COT reports: Long positions held by money managers in crude oil futures: WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: Crude oil 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), long positions held by money managers in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" were 195,538 contracts on 18 August 2026, compared to 190,554 on 11 August 2026.
Sample. In this weekly series, there are a total of 1,054 observations. The series covers the time range going from June 2006 to August 2026.
History. Take a look at a few descriptive statistics we calculated on the full sample: positions averaged 247,147 contracts; they reached a minimum of 83,540 on 14 October 2008; they reached their maximum of 519,545 on 30 January 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 189518.0 |
| 2026-08-11 | 190554.0 |
| 2026-08-18 | 195538.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by money managers in crude oil 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: WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
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