COT reports: Net long positions held by non-reporting traders 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 non-reporting traders in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" were 33,155 contracts on 29 September 2026, versus 28,783 on 22 September 2026.
Sample. In the weekly series displayed in the plot, there are 1,060 observations. The time span covered by the series extends from June 2006 to September 2026.
History. Here are some simple statistics calculated on the entire sample: positions reached their minimum of -39,109 contracts on 6 May 2008; they recorded their highest level of 60,290 on 11 May 2021; they had an average value of 15,588.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 28953.0 |
| 2026-09-22 | 28783.0 |
| 2026-09-29 | 33155.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by non-reporting traders 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
Discover the other time series included in this data set.