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" stood at 9,534 contracts on 15 September 2026, compared to 7,704 on 8 September.
Sample. There are 768 observations in the weekly time series shown in the figure above. The series covers the time span extending from October 2011 to September 2026.
History. Here's a glimpse of a few statistics we computed on the whole sample: positions had a mean of 5,937 contracts; they hit a minimum of 0 on 15 June 2021; they recorded their highest level of 33,857 on 16 January 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-01 | 7,098.00 |
| 2026-09-08 | 7,704.00 |
| 2026-09-15 | 9,534.00 |
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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
Discover the other time series included in this data set.