THE CONSENSUS® REPORT OF THE COMMITMENTS OF TRADERS MARKET COMPOSITION

Derived from the Bi-Weekly Report Published by the Commodity Futures Trading Commission*
*Reporting positions as of October 21, 1997.
*Released from Commodity Futures Trading Commission on October 24, 1997.

Showing Percentage Each Group Comprises of Each Market and Percentage of Each Group in Long Positions

Grains & Oilseeds | Metals & Petroleum | Financial | Food & Fiber | Livestock

		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	10.7	57.2	7.22	50	68	48.6	85.8	49.8	14.2	51.5
Last Reporting Period		12.4	70.2	5.98	50	66.8	45.2	85.2	49.2	14.8	54.8
T-Bonds (MACE)	500 contracts	37.5	27.3	0	50	8.55	100	46	40.8	54	57.8
Last Reporting Period		34.8	43.5	0	50	1.82	100	36.6	46.4	63.4	52.1
90-Day T-Bills (IMM)	150 contracts	6.36	78.9	27.7	50	31.3	17.8	65.3	37.4	34.7	73.7
Last Reporting Period		7.66	77.7	26.7	50	35.3	21.4	69.6	38.6	30.4	76.2
6.5-10 Yr. T-Notes (CBOT)	500 contracts	9.39	69	2.21	50	73.2	48.1	84.8	50.5	15.2	47.4
Last Reporting Period		9.46	74.5	2.09	50	73.4	46.6	84.9	49.8	15.1	51.4
5-Yr. T-Notes (CBOT)	300 contracts	17.8	60.4	0.54	50	69	48.6	87.4	51	12.6	42.9
Last Reporting Period		17.5	67.9	0.83	50	70	46.2	88.3	50.6	11.7	45.7
2-Yr. T-Notes (CBOT)	200 contracts	4.09	26.2	0.08	50	80.5	53.9	84.7	52.6	15.3	35.7
Last Reporting Period		7.05	20.5	0.07	50	74.5	56	81.6	52.9	18.4	37.1
Eurodollars (IMM)	850 contracts	5.52	57	8.57	50	60.4	53.3	74.5	53.2	25.5	40.6
Last Reporting Period		6.73	60.3	7.81	50	59.4	51.4	73.9	52.1	26.1	44.2
1-Mo. Libor Rate (IMM)	100 contracts	6.6	36.5	0.98	50	86.9	50.9	94.5	49.9	5.52	52.3
Last Reporting Period		5.85	38.3	1	50	86.8	50.3	93.7	49.5	6.34	56.7
Municipal Bonds (CBOT)	25 contracts	4.9	85.7	0	50	87.3	48.6	92.2	50.6	7.76	42.9
Last Reporting Period		4.59	100	0.23	50	87.4	46.7	92.2	49.4	7.76	57.1
30-Day Fed Funds (CBOT)	100 contracts	9.78	28.8	2.76	50	77.3	53.1	89.8	50.3	10.2	47.1
Last Reporting Period		11.4	11.3	4.08	50	74	57.4	89.5	51.2	10.5	39.9
Canadian Dollar (IMM)	200 contracts	18.5	30.1	0.77	50	49.6	42.9	68.9	39.5	31.1	73.2
Last Reporting Period		21.7	70.2	1.64	50	46.2	22.4	69.5	37.9	30.5	77.6
Swiss Franc (IMM)	200 contracts	17.6	55.3	2.22	50	43.1	57.7	62.8	56.7	37.2	38.6
Last Reporting Period		25.5	85.3	2.07	50	41.8	21.8	69.3	46	30.7	59.1
Deutschemark (IMM)	200 contracts	16	46.7	1.54	50	47.3	53.8	64.9	52	35.1	46.4
Last Reporting Period		17.1	59.7	2.12	50	47.3	37	66.6	43.3	33.4	63.4
Pound Sterling (IMM)	200 contracts	10.6	49.3	0	50	53.6	37.6	64.2	39.5	35.8	68.9
Last Reporting Period		15.2	18.1	0	50	50.4	57.7	65.6	48.5	34.4	52.9
Japanese Yen (IMM)	200 contracts	23.2	36.7	0.72	50	56.9	58.2	80.8	51.9	19.2	42
Last Reporting Period		23.7	10.5	0	50	56.8	74.5	80.5	55.7	19.5	26.5
Australian Dollar (IMM)	200 contracts	19.4	3.7	0	50	59.4	68.6	78.8	52.6	21.2	40.2
Last Reporting Period		21.9	2.45	0	50	53.6	80.3	75.5	57.7	24.5	26.2
Mexican Peso (IMM)	200 contracts	12.4	84	10.7	50	53.6	37.5	76.6	46.8	23.4	60.6
Last Reporting Period		14.6	73.4	7.78	50	54.4	39.5	76.8	47	23.2	59.9
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	6.66	59.6	0	50	88.7	48.2	95.3	49	4.67	71.3
Last Reporting Period		7.49	68.1	0	50	88.7	47.1	96.2	48.8	3.81	81.4
S&P 500 (IMM)	300 contracts	5.81	36.5	0.35	50	71.8	49.5	77.9	48.5	22.1	55.3
Last Reporting Period		5.04	40.3	0	50	73.8	48.8	78.9	48.3	21.1	56.5
Value Line Avg. (KCBT)	50 contracts	––	––	––	50	––	––	––	––	––	––
Last Reporting Period		––	––	––	50	––	––	––	––	––	––
Mini Value Line Avg. (KCBT)	50 contracts	8.26	48.7	0	50	54.6	47.3	62.9	47.5	37.1	54.2
Last Reporting Period		9.2	70	0	50	48.1	32.7	57.3	38.7	42.7	65.2
GSCI (IMM)	25 contracts	6.27	62.3	0.21	50	91.2	48.1	97.7	49	2.27	92
Last Reporting Period		4.96	57.1	0.25	50	83	48.5	88.3	49	11.7	57.5
Nikkei Stock Avg. (IMM)	50 contracts	20.7	60.3	0	50	62.5	42.8	83.3	47.1	16.7	64.2
Last Reporting Period		22.3	55.4	0	50	61.1	42.6	83.5	46	16.5	70
Russel 2000 Index (CME)	25 contracts	11.7	68.4	0	50	82.2	45.1	93.9	48	6.11	80.5
Last Reporting Period		11.8	73.2	0	50	81.1	43.5	92.9	47.3	7.1	85.9
Yen/DM XRate (NYCE)	25 contracts	33.3	72	0	50	52.6	31.4	85.9	47.1	14.1	67.5
Last Reporting Period		36.7	74.4	0	50	48.4	22.7	85.1	45.1	14.9	78.2
French Franc/DM XRate (NYCE)	25 contracts	48	5.53	0.27	50	50.7	92.9	99	50.4	0.97	9.25
Last Reporting Period		46.1	11	0	50	51.5	86.5	97.6	50.8	2.38	15.6
Lira/DM XRate (NYCE)	25 contracts	39.5	16.2	0	50	58.4	73.6	97.9	50.5	2.1	28.5
Last Reporting Period		35.8	12.7	0	50	60	72.5	95.8	50.1	4.16	46.9
DM/B Pound XRate (NYCE)	25 contracts	20.1	47.7	0	50	61.2	54.1	81.2	52.5	18.8	39.1
Last Reporting Period		23.4	50.8	0	50	57.4	54.9	80.9	53.7	19.1	34.2
Eurotop 100 (CMX)	25 contracts	4.3	100	0	50	89.8	45.7	94.1	48.2	5.87	79.1
Last Reporting Period		4.66	100	0	50	89.7	45.4	94.3	48.1	5.68	81.4
US$ Index (New) (NYCE)	50 contracts	19.7	52.9	64.9	50	1.4	16.9	86.1	50.1	13.9	49.3
Last Reporting Period		25.9	52.7	59.1	50	1.54	100	86.6	51.7	13.4	39
NYSE Compos. (NYFE)	50 contracts	19.4	84.9	15.2	50	8.32	13.2	42.9	58.7	57.1	43.5
Last Reporting Period		19.9	92.2	0	50	12.3	0	32.3	57	67.7	46.7
CRB Futures Index (NYFE)	25 contracts	17.9	36.5	61.9	50	0	––	79.7	47	20.3	61.9
Last Reporting Period		14	28.1	63.3	50	0	––	77.3	46	22.7	63.5

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