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 12,930 contracts on 19 May 2026, versus 15,063 on 12 May.
Sample. In this weekly time series, there are 751 records. The series covers the time span going from October 2011 to May 2026.
History. Here's a peek at a few summary statistics calculated on the entire sample: positions had an average value of -1,506 contracts; they attained a maximum of 28,410 on 23 January 2024; they reached their minimum of -32,415 on 23 March 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 17049.0 |
| 2026-05-12 | 15063.0 |
| 2026-05-19 | 12930.0 |
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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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