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" stood at 8,972 contracts on 15 September 2026, versus 9,787 on 8 September 2026.
Sample. There are 1,058 data points overall in the weekly time series displayed in the figure above. The series covers the time span extending from June 2006 to September 2026.
History. Here's a snapshot of some statistics we computed on the entire sample: positions had a mean value of 10,977 contracts; they hit a trough of -30,389 on 4 September 2018; they hit a peak of 51,712 on 28 January 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-01 | 8,685.00 |
| 2026-09-08 | 9,787.00 |
| 2026-09-15 | 8,972.00 |
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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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