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" were 64,914 contracts on 31 March 2026, compared to 56,540 on 24 March 2026.
Sample. There are 744 records overall in the weekly series presented in the figure above. The span of time covered by the series extends from October 2011 to March 2026.
History. Take a look at some summary statistics calculated on the full sample: positions had a mean of 36,851 contracts; they reached a trough of -11,534 on 24 September 2013; they recorded a maximum of 114,698 on 17 March 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 63710.0 |
| 2026-03-24 | 56540.0 |
| 2026-03-31 | 64914.0 |
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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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