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 3,828 contracts on 27 January 2026, compared to 3,313 on 20 January 2026.
Sample. In the weekly series displayed in the figure, there are 1,025 data points. The period covered by the series extends from June 2006 to January 2026.
History. Here's a snapshot of some descriptive statistics we calculated on the full sample: positions recorded their highest level of 6,264 contracts on 16 September 2025; they registered a minimum of 0 on 6 December 2011; they averaged 591.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 2718.0 |
| 2026-01-20 | 3313.0 |
| 2026-01-27 | 3828.0 |
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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
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