COT reports: Long positions held by other 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 other reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 47,525 contracts on 17 February 2026, versus 42,647 on 10 February 2026.
Sample. There are 738 data points overall in the weekly series presented in the plot above. The series covers the time range going from October 2011 to February 2026.
History. Have a look at a few simple statistics computed on the entire sample: positions had a mean value of 22,437 contracts; they peaked at 63,059 on 22 October 2019; they reached a trough of 869 on 14 August 2012.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 44098.0 |
| 2026-02-10 | 42647.0 |
| 2026-02-17 | 47525.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by other 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
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