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 9,907 contracts on 19 May 2026, compared to 9,943 on 12 May 2026.
Sample. There are 751 observations overall in the weekly time series displayed in the chart above. The series covers the period stretching from October 2011 to May 2026.
History. Here's a peek at some summary statistics calculated on the entire sample: positions were equal on average to 8,095 contracts; they reached a maximum of 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 |
|---|---|
| 2026-05-05 | 9396.0 |
| 2026-05-12 | 9943.0 |
| 2026-05-19 | 9907.0 |
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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 |
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