COT reports: Net long positions held by swap dealers 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 swap dealers in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" were -572,558 contracts on 19 May 2026, compared to -553,541 on 12 May.
Sample. In the weekly time series presented in the chart, there are 1,041 data points. The time span covered by the series stretches from June 2006 to May 2026.
History. Check out a few simple statistics computed on the full sample: positions registered a minimum of -680,766 contracts on 6 February 2018; they peaked at 210,415 on 28 April 2009; they had an average value of -215,446.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | -543651.0 |
| 2026-05-12 | -553541.0 |
| 2026-05-19 | -572558.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by swap dealers 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.