| 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 | |
| T-Bonds (CBOT) | 500 Ctrs. | 11.96 | 42.54 | 4.96 | 50 | 60.39 | 49.72 | 77.31 | 48.63 | 22.69 | 54.67 |
| Last Reporting Period | 10.18 | 37.64 | 3.11 | 50 | 62.35 | 49.54 | 75.64 | 47.96 | 24.36 | 56.33 | |
| 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. | 15.19 | 81.67 | 1.38 | 50 | 60.57 | 41.52 | 77.14 | 49.58 | 22.86 | 51.43 |
| Last Reporting Period | 15.90 | 80.26 | 1.41 | 50 | 60.89 | 41.48 | 78.19 | 49.52 | 21.81 | 51.74 | |
| 5-Yr. T-Notes (CBOT) | 300 Ctrs. | 11.28 | 69.53 | 1.47 | 50 | 70.84 | 46.60 | 83.60 | 49.76 | 16.40 | 51.25 |
| Last Reporting Period | 10.69 | 68.27 | 1.03 | 50 | 71.15 | 46.12 | 82.88 | 49.03 | 17.12 | 54.71 | |
| 2-Yr. T-Notes (CBOT) | 200 Ctrs. | 8.96 | 100.00 | 0.45 | 50 | 64.81 | 43.08 | 74.22 | 50.00 | 25.78 | 50.01 |
| Last Reporting Period | 8.69 | 100.00 | 0.51 | 50 | 63.67 | 43.08 | 72.87 | 49.92 | 27.13 | 50.22 | |
| Eurodollars (IMM) | 850 Ctrs. | 6.36 | 90.51 | 7.42 | 50 | 72.83 | 46.93 | 86.60 | 50.39 | 13.40 | 47.47 |
| Last Reporting Period | 5.53 | 86.58 | 7.44 | 50 | 73.26 | 47.74 | 86.23 | 50.43 | 13.77 | 47.30 | |
| 1-Mo. Libor Rate (IMM) | 100 Ctrs. | 12.77 | 15.77 | 2.61 | 50 | 66.06 | 59.23 | 81.44 | 52.12 | 18.56 | 40.68 |
| Last Reporting Period | 10.30 | 22.01 | 1.48 | 50 | 68.40 | 58.79 | 80.18 | 53.90 | 19.82 | 34.21 | |
| Municipal Bonds (CBOT) | 25 Ctrs. | 9.39 | 27.18 | 0.00 | 50 | 68.73 | 51.05 | 78.12 | 48.18 | 21.88 | 56.48 |
| Last Reporting Period | 0.00 | 0.00 | 0.00 | 50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 30-Day Fed Funds (CBOT) | 100 Ctrs. | 6.63 | 63.29 | 3.34 | 50 | 79.31 | 49.62 | 89.28 | 50.65 | 10.72 | 44.60 |
| Last Reporting Period | 6.17 | 52.42 | 3.45 | 50 | 78.27 | 50.73 | 87.88 | 50.82 | 12.12 | 44.06 | |
| Canadian Dollar (IMM) | 200 Ctrs. | 23.74 | 10.38 | 0.22 | 50 | 49.23 | 69.62 | 73.20 | 50.34 | 26.80 | 49.06 |
| Last Reporting Period | 24.37 | 9.03 | 0.22 | 50 | 49.59 | 70.78 | 74.18 | 50.43 | 25.82 | 48.76 | |
| Swiss Franc (IMM) | 200 Ctrs. | 16.32 | 10.67 | 0.00 | 50 | 58.51 | 66.23 | 74.83 | 54.11 | 25.17 | 37.78 |
| Last Reporting Period | 15.53 | 6.58 | 0.00 | 50 | 54.61 | 70.10 | 70.13 | 56.04 | 29.87 | 35.83 | |
| Deutschemark (IMM) | 200 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 | |
| Pound Sterling (IMM) | 200 Ctrs. | 7.68 | 7.98 | 0.00 | 50 | 57.50 | 66.58 | 65.19 | 59.67 | 34.81 | 31.89 |
| Last Reporting Period | 8.92 | 19.11 | 0.00 | 50 | 56.02 | 67.22 | 64.94 | 60.61 | 35.06 | 30.34 | |
| Euro FX (IMM) | 200 Ctrs. | 12.59 | 56.96 | 0.12 | 50 | 54.87 | 38.41 | 67.58 | 41.89 | 32.42 | 66.91 |
| Last Reporting Period | 13.16 | 59.71 | 0.13 | 50 | 52.25 | 36.83 | 65.54 | 41.45 | 34.46 | 66.26 | |
| Japanese Yen (IMM) | 200 Ctrs. | 21.17 | 5.22 | 0.03 | 50 | 52.22 | 75.51 | 73.42 | 55.23 | 26.58 | 35.56 |
| Last Reporting Period | 21.25 | 2.45 | 0.06 | 50 | 54.50 | 72.86 | 75.81 | 53.11 | 24.19 | 40.26 | |
| Australian Dollar (IMM) | 200 Ctrs. | 10.53 | 33.07 | 0.00 | 50 | 43.48 | 61.13 | 54.01 | 55.66 | 45.99 | 43.35 |
| Last Reporting Period | 12.37 | 28.26 | 0.00 | 50 | 43.65 | 62.05 | 56.02 | 54.58 | 43.98 | 44.16 | |
| Mexican Peso (IMM) | 200 Ctrs. | 19.18 | 78.49 | 0.02 | 50 | 60.84 | 41.32 | 80.05 | 50.23 | 19.95 | 49.09 |
| Last Reporting Period | 8.78 | 17.23 | 0.00 | 50 | 61.99 | 63.58 | 70.77 | 57.83 | 29.23 | 31.05 | |
| DJIA (CBOT) | 25 Ctrs. | 12.02 | 75.94 | 1.55 | 50 | 67.73 | 45.20 | 81.30 | 49.84 | 18.70 | 50.71 |
| Last Reporting Period | 10.52 | 74.97 | 1.61 | 50 | 65.88 | 48.34 | 78.00 | 51.96 | 22.00 | 43.05 | |
| S&P 400 (IMM) | 25 Ctrs. | 1.06 | 100.00 | 0.00 | 50 | 88.43 | 46.47 | 89.49 | 47.10 | 10.51 | 74.65 |
| Last Reporting Period | 0.95 | 100.00 | 0.00 | 50 | 89.57 | 46.77 | 90.53 | 47.33 | 9.47 | 75.53 | |
| S&P 500 (IMM) | 600 Ctrs. | 3.07 | 69.78 | 0.92 | 50 | 74.51 | 44.54 | 78.50 | 45.59 | 21.50 | 66.09 |
| Last Reporting Period | 2.73 | 70.19 | 0.76 | 50 | 74.58 | 44.74 | 78.07 | 45.68 | 21.93 | 65.38 | |
| E-Mini S&P 500 (IMM) | 300 Ctrs. | 25.17 | 78.62 | 0.01 | 50 | 48.86 | 40.36 | 74.04 | 53.37 | 25.96 | 40.40 |
| Last Reporting Period | 18.16 | 80.28 | 0.00 | 50 | 49.22 | 46.00 | 67.38 | 55.24 | 32.62 | 39.17 | |
| Mini Value Line Avg. (KCBT | 25 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 | |
| NASDAQ-100 (IMM) | 25 Ctrs. | 17.56 | 52.73 | 2.53 | 50 | 55.70 | 49.92 | 75.79 | 50.57 | 24.21 | 48.21 |
| Last Reporting Period | 17.11 | 58.25 | 1.30 | 50 | 59.90 | 49.70 | 78.32 | 51.57 | 21.68 | 44.32 | |
| GSCI (IMM) | 25 Ctrs. | 12.52 | 74.31 | 0.00 | 50 | 85.21 | 45.68 | 97.74 | 49.35 | 2.26 | 77.98 |
| Last Reporting Period | 0.00 | 0.00 | 0.00 | 50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| Nikkei Stock Avg. (IMM) | 50 Ctrs. | 17.23 | 65.83 | 0.89 | 50 | 47.57 | 44.01 | 65.69 | 49.82 | 34.31 | 50.35 |
| Last Reporting Period | 16.31 | 58.89 | 0.93 | 50 | 49.09 | 42.46 | 66.33 | 46.61 | 33.67 | 56.69 | |
| Russel 2000 Index (CME) | 25 Ctrs. | 6.94 | 41.71 | 0.00 | 50 | 78.57 | 47.68 | 85.51 | 47.19 | 14.49 | 66.56 |
| Last Reporting Period | 7.04 | 34.42 | 0.00 | 50 | 78.02 | 48.28 | 85.07 | 47.13 | 14.93 | 66.34 | |
| Euro/Yen Xrate (NYCE) | 25 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 | |
| Euro/Sfranc Xrate (NYCE) | 25 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 | |
| Euro/Pound Xrate (NYCE) | 25 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 | |
| Euro/S Krona Xrate (NYCE) | 25 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 | |
| Eurotop 100 (CMX) | 25 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 | |
| US$ Index (New) (NYCE) | 50 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 | |
| CRB Futures Index (NYFE) | 25 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 | |
| * 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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