COT reports: Long positions held by all 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), long positions held by all reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" stood at 8,534 contracts on 3 March 2026, compared to 9,412 on 7 October 2025.
Sample. The weekly series presented in the figure has 581 observations. The time span covered by the series stretches from January 2013 to March 2026.
History. Here's a snapshot of some summary statistics calculated on the full sample: positions had a mean of 28,311 contracts; they recorded their maximum of 84,980 on 11 June 2013; they reached their minimum of 6,567 on 4 April 2023.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 8,790.00 |
| 2025-10-07 | 9,412.00 |
| 2026-03-03 | 8,534.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by all 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 |
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