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 3,129 contracts on 13 January 2026, compared to 2,516 on 6 January 2026.
Sample. There are 733 data points overall in the weekly time series presented in the chart above. The series covers the period stretching from October 2011 to January 2026.
History. Here's a snapshot of some statistics calculated on the whole sample: positions averaged 1,421 contracts; they achieved a maximum of 12,326 on 8 May 2018; they recorded a minimum of -4,040 on 4 December 2018.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 1917.0 |
| 2026-01-06 | 2516.0 |
| 2026-01-13 | 3129.0 |
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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.