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" stood at 6,755 contracts on 17 February 2026, compared to 6,530 on 10 February.
Sample. This weekly series has a total of 738 data points. The span of time covered by the series stretches from October 2011 to February 2026.
History. Check out a few statistics computed on the full sample: positions had an average value of 8,058 contracts; they achieved a maximum of 19,071 on 15 May 2018; they recorded a minimum of 1,863 on 20 November 2012.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 5467.0 |
| 2026-02-10 | 6530.0 |
| 2026-02-17 | 6755.0 |
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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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