COT reports: Net long positions held by money managers 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), net long positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 10,836 contracts on 17 February 2026, compared to 14,238 on 10 February.
Sample. There are 738 observations overall in the weekly series presented in the plot above. The series covers the span of time extending from October 2011 to February 2026.
History. Here's a glimpse of a few descriptive statistics computed on the whole sample: positions reached their lowest level of -32,415 contracts on 23 March 2021; they peaked at 28,410 on 23 January 2024; they averaged -1,801.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 13281.0 |
| 2026-02-10 | 14238.0 |
| 2026-02-17 | 10836.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by money managers 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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