COT reports: Compensated (spread) 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), compensated (spread) positions held by other reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 2,911 contracts on 17 February 2026, versus 2,837 on 10 February 2026.
Sample. There are 1,028 observations overall in the weekly time series presented in the chart above. The series covers the time range going from June 2006 to February 2026.
History. Here's a snapshot of a few descriptive statistics computed on the whole sample: positions registered a minimum of 0 contracts on 6 December 2011; they reached their maximum of 6,264 on 16 September 2025; they were equal on average to 599.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 4004.0 |
| 2026-02-10 | 2837.0 |
| 2026-02-17 | 2911.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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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