COT reports: Compensated (spread) positions held by dealers in Nikkei 225 index futures: NIKKEI STOCK AVERAGE YEN DENOM - 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE" were 392 contracts on 29 September 2026, compared to 305 on 22 September.
Sample. There are 717 observations in the weekly time series shown in the graph above. The period covered by the series extends from January 2013 to September 2026.
History. Check out some statistics we computed on the entire sample: positions were equal on average to 1,359 contracts; they peaked at 17,219 on 6 June 2023; they reached a trough of 0 on 31 December 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 431.0 |
| 2026-09-22 | 305.0 |
| 2026-09-29 | 392.0 |
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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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
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Discover the other time series included in this data set.