COT reports: Net long positions held by money managers 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 money managers in crude oil futures of the kind "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE" stood at 59,047 contracts on 27 January 2026, compared to 47,500 on 20 January 2026.
Sample. In this weekly time series, there are 1,025 records overall. The series covers the period extending from June 2006 to January 2026.
History. Check out some summary statistics calculated on the whole sample: positions reached their maximum of 483,829 contracts on 16 January 2018; they reached a minimum of -42,735 on 11 November 2008; they averaged 175,519.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 47570.0 |
| 2026-01-20 | 47500.0 |
| 2026-01-27 | 59047.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by money managers 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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