COT reports: Compensated (spread) positions held by money managers in crude oil futures: BRENT LAST DAY - 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), compensated (spread) positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 4,930 contracts on 19 May 2026, compared to 5,262 on 12 May.
Sample. In this weekly time series, there are 751 observations in total. The time range covered by the series stretches from October 2011 to May 2026.
History. Check out a few statistics we computed on the whole sample: positions hit a peak of 25,101 contracts on 17 July 2018; they hit a minimum of 0 on 7 November 2017; they were equal on average to 7,715.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 3307.0 |
| 2026-05-12 | 5262.0 |
| 2026-05-19 | 4930.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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: BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
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