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 79,592 contracts on 29 September 2026, compared to 101,828 on 22 September 2026.
Sample. There are 1,060 records in the weekly series shown in the graph above. The series covers the span of time extending from June 2006 to September 2026.
History. Here are some simple statistics we computed on the full sample: positions hit a peak of 483,829 contracts on 16 January 2018; they reached their minimum of -42,735 on 11 November 2008; they had an average value of 172,508.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 106279.0 |
| 2026-09-22 | 101828.0 |
| 2026-09-29 | 79592.0 |
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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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