![]() ![]() ![]() Likewise, short-call and long-put open interest are converted to short futures-equivalent open interest. Long-call and short-put open interest are converted to long futures-equivalent open interest. 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 held or controlled by a trader is referred to as that trader's position. The aggregate of all long open interest is equal to the aggregate of all short open interest. Open interest is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc. THE COMMITMENT OF TRADERS (COT) REPORT Open Interest
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