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 64,103 contracts on 29 September 2026, versus 73,876 on 22 September.
Sample. There are 770 observations overall in the weekly time series displayed in the plot above. The time span covered by the series extends from October 2011 to September 2026.
History. Here's a glimpse of some simple statistics we calculated on the whole sample: positions peaked at 114,698 contracts on 17 March 2020; they reached their lowest level of -11,534 on 24 September 2013; they had a mean value of 37,522.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 70446.0 |
| 2026-09-22 | 73876.0 |
| 2026-09-29 | 64103.0 |
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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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