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 2,866 contracts on 31 March 2026, versus 2,556 on 24 March 2026.
Sample. In the weekly series presented in the chart, there are 1,034 data points overall. The series covers the time period going from June 2006 to March 2026.
History. Here’s a quick look at some statistics we computed on the entire sample: positions reached a minimum of 0 contracts on 6 December 2011; they achieved a maximum of 6,264 on 16 September 2025; they were equal on average to 612.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 2955.0 |
| 2026-03-24 | 2556.0 |
| 2026-03-31 | 2866.0 |
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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.