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" were 17,713 contracts on 13 January 2026, compared to 16,484 on 6 January.
Sample. There are 733 data points overall in the weekly series shown in the chart above. The time range covered by the series extends from October 2011 to January 2026.
History. Here's a glimpse of a few statistics we computed on the entire sample: positions had a mean of -1,909 contracts; they recorded their highest level of 28,410 on 23 January 2024; they reached their minimum of -32,415 on 23 March 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 15653.0 |
| 2026-01-06 | 16484.0 |
| 2026-01-13 | 17713.0 |
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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 |
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