COT reports: Long positions held by other 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 other reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 1,745 contracts on 3 March 2026, compared to 1,621 on 7 October 2025.
Sample. There are 581 data points overall in the weekly time series displayed in the graph above. The series covers the period extending from January 2013 to March 2026.
History. Have a look at some summary statistics calculated on the whole sample: positions reached their lowest level of 0 contracts on 31 December 2019; they hit a peak of 15,157 on 14 May 2013; they had a mean of 2,895.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 1,621.00 |
| 2025-10-07 | 1,621.00 |
| 2026-03-03 | 1,745.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Long positions held by other 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 |
Series in the same data set
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