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 6,348 contracts on 19 May 2026, versus 6,242 on 12 May.
Sample. This weekly time series has 1,041 records in total. The series covers the time range extending from June 2006 to May 2026.
History. Here's a snapshot of some simple statistics calculated on the full sample: positions reached a trough of 0 contracts on 23 November 2010; they achieved a maximum of 10,958 on 12 September 2023; they averaged 1,950.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 5491.0 |
| 2026-05-12 | 6242.0 |
| 2026-05-19 | 6348.0 |
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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
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