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 11,480 contracts on 17 February 2026, versus 14,543 on 10 February 2026.
Sample. This weekly series has a total of 738 data points. The series covers the time period extending from October 2011 to February 2026.
History. Take a look at a few simple statistics we calculated on the whole sample: positions hit a maximum of 33,857 contracts on 16 January 2024; they reached a minimum of 0 on 15 June 2021; they had a mean value of 5,616.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 13706.0 |
| 2026-02-10 | 14543.0 |
| 2026-02-17 | 11480.0 |
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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.