COT reports: Long positions held by dealers 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 dealers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 497 contracts on 3 March 2026, compared to 0 on 7 October 2025.
Sample. In the weekly time series presented in the plot, there are 581 records in total. The series covers the time range going from January 2013 to March 2026.
History. Here's a peek at some descriptive statistics calculated on the entire sample: positions hit a peak of 8,235 contracts on 16 April 2013; they reached a minimum of 0 on 29 December 2020; they had a mean of 1,925.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 0 |
| 2025-10-07 | 0 |
| 2026-03-03 | 497.000 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by dealers 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.