COT reports: Net 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), net long positions held by money managers in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" were 63,785 contracts on 17 February 2026, compared to 79,146 on 10 February 2026.
Sample. There are 1,028 data points in the weekly series presented in the chart above. The time span covered by the series goes from June 2006 to February 2026.
History. Here's a glimpse of a few simple statistics calculated on the full sample: positions recorded a minimum of -42,735 contracts on 11 November 2008; they recorded a maximum of 483,829 on 16 January 2018; they averaged 175,220.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 76760.0 |
| 2026-02-10 | 79146.0 |
| 2026-02-17 | 63785.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
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