COT reports: Net long positions held by dealers 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 dealers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were -7,282 contracts on 3 March 2026, compared to -4,222 on 7 October 2025.
Sample. This weekly time series has 581 records overall. The time span covered by the series is from January 2013 to March 2026.
History. Have a look at a few statistics computed on the full sample: positions recorded their highest level of 6,056 contracts on 7 May 2019; they hit a minimum of -42,562 on 4 February 2014; they had a mean of -12,590.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | -3357.0 |
| 2025-10-07 | -4222.0 |
| 2026-03-03 | -7282.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by dealers 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
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