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 562 contracts on 19 May 2026, versus 599 on 12 May.
Sample. There are 1,041 records in the weekly time series presented in the figure above. The period covered by the series goes from June 2006 to May 2026.
History. Here’s a quick look at a few descriptive statistics we calculated on the whole sample: positions hit a peak of 6,120 contracts on 11 September 2018; they recorded a minimum of 0 on 3 November 2009; they had an average value of 803.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 736.0 |
| 2026-05-12 | 599.0 |
| 2026-05-19 | 562.0 |
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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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