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THE CONSENSUS® REPORT OF THE COMMITMENTS OF TRADERS MARKET COMPOSITION

THE CONSENSUS REPORT OF THE COMMITMENTS OF TRADERS MARKET COMPOSITION
Derived from the Bi-Weekly Report Published by the Commodity Futures Trading Commission*
Showing Percentage Each Group Comprises of Each Market and Percentage of Each Group in Long Positions
    Reportable Positions     Nonreportable
Exchange   Non-Commercial Commercial** Total Positions***
and   Long or Short Long and Short Long or Short Reportable    
Commodity   Only (Spreading) Only Positions    
  Reporting Pct. Pct. Pct. Pct. Pct. Pct. Pct. Pct. Pct. Pct.
  Level of Mkt. Long of Mkt. Long of Mkt. Long of Mkt. Long of Mkt. Long
T-Bonds (CBOT) 500 Ctrs. 11.82 52.93 2.19 50 69.69 48.67 83.69 49.31 16.31 53.57
Last Reporting Period   13.87 44.29 3.99 50 68.22 50.34 86.08 49.35 13.92 54.01
T-Bonds (MACE) 500 Ctrs. 0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
Last Reporting Period   0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
90-Day T-Bills (IMM) 150 Ctrs. 0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
Last Reporting Period   0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
6.5-10 Yr. T-Notes (CBOT) 500 Ctrs. 9.23 29.72 0.94 50 75.03 53.76 85.20 51.12 14.80 43.56
Last Reporting Period   9.14 34.12 1.64 50 76.38 52.76 87.16 50.75 12.84 44.89
5-Yr. T-Notes (CBOT) 300 Ctrs. 16.67 19.20 1.38 50 69.15 59.05 87.20 51.29 12.80 41.24
Last Reporting Period   15.31 43.18 1.42 50 73.42 52.28 90.15 50.70 9.85 43.62
2-Yr. T-Notes (CBOT) 200 Ctrs. 5.19 30.43 2.08 50 79.47 51.38 86.74 50.09 13.26 49.40
Last Reporting Period   3.68 50.00 0.99 50 78.62 49.71 83.29 49.73 16.71 51.35
Eurodollars (IMM) 850 Ctrs. 8.41 67.97 6.77 50 62.80 49.93 77.98 51.88 22.02 43.33
Last Reporting Period   6.10 83.09 7.07 50 65.26 48.66 78.43 51.46 21.57 44.70
1-Mo. Libor Rate (IMM) 100 Ctrs. 9.76 60.36 2.83 50 78.66 49.89 91.24 51.01 8.76 39.50
Last Reporting Period   13.05 47.82 2.07 50 76.03 50.65 91.15 50.23 8.85 47.65
Municipal Bonds (CBOT) 25 Ctrs. 8.13 54.05 0.00 50 80.12 51.70 88.25 51.92 11.75 35.60
Last Reporting Period   9.54 57.14 0.00 50 83.18 50.01 92.73 50.74 7.27 40.50
30-Day Fed Funds (CBOT) 100 Ctrs. 6.68 61.46 7.64 50 73.54 50.64 87.86 51.40 12.14 39.84
Last Reporting Period   6.85 73.68 4.31 50 77.80 48.90 88.97 50.86 11.03 43.06
Canadian Dollar (IMM) 200 Ctrs. 16.55 63.39 1.17 50 55.65 38.02 73.37 43.93 26.63 66.71
Last Reporting Period   16.59 78.27 1.24 50 57.14 31.89 74.97 42.45 25.03 72.61
Swiss Franc (IMM) 200 Ctrs. 28.63 23.16 0.00 50 53.47 72.46 82.10 55.27 17.90 25.82
Last Reporting Period   22.94 19.92 0.20 50 57.63 68.47 80.77 54.63 19.23 30.54
Deutschemark (IMM) 200 Ctrs. 13.14 100.00 0.00 50 46.50 17.40 59.65 35.60 40.35 71.28
Last Reporting Period   8.73 100.00 0.00 50 55.34 28.16 64.07 37.95 35.93 71.49
Pound Sterling (IMM) 200 Ctrs. 24.46 47.55 0.00 50 53.29 58.15 77.76 54.82 22.24 33.16
Last Reporting Period   24.73 65.60 0.00 50 55.90 44.52 80.63 50.98 19.37 45.91
Euro FX (IMM) 200 Ctrs. 30.63 21.18 0.10 50 44.35 66.86 75.08 48.20 24.92 55.41
Last Reporting Period   21.52 32.31 0.00 50 51.53 55.99 73.06 49.01 26.94 52.68
Japanese Yen (IMM) 200 Ctrs. 30.53 81.18 0.81 50 49.57 27.02 80.92 47.69 19.08 59.80
Last Reporting Period   28.43 65.53 0.46 50 51.86 41.57 80.76 50.05 19.24 49.79
Australian Dollar (IMM) 200 Ctrs. 20.85 30.78 0.80 50 58.30 63.06 79.96 54.51 20.04 32.02
Last Reporting Period   9.05 25.51 0.00 50 62.84 54.47 71.89 50.82 28.11 47.90
Mexican Peso (IMM) 200 Ctrs. 17.79 95.61 0.00 50 62.96 38.14 80.75 50.80 19.25 46.65
Last Reporting Period   17.86 91.70 0.00 50 62.10 37.81 79.96 49.85 20.04 50.62
DJIA (CBOT) 25 Ctrs. 19.71 32.98 9.55 50 54.18 60.82 83.44 53.01 16.56 34.86
Last Reporting Period   20.32 36.29 6.22 50 56.33 58.78 82.87 52.61 17.13 37.38
S&P 400 (IMM) 25 Ctrs. 3.42 74.95 0.99 50 87.98 47.95 92.39 48.97 7.61 62.51
Last Reporting Period   4.47 88.16 1.21 50 91.37 47.15 97.05 49.07 2.95 80.51
S&P 500 (IMM) 600 Ctrs. 10.08 35.26 1.12 50 64.38 50.36 75.59 48.34 24.41 55.13
Last Reporting Period   9.46 41.65 1.09 50 68.60 49.79 79.15 48.82 20.85 54.47
E-Mini S&P 500 (IMM) 300 Ctrs. 40.44 74.17 0.15 50 22.76 19.79 63.35 54.57 36.65 42.10
Last Reporting Period   19.89 29.20 0.00 50 36.09 46.83 55.99 40.57 44.01 62.00
Mini Value Line Avg. (KCBT) 25 Ctrs. 12.82 0.00 0.00 50 34.49 41.28 47.31 30.10 52.69 67.87
Last Reporting Period   34.95 71.39 0.22 50 27.03 29.12 62.20 52.95 37.80 45.15
NASDAQ-100 (IMM) 25 Ctrs. 28.12 39.80 1.11 50 55.55 57.99 84.78 51.85 15.22 39.69
Last Reporting Period   31.69 43.13 0.75 50 53.03 57.68 85.47 52.22 14.53 36.94
GSCI (IMM) 25 Ctrs. 6.87 51.31 0.00 50 89.81 48.40 96.68 48.61 3.32 90.61
Last Reporting Period   7.35 54.79 0.00 50 89.41 48.03 96.76 48.55 3.24 93.42
Nikkei Stock Avg. (IMM) 50 Ctrs. 30.24 70.14 0.62 50 52.91 35.23 83.77 47.94 16.23 60.64
Last Reporting Period   31.17 66.61 0.96 50 53.64 36.65 85.77 47.69 14.23 63.92
Russel 2000 Index (CME) 25 Ctrs. 13.31 64.16 0.85 50 80.27 46.35 94.43 48.89 5.57 68.84
Last Reporting Period   10.55 54.78 0.65 50 84.27 47.88 95.47 48.66 4.53 78.29
Euro/Yen Xrate (NYCE) 25 Ctrs. 18.39 27.60 0.00 50 47.79 68.39 66.18 57.06 33.82 36.19
Last Reporting Period   14.62 24.72 0.00 50 54.13 67.29 68.75 58.24 31.25 31.88
Euro/Sfranc Xrate (NYCE) 25 Ctrs. 17.52 100.00 0.00 50 66.61 31.01 84.13 45.38 15.87 74.51
Last Reporting Period   25.50 100.00 0.00 50 62.04 25.38 87.54 47.11 12.46 70.28
Euro/Pound Xrate (NYCE) 25 Ctrs. 20.98 0.00 0.00 50 54.41 77.85 75.39 56.18 24.61 31.06
Last Reporting Period   19.46 0.00 0.00 50 51.77 78.25 71.23 56.87 28.77 32.99
Euro/S Krona Xrate (NYCE) 25 Ctrs. 0.00 0.00 0.00 50 85.95 53.57 85.95 53.57 14.05 28.16
Last Reporting Period   0.00 0.00 0.00 50 86.73 50.87 86.73 50.87 13.27 44.34
Eurotop 100 (CMX) 25 Ctrs. 1.75 100.00 0.00 50 95.26 48.74 97.01 49.67 2.99 60.87
Last Reporting Period   1.47 100.00 0.00 50 87.00 48.91 88.47 49.75 11.53 51.89
US$ Index (New) (NYCE) 50 Ctrs. 47.10 58.32 25.82 50 14.61 2.47 87.53 46.54 12.47 74.28
Last Reporting Period   40.88 56.40 33.75 50 9.26 4.99 83.89 48.15 16.11 59.64
CRB Futures Index (NYFE) 25 Ctrs. 48.84 41.47 39.48 50 0.00 0.00 88.32 45.28 11.68 85.66
Last Reporting Period   55.95 44.44 33.98 50 0.00 0.00 89.93 46.54 10.07 80.90
* Reporting positions as of November 30, 1999. ** Futures contracts used for hedging. *** Positions that are below the reporting levels.
* Released from Commodity Futures Trading Commission on December 3, 1999.


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