NIKKEI STOCK AVERAGE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,285 contracts in NIKKEI STOCK AVERAGE, positions as of Tue 3 Mar 2026.
Data as of Positions as of Tue 3 Mar 2026; published Fri 6 Mar 2026
Positions as of Tue 3 Mar 2026 - published Fri 6 Mar 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
240741
Contract unit
Nikkei Index X $5.00
Open interest, contracts
11,702
Change in open interest, contracts
-698
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
497
7,779
9
-7,282
4.2
66.5
-62.2
Asset Manager/Institutional
6,068
575
10
+5,493
51.9
4.9
46.9
Leveraged Funds
205
1,490
0
-1,285
1.8
12.7
-11.0
Other Reportables
1,745
0
0
+1,745
14.9
0.0
14.9
Total reportable
8,534
9,863
-
-1,329
72.9
84.3
-11.4
Nonreportable
3,168
1,839
-
+1,329
27.1
15.7
11.4
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-1,285
Week change
+3,451
4-week change
-2,467
13-week change
+702
Net as % of open interest
-11.0%
Percentile, 1 year (52 weeks)
44
Percentile, 3 years (156 weeks)
49
Z-score, 52 weeks
-0.11
COT Index, 3 years
57
52-week high of net
+1,662
52-week low of net
-5,309
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
6
Asset Manager/Institutional
6
-
Other Reportables
-
0
Total reportable
12
11
Largest 4 traders, gross long
58.7%
Largest 4 traders, gross short
61.0%
Largest 8 traders, gross long
67.6%
Largest 8 traders, gross short
79.3%
Largest 4 traders, net long
58.7%
Largest 4 traders, net short
60.9%
Largest 8 traders, net long
67.5%
Largest 8 traders, net short
79.2%
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
497
7,779
9
-7,282
4.2
66.5
-62.2
Asset Manager/Institutional
6,068
575
10
+5,493
51.9
4.9
46.9
Leveraged Funds
205
1,490
0
-1,285
1.8
12.7
-11.0
Other Reportables
1,745
0
0
+1,745
14.9
0.0
14.9
Total reportable
8,534
9,863
-
-1,329
72.9
84.3
-11.4
Nonreportable
3,168
1,839
-
+1,329
27.1
15.7
11.4
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 3 Mar 2026
11,702
-7,282
+5,493
-1,285
+1,745
-1,329
+1,329
Tue 7 Oct 2025
12,400
-4,222
+7,030
-4,736
+1,621
-307
+307
Tue 30 Sep 2025
11,894
-3,357
+6,329
-5,309
+1,394
-943
+943
Tue 23 Sep 2025
11,139
-2,967
+6,378
-5,027
+1,394
-222
+222
Tue 8 Apr 2025
10,705
-7,704
+6,415
+1,182
+421
+314
-314
Tue 11 Mar 2025
14,419
-7,871
+6,614
+1,389
-299
-167
+167
Tue 4 Mar 2025
11,119
-7,289
+6,978
+342
-139
-108
+108
Tue 25 Feb 2025
12,045
-7,045
+6,973
-147
+907
+688
-688
Tue 18 Feb 2025
11,371
-6,156
+7,283
-1,371
+201
-43
+43
Tue 11 Feb 2025
11,403
-5,854
+6,941
-1,377
+26
-264
+264
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 3 Mar 2026, published Fri 6 Mar 2026.