| 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 | |
| Lumber (CME) | 25 Ctrs. | 22.28 | 35.95 | 5.12 | 50 | 17.81 | 68.62 | 45.20 | 50.41 | 54.80 | 49.66 |
| Last Reporting Period | 16.85 | 28.10 | 4.31 | 50 | 23.14 | 64.26 | 44.31 | 49.12 | 55.69 | 50.70 | |
| Frozen Conc. O.J. (NYCE) | 25 Ctrs. | 19.62 | 57.08 | 7.74 | 50 | 58.18 | 40.86 | 85.54 | 45.41 | 14.46 | 77.17 |
| Last Reporting Period | 19.87 | 57.20 | 6.56 | 50 | 56.94 | 40.58 | 83.37 | 45.28 | 16.63 | 73.65 | |
| Cocoa (CSCE) | 100 Ctrs. | 20.33 | 35.42 | 2.40 | 50 | 62.56 | 46.32 | 85.29 | 43.83 | 14.71 | 85.80 |
| Last Reporting Period | 20.17 | 35.63 | 2.53 | 50 | 64.32 | 47.23 | 87.03 | 44.62 | 12.97 | 86.10 | |
| Coffee "C" (CSCE) | 50 Ctrs. | 18.64 | 41.30 | 7.85 | 50 | 60.53 | 49.99 | 87.03 | 48.13 | 12.97 | 62.56 |
| Last Reporting Period | 17.44 | 46.85 | 6.71 | 50 | 64.66 | 48.36 | 88.81 | 48.19 | 11.19 | 64.37 | |
| Sugar No. 11 (CSCE) | 300 Ctrs. | 16.97 | 91.12 | 3.70 | 50 | 64.26 | 33.63 | 84.93 | 45.83 | 15.07 | 73.50 |
| Last Reporting Period | 18.28 | 92.35 | 3.27 | 50 | 62.85 | 32.47 | 84.40 | 46.12 | 15.60 | 71.01 | |
| Sugar No. 14 (CSCE) | 100 Ctrs. | 0.00 | 0.00 | 0.00 | 50 | 91.98 | 49.28 | 91.98 | 49.28 | 8.02 | 58.27 |
| Last Reporting Period | 0.00 | 0.00 | 0.00 | 50 | 91.10 | 48.65 | 91.10 | 48.65 | 8.90 | 63.86 | |
| Cotton No. 2 (NYCE) | 50 Ctrs. | 14.88 | 66.07 | 7.35 | 51 | 60.72 | 41.23 | 82.94 | 46.46 | 17.06 | 67.19 |
| Last Reporting Period | 17.11 | 30.91 | 5.57 | 51 | 59.49 | 53.21 | 82.17 | 48.35 | 17.83 | 57.60 | |
| * Reporting positions as of May 16, 2000. ** Futures contracts used for hedging. *** Positions that are below the reporting levels. | |||||||||||
| * Released from Commodity Futures Trading Commission on May 19, 2000. | |||||||||||
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