COT reports: Short positions held by all 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), short positions held by all reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 57,721 contracts on 31 March 2026, compared to 58,423 on 24 March 2026.
Sample. There are 1,034 data points overall in the weekly time series presented in the plot above. The time range covered by the series extends from June 2006 to March 2026.
History. Here are some simple statistics calculated on the entire sample: positions recorded a minimum of 5,657 contracts on 24 October 2006; they hit a peak of 103,459 on 21 January 2020; they averaged 54,854.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 64573.0 |
| 2026-03-24 | 58423.0 |
| 2026-03-31 | 57721.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by all 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
Discover the other time series included in this data set.