COT reports: Net 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), net long positions held by asset managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 5,493 contracts on 3 March 2026, versus 7,030 on 7 October 2025.
Sample. In this weekly time series, there are a total of 581 data points. The time period covered by the series stretches from January 2013 to March 2026.
History. Here's a glimpse of some summary statistics computed on the whole sample: positions reached a minimum of 3,600 contracts on 10 March 2020; they hit a peak of 33,638 on 24 December 2013; they had a mean value of 16,131.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 6,329.00 |
| 2025-10-07 | 7,030.00 |
| 2026-03-03 | 5,493.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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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