This report is brought to you by:
CONSENSUS
Grains & Oilseeds |
Metals & Petroleum |
Financial |
Food & Fiber |
Livestock

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. 11.25 50.47 4.63 50 65.08 48.76 80.97 49.07 19.03 53.95
     Last Reporting Period   12.51 63.45 2.01 50 71.61 46.39 86.13 48.95 13.87 56.52
T-Bonds (MACE) 500 Ctrs. 3.22 0.00 1.46 50 77.85 57.15 82.53 54.80 17.47 27.34
     Last Reporting Period   20.50 49.26 7.14 50 0.00 0.00 27.65 49.45 72.35 50.21
90-Day T-Bills (IMM) 150 Ctrs. 44.73 38.96 0.61 50 36.31 67.61 81.66 51.78 18.34 42.06
     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. 12.02 64.76 1.31 50 70.02 48.44 83.35 50.82 16.65 45.90
     Last Reporting Period   15.10 65.64 0.74 50 72.04 47.06 87.89 50.28 12.11 47.96
5-Yr. T-Notes (CBOT) 300 Ctrs. 10.60 50.95 1.52 50 76.00 51.68 88.13 51.56 11.87 38.41
     Last Reporting Period   13.32 66.44 1.65 50 77.74 47.22 92.71 50.03 7.29 49.56
2-Yr. T-Notes (CBOT) 200 Ctrs. 6.39 34.49 0.25 50 70.22 56.40 76.85 54.56 23.15 34.87
     Last Reporting Period   6.72 32.77 0.29 50 78.58 53.76 85.58 52.10 14.42 37.56
Eurodollars (IMM) 850 Ctrs. 9.65 62.40 9.14 50 67.14 49.36 85.93 50.89 14.07 44.57
     Last Reporting Period   8.69 63.70 9.46 50 68.89 49.68 87.04 51.11 12.96 42.52
1-Mo. Libor Rate (IMM) 100 Ctrs. 17.26 13.71 1.58 50 55.81 66.95 74.65 54.28 25.35 37.38
     Last Reporting Period   14.17 29.80 4.84 50 75.06 54.44 94.08 50.50 5.92 42.04
Municipal Bonds (CBOT) 25 Ctrs. 16.11 19.41 0.00 50 68.92 60.47 85.02 52.69 14.98 34.73
     Last Reporting Period   16.72 33.12 0.00 50 73.69 52.86 90.41 49.21 9.59 57.43
30-Day Fed Funds (CBOT) 100 Ctrs. 7.04 20.39 3.16 50 72.35 52.21 82.55 49.41 17.45 52.78
     Last Reporting Period   7.04 52.71 4.32 50 81.21 50.58 92.57 50.71 7.43 41.14
Canadian Dollar (IMM) 200 Ctrs. 22.64 19.80 0.45 50 45.65 63.51 68.74 49.02 31.26 52.15
     Last Reporting Period   20.68 29.50 1.28 50 57.02 57.17 78.98 49.81 21.02 50.70
Swiss Franc (IMM) 200 Ctrs. 22.61 2.53 0.03 50 44.78 81.16 67.42 54.78 32.58 40.11
     Last Reporting Period   24.20 6.89 0.04 50 46.05 81.55 70.29 55.83 29.71 36.21
Deutschemark (IMM) 200 Ctrs. 3.79 16.35 3.45 50 54.69 43.15 61.93 41.89 38.07 63.19
     Last Reporting Period   0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
Pound Sterling (IMM) 200 Ctrs. 14.31 4.00 0.00 50 54.75 75.17 69.06 60.42 30.94 26.73
     Last Reporting Period   20.73 8.70 0.03 50 57.73 74.65 78.49 57.23 21.51 23.64
Euro FX (IMM) 200 Ctrs. 22.09 50.93 0.03 50 43.40 38.74 65.52 42.86 34.48 63.58
     Last Reporting Period   28.71 52.06 0.02 50 39.26 39.71 67.99 44.93 32.01 60.77
Japanese Yen (IMM) 200 Ctrs. 11.40 4.03 0.42 50 62.61 66.75 74.43 57.04 25.57 29.50
     Last Reporting Period   13.14 19.51 0.10 50 66.51 60.26 79.75 53.54 20.25 36.07
Australian Dollar (IMM) 200 Ctrs. 11.97 0.00 0.00 50 44.72 80.86 56.69 63.78 43.31 31.96
     Last Reporting Period   20.64 4.51 0.00 50 49.89 79.07 70.54 57.25 29.46 32.65
Mexican Peso (IMM) 200 Ctrs. 4.56 48.12 0.00 50 79.37 54.54 83.93 54.20 16.07 28.09
     Last Reporting Period   13.56 100.00 0.00 50 61.89 35.32 75.45 46.94 24.55 59.39
DJIA (CBOT) 25 Ctrs. 16.05 41.88 0.89 50 64.62 53.95 81.56 51.53 18.44 43.24
     Last Reporting Period   22.15 47.69 2.25 50 63.67 52.44 88.07 51.18 11.93 41.26
S&P 400 (IMM) 25 Ctrs. 1.70 78.54 0.00 50 87.77 46.28 89.47 46.89 10.53 76.42
     Last Reporting Period   2.05 56.08 0.27 50 93.78 49.22 96.10 49.37 3.90 65.63
S&P 500 (IMM) 600 Ctrs. 4.60 54.40 0.24 50 72.67 48.83 77.51 49.16 22.49 52.88
     Last Reporting Period   6.28 34.60 0.28 50 73.88 50.35 80.43 49.12 19.57 53.61
E-Mini S&P 500 (IMM) 300 Ctrs. 23.66 66.03 0.02 50 33.62 16.53 57.31 36.98 42.69 67.47
     Last Reporting Period   13.12 53.47 0.00 50 32.95 19.24 46.07 28.99 53.93 67.95
Mini Value Line Avg. (KCBT) 25 Ctrs. 20.70 26.60 13.15 50 53.47 59.54 87.31 50.30 12.69 47.95
     Last Reporting Period   0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
NASDAQ-100 (IMM) 25 Ctrs. 23.60 77.54 1.77 50 55.48 44.79 80.85 54.46 19.15 31.17
     Last Reporting Period   25.57 64.30 1.41 50 57.58 48.14 84.56 53.06 15.44 33.25
GSCI (IMM) 25 Ctrs. 36.22 61.20 4.76 50 36.14 23.11 77.13 42.66 22.87 74.75
     Last Reporting Period   17.68 90.97 0.00 50 81.80 40.95 99.48 49.84 0.52 80.20
Nikkei Stock Avg. (IMM) 50 Ctrs. 21.94 55.52 1.06 50 51.58 39.67 74.58 44.48 25.42 66.20
     Last Reporting Period   24.50 61.01 0.84 50 52.31 37.54 77.65 45.08 22.35 67.09
Russel 2000 Index (CME) 25 Ctrs. 11.50 49.44 0.80 50 73.96 48.01 86.25 48.22 13.75 61.17
     Last Reporting Period   14.46 47.85 0.00 50 79.96 49.96 94.42 49.64 5.58 56.09
Euro/Yen Xrate (NYCE) 25 Ctrs. 37.67 51.23 28.66 50 14.18 38.37 80.51 48.53 19.49 56.08
     Last Reporting Period   24.98 39.52 0.00 50 46.45 62.53 71.43 54.48 28.57 38.79
Euro/Sfranc Xrate (NYCE) 25 Ctrs. 41.49 42.85 49.36 50 0.00 0.00 90.85 46.74 9.15 82.43
     Last Reporting Period   26.88 0.00 0.00 50 60.50 74.64 87.38 51.68 12.62 38.36
Euro/Pound Xrate (NYCE) 25 Ctrs. 4.93 70.14 5.96 50 69.73 44.51 80.61 46.49 19.39 64.61
     Last Reporting Period   13.72 28.21 0.00 50 66.88 58.47 80.60 53.32 19.40 36.21
Euro/S Krona Xrate (NYCE) 25 Ctrs. 8.46 89.83 8.10 50 77.18 44.35 93.74 48.94 6.26 65.89
     Last Reporting Period   30.19 9.93 0.00 50 44.20 86.75 74.38 55.57 25.62 33.81
Eurotop 100 (CMX) 25 Ctrs. 7.56 53.18 4.80 50 77.62 49.43 89.98 49.77 10.02 52.02
     Last Reporting Period   0.00 0.00 0.00 50 0.00 0.00 0.00 0.00 0.00 0.00
US$ Index (New) (NYCE) 50 Ctrs. 29.35 64.92 31.28 50 17.13 18.33 77.75 48.65 22.25 54.70
     Last Reporting Period   37.67 51.23 28.66 50 14.18 38.37 80.51 48.53 19.49 56.08
CRB Futures Index (NYFE) 25 Ctrs. 8.78 89.96 3.51 50 79.15 44.74 91.44 49.28 8.56 57.71
     Last Reporting Period   41.49 42.85 49.36 50 0.00 0.00 90.85 46.74 9.15 82.43
* 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.
Consensus National Futures and Financial On Line Index

Hosted by:
CONSENSUS, INC. AND INVESTORS CO-OP
1737 McGee
Kansas City, MO 64108
(816) 471-3862

editor@consensus-inc.com
wmeubank@yahoo.com