COT reports: Compensated (spread) positions held by swap dealers 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 swap dealers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 1,391 contracts on 16 June 2026, versus 1,375 on 9 June.
Sample. In the weekly series plotted above, there are 1,045 records overall. The time range covered by the series goes from June 2006 to June 2026.
History. Take a look at a few descriptive statistics calculated on the entire sample: positions had a mean value of 804 contracts; they hit a maximum of 6,120 on 11 September 2018; they reached a minimum of 0 on 3 November 2009.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 706.0 |
| 2026-06-09 | 1375.0 |
| 2026-06-16 | 1391.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by swap dealers 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.