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Net Reportable Commercials, Futures combined with Options, SUPPLEMENTAL REPORT DATA
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The SUPPLEMENTAL REPORT data has been issued
since January 2007 with data provided back to January, 2006. Charts of Supplemental Report data The "With Option" data released by the CFTC, adjusts all totals in the regular report to reflect the "net delta" of option positions. For example, If a "hedger" had a long 10 futures contracts position in CORN, but was short 1,000 options that had a delta of 55, he would not show up in the COT REPORT - FUTURES ONLY because his 10 futures LONG were not a "reportable" position. He would be reflected in the "with options" report because his net delta position (1,000 option contracts at 55 delta would equal 550 open interest "short" contract equivalent) less his 10 long futures would equal a reportable position of 540 futures short. Not a subscriber? Click here for a sample table
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| FUTURES TRADING INVOLVES SIGNIFICANT RISK OF LOSS AND IS NOT SUITABLE FOR EVERYONE AND THE RISK OF LOSS SHOULD BE CONSIDERED CAREFULLY BEFORE MAKING ANY TRADES. ANY STATEMENT OF FACTS HEREIN CONTAINED ARE DERIVED FROM SOURCES BELIEVED TO BE RELIABLE, BUT ARE NOT GUARANTEED AS TO ACCURACY, NOR DO THEY PURPORT TO BE COMPLETE. See data footnotes on Commentary page. | |