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 1,469 contracts on 18 August 2026, compared to 1,482 on 11 August.
Sample. There are 1,054 data points overall in the weekly time series shown in the figure above. The period covered by the series is from June 2006 to August 2026.
History. Here’s a quick look at some statistics we computed on the whole sample: positions had a mean of 805 contracts; they attained a maximum of 6,120 on 11 September 2018; they reached their lowest level of 0 on 3 November 2009.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 1392.0 |
| 2026-08-11 | 1482.0 |
| 2026-08-18 | 1469.0 |
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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
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