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 1,331 contracts on 31 March 2026, versus 2,932 on 24 March.
Sample. There are 1,034 records in the weekly series displayed in the figure above. The time range covered by the series stretches from June 2006 to March 2026.
History. Here's a glimpse of a few descriptive statistics computed on the full sample: positions had an average value of 803 contracts; they hit a minimum of 0 on 3 November 2009; they hit a peak of 6,120 on 11 September 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 2590.0 |
| 2026-03-24 | 2932.0 |
| 2026-03-31 | 1331.0 |
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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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