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.
see Charts
of Supplemental Report data
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