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 4,137 contracts on 19 May 2026, compared to 4,455 on 12 May 2026.
Sample. There are 751 observations in the weekly time series presented in the plot above. The time period covered by the series goes from October 2011 to May 2026.
History. Here are some statistics calculated on the whole sample: positions reached their lowest level of -4,040 contracts on 4 December 2018; they hit a maximum of 12,326 on 8 May 2018; they had a mean value of 1,443.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 3021.0 |
| 2026-05-12 | 4455.0 |
| 2026-05-19 | 4137.0 |
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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
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