| THE CONSENSUS REPORT OF THE COMMITMENTS OF TRADERS MARKET COMPOSITION | |||||||||||
| Derived from the 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. | 26.45 | 59.08 | 5.11 | 50 | 25.66 | 25.15 | 57.21 | 43.05 | 42.79 | 59.29 |
| Last Reporting Period | 26.39 | 56.98 | 4.42 | 50 | 25.90 | 29.51 | 56.71 | 43.89 | 43.29 | 58.01 | |
| Frozen Conc. O.J. (NYCE) | 25 Ctrs. | 28.45 | 69.60 | 2.33 | 50 | 51.85 | 27.60 | 82.63 | 42.69 | 17.37 | 84.77 |
| Last Reporting Period | 29.35 | 63.76 | 3.26 | 50 | 49.15 | 28.83 | 81.76 | 42.21 | 18.24 | 84.90 | |
| Cocoa (CSCE) | 100 Ctrs. | 18.15 | 31.57 | 4.93 | 50 | 68.35 | 51.26 | 91.43 | 47.29 | 8.57 | 78.96 |
| Last Reporting Period | 15.26 | 30.65 | 5.02 | 50 | 68.32 | 49.97 | 88.60 | 46.64 | 11.40 | 76.10 | |
| Coffee "C" (CSCE) | 50 Ctrs. | 15.08 | 28.43 | 8.22 | 50 | 56.45 | 51.54 | 79.75 | 47.01 | 20.25 | 61.76 |
| Last Reporting Period | 15.77 | 32.64 | 9.82 | 50 | 53.23 | 50.52 | 78.81 | 46.88 | 21.19 | 61.60 | |
| Sugar No. 11 (CSCE) | 300 Ctrs. | 6.03 | 27.49 | 3.24 | 50 | 71.59 | 50.87 | 80.87 | 49.09 | 19.13 | 53.85 |
| Last Reporting Period | 5.72 | 55.57 | 2.60 | 50 | 72.86 | 46.71 | 81.18 | 47.44 | 18.82 | 61.04 | |
| Sugar No. 14 (CSCE) | 100 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 | |
| Cotton No. 2 (NYCE) | 50 Ctrs. | 12.29 | 85.15 | 5.23 | 51 | 72.28 | 42.03 | 89.80 | 48.39 | 10.20 | 64.16 |
| Last Reporting Period | 11.45 | 79.85 | 5.50 | 51 | 72.87 | 43.41 | 89.81 | 48.46 | 10.19 | 63.58 | |
| * Reporting positions as of November 14, 2000. ** Futures contracts used for hedging. *** Positions that are below the reporting levels. | |||||||||||
| * Released from Commodity Futures Trading Commission on November 17, 2000. | |||||||||||
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