COT reports: Short 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), short positions held by swap dealers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 1,957 contracts on 19 May 2026, compared to 2,142 on 12 May.
Sample. There are 751 observations overall in the weekly time series shown in the graph above. The series covers the time span stretching from October 2011 to May 2026.
History. Here’s a quick look at some summary statistics we computed on the whole sample: positions hit a peak of 24,534 contracts on 24 March 2026; they hit a trough of 0 on 9 December 2014; they were equal on average to 2,179.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 3361.0 |
| 2026-05-12 | 2142.0 |
| 2026-05-19 | 1957.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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 |
Series in the same data set
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