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 65,364 contracts on 18 August 2026, versus 63,095 on 11 August 2026.
Sample. In the weekly series shown in the figure, there are 764 observations. The time period covered by the series extends from October 2011 to August 2026.
History. Take a look at some simple statistics we computed on the whole sample: positions had an average value of 37,288 contracts; they reached their lowest level of -11,534 on 24 September 2013; they attained a maximum of 114,698 on 17 March 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 56846.0 |
| 2026-08-11 | 63095.0 |
| 2026-08-18 | 65364.0 |
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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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