COT reports: Compensated (spread) positions held by dealers 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 dealers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 9 contracts on 3 March 2026, compared to 27 on 7 October 2025.
Sample. There are 581 records overall in the weekly series displayed in the chart above. The series covers the time period going from January 2013 to March 2026.
History. Here’s a quick look at some statistics computed on the entire sample: positions had a mean value of 346 contracts; they hit a minimum of 0 on 31 December 2019; they achieved a maximum of 25,525 on 11 June 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 0.0 |
| 2025-10-07 | 27.0 |
| 2026-03-03 | 9.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by dealers 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
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