COT reports: Compensated (spread) positions held by asset managers in Nikkei 225 index futures: NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: Nikkei 225 index 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), compensated (spread) positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 10 contracts on 3 March 2026, versus 11 on 7 October 2025.
Sample. There are 581 observations overall in the weekly series shown in the plot above. The series covers the time period extending from January 2013 to March 2026.
History. Here’s a quick look at a few simple statistics computed on the full sample: positions had a mean of 163 contracts; they hit a trough of 0 on 30 April 2013; they achieved a maximum of 1,314 on 24 November 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 8.0 |
| 2025-10-07 | 11.0 |
| 2026-03-03 | 10.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers in Nikkei 225 index 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: "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.