COT reports: Long positions held by non-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 non-reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 3,168 contracts on 3 March 2026, versus 2,988 on 7 October 2025.
Sample. There are 581 data points in the weekly time series presented in the plot above. The time span covered by the series is from January 2013 to March 2026.
History. Here's a glimpse of some summary statistics calculated on the entire sample: positions averaged 7,029 contracts; they reached a minimum of 1,931 on 12 July 2022; they recorded a maximum of 18,681 on 10 June 2014.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 3104.0 |
| 2025-10-07 | 2988.0 |
| 2026-03-03 | 3168.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by non-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 |
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