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" stood at 3,315 contracts on 19 May 2026, compared to 3,031 on 12 May.
Sample. There are 1,041 observations overall in the weekly series displayed in the graph above. The time span covered by the series is from June 2006 to May 2026.
History. Check out some summary statistics computed on the entire sample: positions averaged 628 contracts; they reached their minimum of 0 on 6 December 2011; they hit a peak of 6,264 on 16 September 2025.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 2698.0 |
| 2026-05-12 | 3031.0 |
| 2026-05-19 | 3315.0 |
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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
Discover the other time series included in this data set.