COT reports: Short 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), short positions held by non-reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 1,839 contracts on 3 March 2026, versus 2,681 on 7 October 2025.
Sample. There are 581 data points overall in the weekly time series displayed in the plot above. The series covers the time period stretching from January 2013 to March 2026.
History. Have a look at a few simple statistics we calculated on the entire sample: positions averaged 5,898 contracts; they attained a maximum of 36,052 on 26 February 2013; they reached a trough of 1,311 on 17 December 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 2161.0 |
| 2025-10-07 | 2681.0 |
| 2026-03-03 | 1839.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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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