COT reports: Long 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), long positions held by leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" stood at 205 contracts on 3 March 2026, compared to 723 on 7 October 2025.
Sample. In the weekly series plotted above, there are 581 records. The span of time covered by the series goes from January 2013 to March 2026.
History. Here’s a quick look at a few descriptive statistics calculated on the full sample: positions were equal on average to 5,669 contracts; they peaked at 21,019 on 28 May 2013; they registered a minimum of 0 on 1 November 2022.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 631.0 |
| 2025-10-07 | 723.0 |
| 2026-03-03 | 205.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long 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 |
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