COT reports: Net 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), net long positions held by non-reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 3,044 contracts on 29 September 2026, compared to 2,002 on 22 September 2026.
Sample. There are 770 observations in the weekly time series presented in the plot above. The time range covered by the series extends from October 2011 to September 2026.
History. Take a look at a few statistics we calculated on the whole sample: positions reached their highest level of 12,326 contracts on 8 May 2018; they recorded a minimum of -4,040 on 4 December 2018; they had an average value of 1,493.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 2714.0 |
| 2026-09-22 | 2002.0 |
| 2026-09-29 | 3044.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
Series in the same data set
Discover the other time series included in this data set.