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 422 contracts on 13 January 2026, versus 698 on 6 January.
Sample. There are 1,023 records in the weekly series shown in the chart above. The time span covered by the series stretches from June 2006 to January 2026.
History. Have a look at some descriptive statistics we computed on the whole sample: positions attained a maximum of 6,120 contracts on 11 September 2018; they reached their minimum of 0 on 3 November 2009; they had a mean of 800.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 1891.0 |
| 2026-01-06 | 698.0 |
| 2026-01-13 | 422.0 |
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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
Discover the other time series included in this data set.