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 96,228 contracts on 16 June 2026, compared to 94,725 on 9 June.
Sample. There are 1,045 observations overall in the weekly series displayed in the plot above. The time span covered by the series is from June 2006 to June 2026.
History. Take a look at a few descriptive statistics calculated on the entire sample: positions had a mean value of 173,760 contracts; they hit a maximum of 483,829 on 16 January 2018; they reached a minimum of -42,735 on 11 November 2008.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 90765.0 |
| 2026-06-09 | 94725.0 |
| 2026-06-16 | 96228.0 |
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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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