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 -462,157 contracts on 29 September 2026, compared to -472,789 on 22 September.
Sample. This weekly time series has 1,060 data points overall. The series covers the period going from June 2006 to September 2026.
History. Have a look at a few statistics we computed on the whole sample: positions had an average value of -220,498 contracts; they recorded a bottom of -680,766 on 6 February 2018; they reached a maximum of 210,415 on 28 April 2009.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | -472267.0 |
| 2026-09-22 | -472789.0 |
| 2026-09-29 | -462157.0 |
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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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