COT reports: Net long positions held by other reporting traders 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 other reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 9,729 contracts on 13 January 2026, compared to 10,993 on 6 January 2026.
Sample. There are 1,023 observations overall in the weekly time series displayed in the chart above. The series covers the time span stretching from June 2006 to January 2026.
History. Here's a peek at a few descriptive statistics computed on the full sample: positions had an average value of 8,653 contracts; they recorded a minimum of -2,571 on 12 August 2008; they attained a maximum of 25,069 on 25 June 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 13706.0 |
| 2026-01-06 | 10993.0 |
| 2026-01-13 | 9729.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other reporting traders 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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