COT reports: Long 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), long positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 6,068 contracts on 3 March 2026, compared to 7,030 on 7 October 2025.
Sample. This weekly time series has 581 observations. The series covers the time range stretching from January 2013 to March 2026.
History. Take a look at some simple statistics we computed on the entire sample: positions recorded a maximum of 33,998 contracts on 21 January 2014; they hit a trough of 5,871 on 21 February 2023; they were equal on average to 16,764.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 6,530.00 |
| 2025-10-07 | 7,030.00 |
| 2026-03-03 | 6,068.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long 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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