| 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
options delta report." |

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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