| | BACKGROUNDER: The Commitments of Traders Report, January 8, 2007 (Site not responding. Last check: ) |
 | | The COT report is published more often—switching to mid-month and month-end in 1990, to every 2 weeks in 1992, and to weekly in 2000. |
 | | For the COT Futures and Options Combined report, option open interest and traders' option positions are computed on a futures-equivalent basis using delta factors supplied by the exchanges. |
 | | Open interest, as reported to the Commission and as used in the COT report, does not include open futures contracts against which notices of deliveries have been stopped by a trader or issued by the clearing organization of an exchange. |
| www.cftc.gov /opa/backgrounder/opacot596.htm (1914 words) |