COT reports: Net long positions held by leveraged money 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 leveraged money managers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were -1,285 contracts on 3 March 2026, compared to -4,736 on 7 October 2025.
Sample. There are 581 data points in the weekly time series shown in the chart above. The period covered by the series extends from January 2013 to March 2026.
History. Here's a peek at a few statistics we calculated on the whole sample: positions had an average value of -2,515 contracts; they recorded their highest level of 16,427 on 6 March 2018; they reached their minimum of -20,349 on 7 May 2019.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | -5,309.00 |
| 2025-10-07 | -4,736.00 |
| 2026-03-03 | -1,285.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by leveraged money 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 |
Series in the same data set
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