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 40,887 contracts on 27 January 2026, compared to 36,417 on 20 January.
Sample. In this weekly time series, there are 735 observations. The series covers the period stretching from October 2011 to January 2026.
History. Take a look at some statistics calculated on the full sample: positions recorded a bottom of -11,534 contracts on 24 September 2013; they peaked at 114,698 on 17 March 2020; they averaged 36,709.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-13 | 31225.0 |
| 2026-01-20 | 36417.0 |
| 2026-01-27 | 40887.0 |
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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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