COT reports: Net long positions held by other reporting traders in Nikkei 225 index futures: NIKKEI STOCK AVERAGE YEN DENOM - 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 other reporting traders in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE" were 0 contracts on 29 September 2026, as on 22 September.
Sample. There are 717 data points overall in the weekly time series displayed in the graph above. The period covered by the series extends from January 2013 to September 2026.
History. Take a look at some descriptive statistics we calculated on the whole sample: positions hit a maximum of 18,845 contracts on 8 April 2014; they recorded a bottom of -9,673 on 1 November 2022; they had a mean value of 2,341.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 0 |
| 2026-09-22 | 0 |
| 2026-09-29 | 0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.