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 31,225 contracts on 13 January 2026, compared to 29,004 on 6 January.
Sample. In this weekly series, there are 733 data points in total. The series covers the time period going from October 2011 to January 2026.
History. Here's a snapshot of some statistics we calculated on the entire sample: positions had a mean of 36,704 contracts; they recorded a maximum of 114,698 on 17 March 2020; they recorded a bottom of -11,534 on 24 September 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-12-30 | 26463.0 |
| 2026-01-06 | 29004.0 |
| 2026-01-13 | 31225.0 |
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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 |
Series in the same data set
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