COT reports: Net 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), net long positions held by leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were -1,285 contracts on 3 March 2026, versus -4,736 on 7 October 2025.
Sample. The weekly series displayed in the graph has 581 observations in total. The time range covered by the series is from January 2013 to March 2026.
History. Here's a snapshot of a few statistics computed on the entire sample: positions recorded a maximum of 16,427 contracts on 6 March 2018; they reached a trough of -20,349 on 7 May 2019; they had an average value of -2,515.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | -5309.0 |
| 2025-10-07 | -4736.0 |
| 2026-03-03 | -1285.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
Series in the same data set
Discover the other time series included in this data set.