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Re: Focus on Fund Shorts
The Disaggregated of course reflects what is actually going on in the futures market. The Supplemental shows the Disaggregated plus the option positions expressed in delta value. Most market reports refer to the Supplemental, but delta can change by price change as well as by options that are added or reduced. I normally generate the COT that shows futures positions plus the delta position which equals to the Supplemental. In answer to your question both reports are important for their own reasons. Now that Iím back from vacation I will post the expanded report.