See 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. 

Table requires subscriber log in. Netscape users should CLICK HERE to log in.