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 87,479 contracts on 18 August 2026, compared to 79,916 on 11 August 2026.
Sample. There are 1,054 records overall in the weekly series displayed in the plot above. The series covers the period stretching from June 2006 to August 2026.
History. Have a look at a few summary statistics we calculated on the entire sample: positions hit a minimum of -42,735 contracts on 11 November 2008; they recorded a maximum of 483,829 on 16 January 2018; they had a mean of 172,942.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 86958.0 |
| 2026-08-11 | 79916.0 |
| 2026-08-18 | 87479.0 |
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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 |
Series in the same data set
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