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" stood at -468,604 contracts on 18 August 2026, versus -468,834 on 11 August.
Sample. The weekly series presented in the chart has 1,054 observations. The series covers the period going from June 2006 to August 2026.
History. Have a look at a few summary statistics calculated on the entire sample: positions reached their lowest level of -680,766 contracts on 6 February 2018; they hit a peak of 210,415 on 28 April 2009; they had an average value of -219,088.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | -488695.0 |
| 2026-08-11 | -468834.0 |
| 2026-08-18 | -468604.0 |
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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 |
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