This is grains.I've noticed something strange in the COT -- Supplemental Report this week.It is available here: COT -- Supplemental Report - Option and Futures Combined Positions as of June 25, 2013 Take the wheat in Chicago.If you add the long non-commercials (77680) + long non-commercial spreadings (112855) + long commercials (72910) + long index traders (179799) then you get 443244 while the long total item reads 443245.There also is 1 unit-difference for other ag commodities, and this is also the case with short positions ???I've never noticed such a thing before (one can pick up last week COT -- supplemental report to check out).Any hints? Some Mayan curse?

Could it be a net effect of inexact EFP volumes?We used to get that in the grains books at a company level, not sure if its relevant at the exchange level

This is futures and options, then the CFTC 'converts' options positions to futures so that they aggregate the data? The delta put in somewhere creates rounding differences ?

QuoteOriginally posted by: edouardyou get 443244 while the long total item reads 443245I assume that before posting this, you levered up for the stampede when the discrepancy is figured into major trend models.Can you use some Bayesian method to extract the portion of longs in half-sized mini contracts?

QuoteOriginally posted by: farmerQuoteOriginally posted by: edouardyou get 443244 while the long total item reads 443245I assume that before posting this, you levered up for the stampede when the discrepancy is figured into major trend models.Can you use some Bayesian method to extract the portion of longs in half-sized mini contracts?To be honest, I didn't intend to build a model of any kind related to CFCT data. I just noticed that sums don't match with segregated data.

Have you ever traded CFTC reports? Apologies if my question is not relevant.