Dear user,
Thanks for your question. What you are asking is a result of the structure of our questionnaires and the corresponding datasets.

The 861 you are referring to is the unweighted number of women in the individual recode (IR) dataset (variable v213). These are women with a completed women's questionnaire (age 15-49) who are de facto members of the household. When comparing the currently pregnant women in the person recode dataset (PR file) (variable hml18) you will see a slightly higher number of pregnant women since this file includes women who are de jure or de facto and not necessarily if they had a completed interview. If a woman is de jure non-de facto they would not be included in the IR file. The 2015 Nigeria MIS also has a country specific variable (PR file: sh09 currently pregnant) which was asked in the household roster but this variable was not used in any calculation for malaria indicators on pregnancy.

If you want to replicate "Among pregnant women age 15-49, the percentage who slept the night before the survey under an ITN" you need to use the PR file. You can see examples of the code to replicate the Nigeria MIS report using the following link:
Stata: https://github.com/DHSProgram/DHS-Indicators-Stata/tree/mast er/Chap12_ML
SPSS: https://github.com/DHSProgram/DHS-Indicators-SPSS/tree/maste r/Chap12_ML

Lastly, it is important to keep in mind that all tables in the MIS final report are weighted. That might be another reason why you are seeing discrepant results between what you are tabulating in a statistical software and what you see in the final report

Let us know if you have any additional questions
Cameron