COT reports: Net long 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), net long positions held by swap dealers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 42,823 contracts on 17 February 2026, compared to 36,442 on 10 February.
Sample. There are 738 observations in the weekly time series shown in the figure above. The series covers the span of time going from October 2011 to February 2026.
History. Here's a peek at a few summary statistics we computed on the entire sample: positions had an average value of 36,714 contracts; they peaked at 114,698 on 17 March 2020; they recorded a minimum of -11,534 on 24 September 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-02-03 | 34580.0 |
| 2026-02-10 | 36442.0 |
| 2026-02-17 | 42823.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long 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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