COT reports: Long positions held by non-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 non-reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 11,530 contracts on 16 June 2026, compared to 13,212 on 9 June.
Sample. In the weekly time series presented in the plot, there are 755 data points in total. The time span covered by the series stretches from October 2011 to June 2026.
History. Have a look at a few summary statistics we calculated on the full sample: positions were equal on average to 8,118 contracts; they peaked at 19,071 on 15 May 2018; they reached their lowest level of 1,863 on 20 November 2012.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-06-02 | 11841.0 |
| 2026-06-09 | 13212.0 |
| 2026-06-16 | 11530.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-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 |
Series in the same data set
Discover the other time series included in this data set.