COT reports: Compensated (spread) positions held by swap dealers 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), compensated (spread) positions held by swap dealers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" were 18,038 contracts on 17 February 2026, compared to 21,188 on 10 February.
Sample. There are 738 data points overall in the weekly time series displayed in the figure above. The time span covered by the series extends from October 2011 to February 2026.
History. Here's a snapshot of some statistics we computed on the whole sample: positions had an average value of 7,114 contracts; they achieved a maximum of 21,188 on 10 February 2026; they recorded a bottom of 503 on 6 December 2022.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 9216.0 |
| 2026-02-10 | 21188.0 |
| 2026-02-17 | 18038.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by swap dealers 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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