COT reports: Compensated (spread) positions held by leveraged money 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 leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 3 March 2026, the same as on 7 October 2025.
Sample. There are 581 observations overall in the weekly time series shown in the plot above. The series covers the span of time going from January 2013 to March 2026.
History. Here are a few summary statistics calculated on the whole sample: positions had an average value of 344 contracts; they registered a minimum of 0 on 5 February 2019; they reached their highest level of 8,099 on 9 June 2015.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 0.0 |
| 2025-10-07 | 0.0 |
| 2026-03-03 | 0.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by leveraged money 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
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