COT reports: Short 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), short positions held by money managers in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 9,089 contracts on 17 February 2026, versus 10,000 on 10 February.
Sample. There are 1,028 data points in the weekly series presented in the plot above. The time range covered by the series is from June 2006 to February 2026.
History. Here's a peek at a few summary statistics we calculated on the full sample: positions were equal on average to 12,610 contracts; they hit a peak of 50,526 on 5 March 2024; they reached a minimum of 72 on 26 August 2008.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 12242.0 |
| 2026-02-10 | 10000.0 |
| 2026-02-17 | 9089.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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 |
Series in the same data set
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