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 11,470 contracts on 31 March 2026, compared to 11,152 on 24 March.
Sample. In this weekly series, there are 744 records overall. The time range covered by the series is from October 2011 to March 2026.
History. Have a look at some summary statistics calculated on the entire sample: positions achieved a maximum of 19,071 contracts on 15 May 2018; they reached their minimum of 1,863 on 20 November 2012; they had an average value of 8,073.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 9944.0 |
| 2026-03-24 | 11152.0 |
| 2026-03-31 | 11470.0 |
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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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