NIKKEI STOCK AVERAGE YEN DENOM COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +575 contracts in NIKKEI STOCK AVERAGE YEN DENOM, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
240743
Contract unit
Nikkei Index X Jpy 500
Open interest, contracts
25,143
Change in open interest, contracts
+1,442
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
7,617
6,659
468
+958
30.3
26.5
3.8
Asset Manager/Institutional
7,155
639
97
+6,516
28.5
2.5
25.9
Leveraged Funds
3,528
2,953
16
+575
14.0
11.7
2.3
Other Reportables
0
241
0
-241
0.0
1.0
-1.0
Total reportable
18,881
11,073
-
+7,808
75.1
44.0
31.1
Nonreportable
6,262
14,070
-
-7,808
24.9
56.0
-31.1
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+575
Week change
+1,153
4-week change
-223
13-week change
-1,960
Net as % of open interest
2.3%
Percentile, 1 year (52 weeks)
29
Percentile, 3 years (156 weeks)
22
Z-score, 52 weeks
-0.54
COT Index, 3 years
32
52-week high of net
+8,884
52-week low of net
-4,193
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
12
6
Asset Manager/Institutional
8
-
Leveraged Funds
7
5
Other Reportables
0
-
Total reportable
31
15
Largest 4 traders, gross long
35.0%
Largest 4 traders, gross short
26.2%
Largest 8 traders, gross long
46.9%
Largest 8 traders, gross short
36.2%
Largest 4 traders, net long
35.0%
Largest 4 traders, net short
25.1%
Largest 8 traders, net long
46.9%
Largest 8 traders, net short
34.4%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
7,617
6,659
468
+958
30.3
26.5
3.8
Asset Manager/Institutional
7,155
639
97
+6,516
28.5
2.5
25.9
Leveraged Funds
3,528
2,953
16
+575
14.0
11.7
2.3
Other Reportables
0
241
0
-241
0.0
1.0
-1.0
Total reportable
18,881
11,073
-
+7,808
75.1
44.0
31.1
Nonreportable
6,262
14,070
-
-7,808
24.9
56.0
-31.1
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
25,143
+958
+6,516
+575
-241
+7,808
-7,808
Tue 13 Oct 2026
23,701
-7
+6,452
-578
+0
+5,867
-5,867
Tue 6 Oct 2026
20,996
-1,331
+6,584
-1,725
+0
+3,528
-3,528
Tue 29 Sep 2026
23,003
+258
+6,261
-313
+0
+6,206
-6,206
Tue 22 Sep 2026
21,974
-1,171
+6,524
+798
+0
+6,151
-6,151
Tue 15 Sep 2026
22,625
+273
+6,145
+969
+0
+7,387
-7,387
Tue 8 Sep 2026
42,440
-1,164
+6,398
+1,160
+244
+6,638
-6,638
Tue 1 Sep 2026
30,948
+3,525
+6,847
+701
+0
+11,073
-11,073
Tue 25 Aug 2026
31,113
+4,234
+7,264
+941
+0
+12,439
-12,439
Tue 18 Aug 2026
31,049
+2,250
+7,068
-437
+213
+9,094
-9,094
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.