COT reports: Compensated (spread) 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), compensated (spread) positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" stood at 10 contracts on 3 March 2026, compared to 11 on 7 October 2025.
Sample. In the weekly series presented in the chart, there are 581 data points. The series covers the period going from January 2013 to March 2026.
History. Here’s a quick look at some descriptive statistics we calculated on the whole sample: positions recorded their maximum of 1,314 contracts on 24 November 2015; they reached their lowest level of 0 on 30 April 2013; they had a mean value of 163.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 8.00000 |
| 2025-10-07 | 11.0000 |
| 2026-03-03 | 10.0000 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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 |
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