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 2,718 contracts on 13 January 2026, versus 1,932 on 6 January.
Sample. There are 1,023 observations overall in the weekly series shown in the chart above. The series covers the time span stretching from June 2006 to January 2026.
History. Here’s a quick look at a few statistics calculated on the full sample: positions averaged 585 contracts; they peaked at 6,264 on 16 September 2025; they reached a trough of 0 on 6 December 2011.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 2422.0 |
| 2026-01-06 | 1932.0 |
| 2026-01-13 | 2718.0 |
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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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