COT reports: Long positions held by all 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), long positions held by all reporting traders in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 223,549 contracts on 13 January 2026, compared to 208,685 on 6 January 2026.
Sample. There are 733 data points in the weekly time series displayed in the figure above. The series covers the time span going from October 2011 to January 2026.
History. Check out some descriptive statistics we calculated on the whole sample: positions had a mean value of 141,780 contracts; they reached their minimum of 16,358 on 18 October 2011; they reached a maximum of 270,009 on 24 March 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 222587.0 |
| 2026-01-06 | 208685.0 |
| 2026-01-13 | 223549.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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
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