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 7,213 contracts on 29 September 2026, compared to 4,295 on 22 September 2026.
Sample. In this weekly series, there are 1,060 observations. The series covers the span of time extending from June 2006 to September 2026.
History. Take a look at a few descriptive statistics we computed on the whole sample: positions attained a maximum of 7,213 contracts on 29 September 2026; they recorded a bottom of 0 on 6 December 2011; they were equal on average to 677.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 3660.0 |
| 2026-09-22 | 4295.0 |
| 2026-09-29 | 7213.0 |
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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 |
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