COT reports: Net 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), net long positions held by money managers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 17,105 contracts on 27 January 2026, versus 14,220 on 20 January.
Sample. There are 735 data points overall in the weekly time series shown in the graph above. The time span covered by the series extends from October 2011 to January 2026.
History. Have a look at some summary statistics computed on the full sample: positions reached a minimum of -32,415 contracts on 23 March 2021; they reached their highest level of 28,410 on 23 January 2024; they had a mean value of -1,861.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 17713.0 |
| 2026-01-20 | 14220.0 |
| 2026-01-27 | 17105.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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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