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" were 6,185 contracts on 29 September 2026, compared to 44 on 22 September.
Sample. There are 770 observations overall in the weekly series displayed in the graph above. The time period covered by the series stretches from October 2011 to September 2026.
History. Here are a few simple statistics we calculated on the whole sample: positions were equal on average to 2,160 contracts; they attained a maximum of 24,534 on 24 March 2026; they reached a trough of 0 on 9 December 2014.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 44.0 |
| 2026-09-22 | 44.0 |
| 2026-09-29 | 6185.0 |
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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 |
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