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 1,722 contracts on 27 January 2026, compared to 3,275 on 20 January 2026.
Sample. There are 735 data points overall in the weekly time series shown in the chart above. The span of time covered by the series stretches from October 2011 to January 2026.
History. Here's a peek at some summary statistics we computed on the whole sample: positions had a mean value of 1,424 contracts; they reached a maximum of 12,326 on 8 May 2018; they reached a trough of -4,040 on 4 December 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 3129.0 |
| 2026-01-20 | 3275.0 |
| 2026-01-27 | 1722.0 |
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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
Discover the other time series included in this data set.