COT reports: 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), long positions held by swap dealers in crude oil futures of the kind "BRENT LAST DAY - NEW YORK MERCANTILE EXCHANGE" stood at 41,330 contracts on 27 January 2026, versus 36,441 on 20 January.
Sample. This weekly time series has 735 observations overall. The time span covered by the series extends from October 2011 to January 2026.
History. Here's a snapshot of a few summary statistics computed on the entire sample: positions hit a maximum of 118,501 contracts on 24 March 2020; they reached a trough of 0 on 1 November 2011; they were equal on average to 38,859.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 31249.0 |
| 2026-01-20 | 36441.0 |
| 2026-01-27 | 41330.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | 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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