COT reports: Short 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), short positions held by leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 1,490 contracts on 3 March 2026, versus 5,459 on 7 October 2025.
Sample. In this weekly time series, there are a total of 581 observations. The period covered by the series stretches from January 2013 to March 2026.
History. Have a look at a few descriptive statistics we computed on the whole sample: positions hit a minimum of 0 contracts on 30 November 2021; they hit a maximum of 27,598 on 10 December 2019; they averaged 8,184.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 5940.0 |
| 2025-10-07 | 5459.0 |
| 2026-03-03 | 1490.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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.