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 -337,960 contracts on 17 February 2026, compared to -323,990 on 10 February 2026.
Sample. There are 1,028 records in the weekly series presented in the plot above. The span of time covered by the series extends from June 2006 to February 2026.
History. Have a look at a few descriptive statistics we computed on the entire sample: positions averaged -211,720 contracts; they recorded a maximum of 210,415 on 28 April 2009; they reached a minimum of -680,766 on 6 February 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | -323139.0 |
| 2026-02-10 | -323990.0 |
| 2026-02-17 | -337960.0 |
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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
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