COT reports: Net 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), net long positions held by dealers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" stood at -7,282 contracts on 3 March 2026, compared to -4,222 on 7 October 2025.
Sample. There are 581 records overall in the weekly series presented in the graph above. The time period covered by the series extends from January 2013 to March 2026.
History. Take a look at a few descriptive statistics calculated on the whole sample: positions were equal on average to -12,590 contracts; they reached a minimum of -42,562 on 4 February 2014; they reached their maximum of 6,056 on 7 May 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | -3,357.00 |
| 2025-10-07 | -4,222.00 |
| 2026-03-03 | -7,282.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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
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