Config.
Marché
Rapport
Unité

COT Brent Last Day (NYMEX, cash-settled)

Période
Échelle

As-of mardi · close vendredi · source CFTC

Long vs Short

Long et short en % d’OI (catégorie focus)

Δ 4 semaines

Variation du net vs le rapport d’il y a 4 semaines

Cette semaine

Catégorie Long Short Spreading Net Δ Long Δ Short Δ Net % OI long % OI short

Historique

Crude oil · NYMEX

What is NYMEX Brent Last Day?

NYMEX Brent (not ICE Brent)

Satellite of WTI Physical Crude (NYMEX CL)

A long means…

Exposure to a rise in Brent via the NYMEX last-day twin, cash-settled — not ICE Brent.

What is this?

NYMEX Brent last day is Brent in the CFTC COT: a cash contract that settles to the ICE Brent Index published the day after expiry. It is not ICE Brent, which is deliverable by exchange for physical and whose positioning ICE publishes itself. The two series are not one history. The underlying is North Sea light sweet crude — not Cushing WTI.

Refiners and merchants hedge the world price here. A spread against Cushing WTI is read on two lines of the same CFTC report.

Pitfalls

  • NYMEX BZ, not ICE Brent.
  • CFTC and ICE series are not one history.
  • Last-day cash, 1,000 barrels.

Univers LIX

Le positionnement n’est pas le risque

Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.