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" were 6,246 contracts on 29 September 2026, compared to 6,851 on 22 September 2026.
Sample. In the weekly time series plotted above, there are 770 data points overall. The time span covered by the series stretches from October 2011 to September 2026.
History. Here are a few descriptive statistics we computed on the full sample: positions had an average value of 5,939 contracts; they hit a peak of 33,857 on 16 January 2024; they registered a minimum of 0 on 15 June 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 9534.0 |
| 2026-09-22 | 6851.0 |
| 2026-09-29 | 6246.0 |
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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.