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 7,896 contracts on 15 September 2026, compared to 5,913 on 8 September.
Sample. In this weekly series, there are 768 observations. The series covers the time range going from October 2011 to September 2026.
History. Here are a few statistics we computed on the whole sample: positions achieved a maximum of 28,410 contracts on 23 January 2024; they registered a minimum of -32,415 on 23 March 2021; they had an average value of -1,281.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-01 | 5,307.00 |
| 2026-09-08 | 5,913.00 |
| 2026-09-15 | 7,896.00 |
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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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