COT reports: Long 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), long positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 21,649 contracts on 31 March 2026, compared to 24,375 on 24 March 2026.
Sample. In the weekly time series shown in the chart, there are 744 observations in total. The series covers the period going from October 2011 to March 2026.
History. Here’s a quick look at a few summary statistics we computed on the full sample: positions hit a peak of 33,857 contracts on 16 January 2024; they reached a trough of 0 on 15 June 2021; they had a mean of 5,712.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 15451.0 |
| 2026-03-24 | 24375.0 |
| 2026-03-31 | 21649.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 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: BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.