wmeubank@ocp.kcmo.com
| 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 | 11 | 46.9 | 5.25 | 50 | 63.9 | 52.2 | 80.1 | 51.4 | 19.9 | 44.5 |
| Last Reporting Period | 12.5 | 57.2 | 4.51 | 50 | 64.8 | 50.5 | 81.9 | 51.5 | 18.1 | 43.3 | |
| T-Bonds (MACE) | 500 contracts | 45.3 | 39.5 | 0 | 50 | 5.69 | 100 | 51 | 46.2 | 49 | 53.9 |
| Last Reporting Period | 41.3 | 40.9 | 0 | 50 | 6.64 | 100 | 47.9 | 49.1 | 52.1 | 50.8 | |
| 90-Day T-Bills (IMM) | 150 contracts | 5.77 | 44.7 | 20.4 | 50 | 41 | 34.8 | 67.2 | 40.3 | 32.8 | 70 |
| Last Reporting Period | 5.85 | 45.2 | 18.8 | 50 | 44.7 | 36.8 | 69.3 | 41.1 | 30.7 | 70.1 | |
| 6.5-10Yr. T-Notes (CBOT) | 500 contracts | 8.41 | 31.9 | 1.51 | 50 | 71.6 | 55.4 | 81.5 | 52.9 | 18.5 | 37.2 |
| Last Reporting Period | 8.23 | 44.9 | 1.38 | 50 | 72.8 | 53 | 82.4 | 52.1 | 17.6 | 40 | |
| 5-Yr. T-Notes (CBOT) | 300 contracts | 13.7 | 21.3 | 0.1 | 50 | 74.9 | 57.6 | 88.6 | 52 | 11.4 | 34.1 |
| Last Reporting Period | 15.4 | 17.7 | 0.34 | 50 | 73 | 59.5 | 88.7 | 52.2 | 11.3 | 32.9 | |
| 2-Yr. T-Notes (CBOT) | 200 contracts | 10.8 | 56.5 | 0.13 | 50 | 65.3 | 56 | 76.2 | 56.1 | 23.8 | 30.6 |
| Last Reporting Period | 9.23 | 69.6 | 0.12 | 50 | 64.9 | 52.8 | 74.2 | 54.9 | 25.8 | 36 | |
| Eurodollars (IMM) | 850 contracts | 4.19 | 26.5 | 3.83 | 50 | 63.9 | 56.2 | 71.9 | 54.1 | 28.1 | 39.5 |
| Last Reporting Period | 4.53 | 20.7 | 4.7 | 50 | 62.2 | 57.1 | 71.4 | 54.3 | 28.6 | 39.2 | |
| 1-Mo.LiborRate(IMM) | 100 contracts | 4.87 | 50.6 | 4.16 | 50 | 83.4 | 51.2 | 92.4 | 51.1 | 7.61 | 36.7 |
| Last Reporting Period | 5.33 | 50.9 | 4.17 | 50 | 81.2 | 50.9 | 90.7 | 50.8 | 9.32 | 42 | |
| Municipal Bonds (CBOT) | 25 contracts | 5.64 | 46.9 | 1.73 | 50 | 81.5 | 53.5 | 88.9 | 53 | 11.1 | 25.5 |
| Last Reporting Period | 6.38 | 87.2 | 0.61 | 50 | 80.6 | 49.4 | 87.6 | 52.2 | 12.4 | 34.7 | |
| 30-Day Fed Funds (CBOT) | 100 contracts | 6.47 | 86.9 | 7.57 | 50 | 75 | 49.3 | 89 | 52.1 | 11 | 32.9 |
| Last Reporting Period | 8.06 | 70.9 | 8 | 50 | 73.8 | 50.5 | 89.9 | 52.3 | 10.1 | 29.3 | |
| Canadian Dollar (IMM) | 200 contracts | 14.4 | 13.2 | 2.49 | 50 | 60.1 | 54 | 76.9 | 46.2 | 23.1 | 62.6 |
| Last Reporting Period | 16.5 | 20.5 | 2.33 | 50 | 57.8 | 51.4 | 76.6 | 44.7 | 23.4 | 67.4 | |
| Swiss Franc (IMM) | 200 contracts | 18.6 | 1.59 | 1.72 | 50 | 48 | 75.2 | 68.3 | 54.6 | 31.7 | 40.2 |
| Last Reporting Period | 18.7 | 1.32 | 1.86 | 50 | 49.8 | 74.3 | 70.4 | 54.3 | 29.6 | 39.7 | |
| Deutschemark (IMM) | 200 contracts | 13.6 | 7.99 | 1.33 | 50 | 57.5 | 68 | 72.5 | 56.4 | 27.5 | 33.1 |
| Last Reporting Period | 18.2 | 43.4 | 1.75 | 50 | 49.7 | 62.8 | 69.7 | 57.4 | 30.3 | 33 | |
| Pound Sterling (IMM) | 200 contracts | 15.6 | 89.6 | 1.13 | 50 | 55.7 | 34 | 72.4 | 46.2 | 27.6 | 60 |
| Last Reporting Period | 19 | 6.97 | 1.28 | 50 | 51.7 | 71.5 | 71.9 | 54.1 | 28.1 | 39.4 | |
| Japanese Yen (IMM) | 200 contracts | 22.5 | 7.29 | 0.1 | 50 | 51.2 | 77.7 | 73.9 | 56.2 | 26.1 | 32.4 |
| Last Reporting Period | 23.8 | 8.11 | 0 | 50 | 50.4 | 77.2 | 74.2 | 55.1 | 25.8 | 35.4 | |
| Australian Dollar (IMM) | 200 contracts | 3.1 | 0 | 0 | 50 | 59.6 | 54.2 | 62.7 | 51.5 | 37.3 | 47.5 |
| Last Reporting Period | 5.6 | 81.6 | 0 | 50 | 60 | 39.9 | 65.6 | 43.4 | 34.4 | 62.5 | |
| Mexican Peso (IMM) | 200 contracts | 4.76 | 56.9 | 1.08 | 50 | 72.5 | 47.9 | 78.4 | 48.5 | 21.6 | 55.4 |
| Last Reporting Period | 0.36 | 100 | 1.22 | 50 | 78.2 | 49.8 | 79.8 | 50.1 | 20.2 | 49.7 | |
| 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 | 7.76 | 55.1 | 0 | 50 | 87.6 | 49.5 | 95.4 | 49.9 | 4.62 | 51.9 |
| Last Reporting Period | 6.62 | 49.1 | 0 | 50 | 88.6 | 50 | 95.2 | 49.9 | 4.76 | 52 | |
| S&P 500 (IMM) | 300 contracts | 5.92 | 26.7 | 0.44 | 50 | 68.5 | 52.4 | 74.9 | 50.4 | 25.1 | 48.9 |
| Last Reporting Period | 7.33 | 3.3 | 0.39 | 50 | 68.3 | 51.8 | 76 | 50 | 24 | 50 | |
| Value Line Avg. (KCBT) | 50 contracts | -- | -- | -- | 50 | -- | -- | -- | -- | -- | -- |
| Last Reporting Period | -- | -- | -- | 50 | -- | -- | -- | -- | -- | -- | |
| Mini Value Line Avg.(KCBT) | 50 contracts | 13.4 | 73.5 | 0 | 50 | 21.1 | 100 | 34.5 | 89.7 | 65.5 | 29.1 |
| Last Reporting Period | 12.9 | 100 | 0 | 50 | 12.3 | 100 | 25.3 | 100 | 74.7 | 33.1 | |
| GSCI (IMM) | 25 contracts | 2.41 | 90.2 | 0.38 | 50 | 92.3 | 49 | 95.1 | 50.1 | 4.87 | 48.8 |
| Last Reporting Period | 7.98 | 100 | 0 | 50 | 89.1 | 45.7 | 97.1 | 50.1 | 2.88 | 46 | |
| Nikkei Stock Avg. (IMM) | 50 contracts | 10.8 | 65.3 | 0 | 50 | 70.1 | 42.3 | 80.9 | 45.4 | 19.1 | 69.6 |
| Last Reporting Period | 11.1 | 73.9 | 0 | 50 | 72.8 | 41.5 | 83.9 | 45.8 | 16.1 | 71.8 | |
| Russel 2000 Index (CME) | 25 contracts | 16.6 | 22.9 | 0 | 50 | 76 | 53.4 | 92.6 | 47.9 | 7.36 | 76.3 |
| Last Reporting Period | 18.6 | 24.9 | 0 | 50 | 73.1 | 53.3 | 91.7 | 47.6 | 8.3 | 76.8 | |
| Yen/DM XRate (NYCE) | 25 contracts | 21.9 | 83.5 | 0 | 50 | 69.7 | 38.8 | 91.6 | 49.5 | 8.39 | 55.8 |
| Last Reporting Period | 25.4 | 53.8 | 0 | 50 | 66.6 | 49.6 | 92 | 50.7 | 7.97 | 41.4 | |
| French Franc/DM XRate (NYCE) | 25 contracts | 50.8 | 12.6 | 0 | 50 | 46.4 | 93.3 | 97.1 | 51.1 | 2.86 | 11.7 |
| Last Reporting Period | 32.1 | 16.5 | 0 | 50 | 59.7 | 69.3 | 91.9 | 50.8 | 8.11 | 40.6 | |
| Lira/DM XRate (NYCE) | 25 contracts | 26.1 | 21.5 | 0 | 50 | 66.7 | 62 | 92.8 | 50.6 | 7.23 | 41.8 |
| Last Reporting Period | 22.6 | 71.7 | 0 | 50 | 67.6 | 37.3 | 90.2 | 45.9 | 9.78 | 87.5 | |
| DM/B Pound XRate (NYCE) | 25 contracts | 32.2 | 65.6 | 0 | 50 | 56.3 | 38.9 | 88.5 | 48.6 | 11.5 | 60.5 |
| Last Reporting Period | 31.7 | 63.9 | 0 | 50 | 59.9 | 39.2 | 91.6 | 47.7 | 8.42 | 74.9 | |
| Eurotop 100 (CMX) | 25 contracts | 2.82 | 100 | 0 | 50 | 91.3 | 46.9 | 94.1 | 48.5 | 5.9 | 74.4 |
| Last Reporting Period | 0 | -- | 0 | 50 | 91.9 | 49.1 | 91.9 | 49.1 | 8.1 | 60.3 | |
| US$ Index (New) (NYCE) | 50 contracts | 36.3 | 51.8 | 30.1 | 50 | 7.06 | 12 | 73.5 | 47.2 | 26.5 | 57.7 |
| Last Reporting Period | 62.7 | 47.5 | 0 | 50 | 8.88 | 0 | 71.6 | 41.6 | 28.4 | 71.1 | |
| NYSE Compos. (NYFE) | 50 contracts | 21.3 | 54.7 | 2.21 | 50 | 15.1 | 100 | 38.6 | 72.1 | 61.4 | 36.1 |
| Last Reporting Period | 17.7 | 47.3 | 0 | 50 | 14.9 | 100 | 32.6 | 71.4 | 67.4 | 39.6 | |
| CRB Futures Index (NYFE) | 25 contracts | 13.2 | 20.3 | 68.8 | 50 | 0 | -- | 82.1 | 45.2 | 17.9 | 71.9 |
| Last Reporting Period | 15.7 | 27.7 | 67.2 | 50 | 0 | -- | 82.9 | 45.8 | 17.1 | 70.5 | |
*Reporting positions as of April 8, 1997. **Futures contracts used for hedging. ***Positions that are below the reporting levels. *Released from Commodity Futures Trading Commission on April 11, 1997.
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