COT reports: Short positions held by non-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 non-reporting traders in platinum futures of the kind "PLATINUM - NEW YORK MERCANTILE EXCHANGE" were 3,587 contracts on 18 August 2026, versus 3,311 on 11 August.
Sample. The weekly time series displayed in the graph has 1,054 observations in total. The series covers the period going from June 2006 to August 2026.
History. Here’s a quick look at some summary statistics we calculated on the full sample: positions achieved a maximum of 8,248 contracts on 27 May 2025; they reached their minimum of 484 on 1 May 2007; they had a mean of 2,687.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 3560.0 |
| 2026-08-11 | 3311.0 |
| 2026-08-18 | 3587.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short positions held by non-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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