COT reports: Long positions held by all reporting traders 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), long positions held by all reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 286,520 contracts on 31 March 2026, compared to 304,477 on 24 March 2026.
Sample. There are 744 records in the weekly series presented in the figure above. The span of time covered by the series goes from October 2011 to March 2026.
History. Check out some simple statistics calculated on the entire sample: positions reached their minimum of 16,358 contracts on 18 October 2011; they peaked at 304,477 on 24 March 2026; they had a mean value of 143,532.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 273844.0 |
| 2026-03-24 | 304477.0 |
| 2026-03-31 | 286520.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all reporting traders 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 |
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