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" were 266,178 contracts on 17 February 2026, versus 255,200 on 10 February.
Sample. The weekly time series plotted above has a total of 738 observations. The time period covered by the series extends from October 2011 to February 2026.
History. Here’s a quick look at some descriptive statistics we computed on the full sample: positions recorded a minimum of 16,358 contracts on 18 October 2011; they recorded a maximum of 270,009 on 24 March 2020; they had a mean value of 142,509.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 234349.0 |
| 2026-02-10 | 255200.0 |
| 2026-02-17 | 266178.0 |
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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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