COT reports: Net long positions held by asset 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), net long positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 5,493 contracts on 3 March 2026, versus 7,030 on 7 October 2025.
Sample. There are 581 records in the weekly series shown in the figure above. The series covers the period stretching from January 2013 to March 2026.
History. Here's a snapshot of a few simple statistics we computed on the full sample: positions were equal on average to 16,131 contracts; they recorded a maximum of 33,638 on 24 December 2013; they recorded a minimum of 3,600 on 10 March 2020.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 6329.0 |
| 2025-10-07 | 7030.0 |
| 2026-03-03 | 5493.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by asset 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
Discover the other time series included in this data set.