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Sample Report
www. COT. com Special
Feature!
The Report
Summaries of the "Net
Option" data in the following tables reflect the total net delta of
the "futures with option" report minus the
regular report "futures only" (without option
delta) to result in the new "net delta report." For example, If the
"Futures Only" report said the non-reportable (small
commercial and small specs) had a net
position in Copper of 7,291, and the "with options" report
said the the non-reportable (small commercial and small specs) had a net delta position of 8,007, the net
difference of 716 would represent the net delta of all option only
positions held by the non-reportable (small commercial and small
specs) in Copper. The tables show the 1, 3, and
5 year range of the net option only delta positions to determine
levels that could be considered extreme.
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