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
Exchange & Commodity		Non Comm. Long or Short Only		Non Comm. Long or Short (Spreading)		Comm.** Long or Short Only		Total Reportable Positions		Non Reportable Positions***
	Reporting Level	Pct. of Mkt.	Pct. Long	Pct. of Mkt.	Pct. Long	Pct. of Mkt.	Pct. Long	Pct. of Mkt.	Pct. Long	Pct. of Mkt.	Pct. Long
T-Bonds (CBOT)	500 contracts	9.66	57.5	3.22	50	66	47.3	78.9	48.7	21.1	54.9
Last Reporting Period		9.94	57.5	3.29	50	65	47.4	78.2	48.8	21.8	54.4
T-Bonds (MACE)	500 contracts	39.2	48.5	0	50	6.36	100	45.5	55.7	54.5	45.2
Last Reporting Period		29.5	53.7	0	50	6.65	100	36.1	62.2	63.9	43.1
90-Day T-Bills (IMM)	150 contracts	23.2	15.4	0	50	40.1	49.4	63.3	36.9	36.7	72.5
Last Reporting Period		23.8	21.2	0	50	44.8	43.2	68.7	35.6	31.3	81.5
6.5-10Yr. T-Notes (CBOT)	500 contracts	6.64	78.2	0.99	50	75	49.2	82.6	51.5	17.4	42.6
Last Reporting Period		7.56	60.5	1.06	50	74	50.5	82.7	51.4	17.3	43.1
5-Yr. T-Notes (CBOT)	300 contracts	13.8	60.8	0.26	50	72.8	48.9	86.9	50.8	13.1	44.9
Last Reporting Period		12.7	67.4	0.2	50	74.5	48.1	87.4	50.9	12.6	43.8
2-Yr. T-Notes (CBOT)	200 contracts	6.04	57.5	0.12	50	76.4	53.3	82.6	53.6	17.4	32.9
Last Reporting Period		9.72	46.2	0.11	50	73	54.8	82.8	53.8	17.2	31.7
Eurodollars (IMM)	850 contracts	5.38	52.5	5.66	50	62.3	52.8	73.3	52.6	26.7	43
Last Reporting Period		5.82	45.7	5.74	50	61.4	53.6	73	52.7	27	42.7
1-Mo.LiborRate(IMM)	100 contracts	3.58	67.1	7.27	50	79.3	47.3	90.2	48.3	9.84	65.4
Last Reporting Period		5.88	53.2	4.43	50	73.3	49.9	83.6	50.1	16.4	49.5
Municipal Bonds (CBOT)	25 contracts	5.81	67.3	1.95	50	80.7	47.1	88.5	48.5	11.5	61.4
Last Reporting Period		11.4	78.1	1.16	50	78.4	44.6	90.9	48.9	9.08	61.1
30-Day Fed Funds (CBOT)	100 contracts	3.8	36.5	6.73	50	81	52.3	91.5	51.5	8.47	33.6
Last Reporting Period		4.01	36.1	7	50	80.8	52.2	91.8	51.3	8.17	35.4
Canadian Dollar (IMM)	200 contracts	10.3	29.7	3.78	50	49.8	35.6	63.8	35.5	36.2	75.6
Last Reporting Period		5.88	39	1.74	50	63.1	38.9	70.7	39.2	29.3	76.1
Swiss Franc (IMM)	200 contracts	20.3	12.8	0.78	50	45.2	75	66.2	55.6	33.8	38.9
Last Reporting Period		20.5	13.1	1	50	44.9	71.6	66.4	53.3	33.6	43.6
Deutschemark (IMM)	200 contracts	23.9	9.94	1.58	50	50	79.8	75.5	57	24.5	28.3
Last Reporting Period		22.6	29.1	0.4	50	46.1	72.2	69.1	57.9	30.9	32.2
Pound Sterling (IMM)	200 contracts	21.7	96.5	0.12	50	51.8	20.2	73.7	42.8	26.3	70.2
Last Reporting Period		20.7	95	0.22	50	50.2	21.6	71.1	43.1	28.9	67
Japanese Yen (IMM)	200 contracts	25.3	54.9	0.5	50	42.3	34.9	68.2	42.4	31.8	66.2
Last Reporting Period		23	59.5	0.49	50	47.4	34.3	70.9	42.6	29.1	68.1
Australian Dollar (IMM)	200 contracts	20.3	0	0.13	50	50.6	84.1	71	60	29	25.5
Last Reporting Period		21.6	0	0.13	50	49.1	87.1	70.8	60.5	29.2	24.5
Mexican Peso (IMM)	200 contracts	10.1	41.7	0	50	66.3	52.5	76.3	51.1	23.7	46.4
Last Reporting Period		4.41	54.7	0	50	70.4	50	74.8	50.2	25.2	49.3
30-Day Fed Funds (IMM)	100 contracts	6.76	0	0	50	87.3	55.1	94.1	51.2	5.91	31.4
Last Reporting Period		6.76	0	0	50	87.3	55.1	94.1	51.2	5.91	31.4
S&P 400 (IMM)	25 contracts	5.03	39.4	0	50	92.2	49.8	97.2	49.3	2.79	75.9
Last Reporting Period		4.04	27.5	0.28	50	89.4	49.6	93.7	48.7	6.3	70
S&P 500 (IMM)	300 contracts	5.7	34.4	0.25	50	72.2	50.1	78.1	48.9	21.9	53.8
Last Reporting Period		5.66	46.1	1.76	50	68.3	49.1	75.7	48.9	24.3	53.5
Value Line Avg. (KCBT)	50 contracts	""	""	""	50	""	""	""	""	""	""
Last Reporting Period		""	""	""	50	""	""	""	""	""	""
Mini Value Line Avg. (KCBT)	50 contracts	7.49	39.3	0	50	63.3	49.4	70.8	48.4	29.2	54
Last Reporting Period		14.2	46.3	1.17	50	47.8	51.9	63.2	50.6	36.8	49
GSCI (IMM)	25 contracts	4.73	35	0.23	50	93.3	50.4	98.3	49.6	1.73	71.2
Last Reporting Period		5.02	34	0	50	93.3	50.5	98.3	49.6	1.65	72.9
Nikkei Stock Avg. (IMM)	50 contracts	22	61.1	0	50	62.3	40.2	84.3	45.6	15.7	73.6
Last Reporting Period		18	52.1	0	50	62.8	40.3	80.8	42.9	19.2	79.9
Russel 2000 Index (CME)	25 contracts	12	76.7	0	50	76.4	40.7	88.4	45.5	11.6	83.9
Last Reporting Period		10.6	42.2	0.22	50	81.6	48	92.4	47.3	7.65	82.6
Yen/DM XRate (NYCE)	25 contracts	47.8	20.1	0	50	47.7	83.7	95.5	51.9	4.46	10.1
Last Reporting Period		47.7	20.5	0	50	47	84.2	94.7	52	5.28	13.3
French Franc/DM XRate (NYCE)	25 contracts	36.5	60.8	0	50	52.9	42.8	89.4	50.2	10.6	48.7
Last Reporting Period		43.8	66.5	0	50	47.4	27.6	91.2	46.3	8.84	88.4
Lira/DM XRate (NYCE)	25 contracts	53.1	15.2	0	50	43.9	94.6	97	51.1	2.98	14.5
Last Reporting Period		49.9	17.7	0	50	42.2	94.6	92.1	53	7.92	15.6
DM/B Pound XRate (NYCE)	25 contracts	42	75.9	0	50	44	16.6	86	45.6	14	77
Last Reporting Period		41.3	66.6	0	50	45.5	26.7	86.8	45.7	13.2	78.4
Eurotop 100 (CMX)	25 contracts	6.8	100	0	50	78.9	39.6	85.7	44.3	14.3	83.8
Last Reporting Period		6.89	100	0	50	76.3	40.7	83.2	45.6	16.8	71.6
US$ Index (New) (NYCE)	50 contracts	60.9	53.9	13.2	50	8	0	82.1	48	17.9	58.9
Last Reporting Period		39.5	57.4	33.1	50	9.82	16.2	82.4	49.5	17.6	52.3
NYSE Compos. (NYFE)	50 contracts	16.6	54.4	0	50	1.8	0	18.4	49	81.6	50.2
Last Reporting Period		28	46.6	3.61	50	12.7	51.2	44.4	48.2	55.6	51.4
CRB Futures Index (NYFE)	25 contracts	18.8	23.2	58.5	50	0	""	77.3	43.5	22.7	72.2
Last Reporting Period		16	22.2	66.9	50	0	""	82.9	44.6	17.1	76

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