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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 small specs had a net
position in Copper of 7,291, and the "with options" report
said the small spec 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 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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