COT reports: Net long positions held by other 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 other reporting traders in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" were 140,141 contracts on 31 March 2026, versus 139,284 on 24 March 2026.
Sample. This weekly series has 1,034 observations overall. The series covers the time range extending from June 2006 to March 2026.
History. Here's a peek at some simple statistics we computed on the whole sample: positions had a mean value of 83,272 contracts; they recorded their highest level of 339,702 on 21 April 2020; they hit a trough of -77,986 on 3 August 2010.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 122317.0 |
| 2026-03-24 | 139284.0 |
| 2026-03-31 | 140141.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other 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.