COT reports: Net long positions held by swap dealers 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 swap dealers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were -8,573 contracts on 13 January 2026, compared to -8,699 on 6 January.
Sample. There are 1,023 data points overall in the weekly time series displayed in the figure above. The series covers the time period extending from June 2006 to January 2026.
History. Here are a few statistics we calculated on the full sample: positions had a mean value of -4,101 contracts; they reached their minimum of -33,777 on 28 January 2020; they recorded a maximum of 19,157 on 6 September 2022.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | -7494.0 |
| 2026-01-06 | -8699.0 |
| 2026-01-13 | -8573.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by swap dealers 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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