COT reports: Compensated (spread) 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), compensated (spread) positions held by money managers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 8,466 contracts on 17 February 2026, compared to 8,568 on 10 February.
Sample. This weekly series has 1,028 records. The span of time covered by the series extends from June 2006 to February 2026.
History. Here's a peek at a few summary statistics we calculated on the full sample: positions had a mean of 1,902 contracts; they reached their highest level of 10,958 on 12 September 2023; they hit a trough of 0 on 23 November 2010.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 8525.0 |
| 2026-02-10 | 8568.0 |
| 2026-02-17 | 8466.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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 |
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