COT reports: 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), long positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 18,088 contracts on 27 January 2026, versus 14,777 on 20 January.
Sample. This weekly series has 735 observations in total. The time period covered by the series is from October 2011 to January 2026.
History. Have a look at some descriptive statistics we calculated on the entire sample: positions had a mean of 5,585 contracts; they recorded a bottom of 0 on 15 June 2021; they recorded their maximum of 33,857 on 16 January 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 17950.0 |
| 2026-01-20 | 14777.0 |
| 2026-01-27 | 18088.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 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 |
Series in the same data set
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