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 4,859 contracts on 31 March 2026, versus 5,077 on 24 March 2026.
Sample. There are 1,034 records overall in the weekly series displayed in the chart above. The series covers the span of time stretching from June 2006 to March 2026.
History. Here's a peek at some statistics we computed on the entire sample: positions had a mean value of 1,926 contracts; they reached their lowest level of 0 on 23 November 2010; they reached their highest level of 10,958 on 12 September 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 5890.0 |
| 2026-03-24 | 5077.0 |
| 2026-03-31 | 4859.0 |
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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 |
Series in the same data set
Discover the other time series included in this data set.