COT reports: Compensated (spread) positions held by other reporting traders 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 other reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 3 March 2026, the same value recorded on 7 October 2025.
Sample. In the weekly series displayed in the figure, there are 581 data points. The series covers the period stretching from January 2013 to March 2026.
History. Here's a peek at some statistics we computed on the whole sample: positions reached their lowest level of 0 contracts on 31 December 2019; they attained a maximum of 17,364 on 11 March 2014; they had a mean value of 205.
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 other reporting traders 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.