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 -295,291 contracts on 13 January 2026, compared to -293,886 on 6 January.
Sample. There are 1,023 observations overall in the weekly series shown in the graph above. The time period covered by the series stretches from June 2006 to January 2026.
History. Here's a snapshot of some summary statistics we computed on the whole sample: positions reached their lowest level of -680,766 contracts on 6 February 2018; they recorded their maximum of 210,415 on 28 April 2009; they had a mean of -211,196.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | -305858.0 |
| 2026-01-06 | -293886.0 |
| 2026-01-13 | -295291.0 |
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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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