COT reports: Compensated (spread) positions held by money managers 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 money managers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 5,572 contracts on 13 January 2026, compared to 5,863 on 6 January 2026.
Sample. This weekly time series has 1,023 data points. The time period covered by the series extends from June 2006 to January 2026.
History. Have a look at some summary statistics calculated on the entire sample: positions had a mean of 1,873 contracts; they hit a minimum of 0 on 23 November 2010; they peaked at 10,958 on 12 September 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 5565.0 |
| 2026-01-06 | 5863.0 |
| 2026-01-13 | 5572.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by money managers 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 |
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