COT reports: Long positions held by all 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), long positions held by all reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 8,534 contracts on 3 March 2026, compared to 9,412 on 7 October 2025.
Sample. The weekly series shown in the figure has 581 observations. The series covers the span of time extending from January 2013 to March 2026.
History. Here's a snapshot of a few summary statistics computed on the whole sample: positions reached their highest level of 84,980 contracts on 11 June 2013; they recorded a bottom of 6,567 on 4 April 2023; they had a mean of 28,311.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 8790.0 |
| 2025-10-07 | 9412.0 |
| 2026-03-03 | 8534.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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.