COT reports: Compensated (spread) 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), compensated (spread) positions held by leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 3 March 2026, the same as on 7 October 2025.
Sample. In the weekly series plotted above, there are 581 observations overall. The time span covered by the series stretches from January 2013 to March 2026.
History. Check out a few statistics calculated on the entire sample: positions had a mean of 344 contracts; they achieved a maximum of 8,099 on 9 June 2015; they reached a minimum of 0 on 31 December 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 0 |
| 2025-10-07 | 0 |
| 2026-03-03 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) 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.