COT reports: Short 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), short positions held by dealers in Nikkei 225 index futures of the kind "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" were 7,779 contracts on 3 March 2026, compared to 4,222 on 7 October 2025.
Sample. The weekly time series plotted above has 581 data points in total. The time period covered by the series extends from January 2013 to March 2026.
History. Here's a glimpse of some summary statistics we calculated on the whole sample: positions hit a trough of 0 contracts on 11 June 2019; they hit a maximum of 46,330 on 10 December 2013; they averaged 14,515.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2025-09-30 | 3,357.00 |
| 2025-10-07 | 4,222.00 |
| 2026-03-03 | 7,779.00 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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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