COT reports: Net long positions held by other 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 other reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were -47,103 contracts on 17 February 2026, compared to -50,320 on 10 February.
Sample. There are 738 observations overall in the weekly series displayed in the graph above. The time period covered by the series stretches from October 2011 to February 2026.
History. Check out a few simple statistics computed on the full sample: positions had a mean of -28,124 contracts; they hit a minimum of -73,029 on 12 January 2016; they reached their highest level of 10,406 on 16 March 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | -47391.0 |
| 2026-02-10 | -50320.0 |
| 2026-02-17 | -47103.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by other 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.