COT reports: Net 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), net long positions held by non-reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 1,329 contracts on 3 March 2026, versus 307 on 7 October 2025.
Sample. There are 581 records in the weekly series shown in the plot above. The series covers the time period going from January 2013 to March 2026.
History. Take a look at some summary statistics computed on the entire sample: positions recorded their highest level of 9,348 contracts on 20 August 2013; they hit a trough of -24,274 on 5 March 2013; they had a mean value of 1,131.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 943.0 |
| 2025-10-07 | 307.0 |
| 2026-03-03 | 1329.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 |
Series in the same data set
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