sample: positions had an average value of 11,027 contracts; they attained a maximum of 51,712 on 28 January 2020; they recorded a bottom of -30,389 on 4 September 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 7865.0 |
| 2026-01-20 | 5498.0 |
| 2026-01-27 | 2428.0 |
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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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