COT reports: Short 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), short positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 1,768 contracts on 31 March 2026, versus 2,098 on 24 March 2026.
Sample. There are 744 data points overall in the weekly time series shown in the figure above. The time period covered by the series extends from October 2011 to March 2026.
History. Here's a glimpse of a few simple statistics we computed on the entire sample: positions recorded a minimum of 0 contracts on 30 December 2014; they hit a peak of 33,686 on 23 March 2021; they had a mean of 7,370.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 2134.0 |
| 2026-03-24 | 2098.0 |
| 2026-03-31 | 1768.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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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