COT reports: Short 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), short positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 575 contracts on 3 March 2026, compared to 0 on 7 October 2025.
Sample. There are 581 records overall in the weekly time series shown in the chart above. The period covered by the series extends from January 2013 to March 2026.
History. Here are a few summary statistics calculated on the entire sample: positions had a mean of 633 contracts; they recorded their maximum of 4,263 on 17 April 2018; they recorded a minimum of 0 on 28 December 2021.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 201.0 |
| 2025-10-07 | 0.0 |
| 2026-03-03 | 575.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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
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