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 4,186 contracts on 29 September 2026, compared to 5,008 on 22 September.
Sample. There are 770 observations in the weekly time series shown in the figure above. The period covered by the series is from October 2011 to September 2026.
History. Here's a peek at a few simple statistics we computed on the full sample: positions had a mean value of -1,266 contracts; they hit a maximum of 28,410 on 23 January 2024; they reached their lowest level of -32,415 on 23 March 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 7896.0 |
| 2026-09-22 | 5008.0 |
| 2026-09-29 | 4186.0 |
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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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