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 7, 1997.
*Released from Commodity Futures Trading Commission on October 10, 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	12.4	70.2	5.98	50	66.8	45.2	85.2	49.2	14.8	54.8
Last Reporting Period		11.2	68.9	4.6	50	69.7	46.5	85.6	49.6	14.4	52.3
T-Bonds (MACE)	500 contracts	34.8	43.5	0	50	1.82	100	36.6	46.4	63.4	52.1
Last Reporting Period		33.2	50.7	0	50	0	––	33.2	50.7	66.8	49.7
90-Day T-Bills (IMM)	150 contracts	7.66	77.7	26.7	50	35.3	21.4	69.6	38.6	30.4	76.2
Last Reporting Period		10.2	68.8	22.8	50	37.3	24.4	70.4	39.2	29.6	75.7
6.5-10Yr. T-Notes (CBOT)	500 contracts	9.46	74.5	2.09	50	73.4	46.6	84.9	49.8	15.1	51.4
Last Reporting Period		8.23	76.5	0.76	50	76.2	47.3	85.2	50.1	14.8	49.2
5-Yr. T-Notes (CBOT)	300 contracts	17.5	67.9	0.83	50	70	46.2	88.3	50.6	11.7	45.7
Last Reporting Period		17.1	69.3	1.68	50	69.5	46.7	88.3	51.1	11.7	41.5
2-Yr. T-Notes (CBOT)	200 contracts	7.05	20.5	0.07	50	74.5	56	81.6	52.9	18.4	37.1
Last Reporting Period		9.37	27.3	0.07	50	76.2	55.5	85.6	52.4	14.4	35.5
Eurodollars (IMM)	850 contracts	6.73	60.3	7.81	50	59.4	51.4	73.9	52.1	26.1	44.2
Last Reporting Period		5.38	64.5	6.27	50	62.4	51.7	74	52.5	26	42.9
1-Mo.LiborRate(IMM)	100 contracts	5.85	38.3	1	50	86.8	50.3	93.7	49.5	6.34	56.7
Last Reporting Period		4.29	59.7	1.1	50	88.3	49.2	93.6	49.7	6.35	55
Municipal Bonds (CBOT)	25 contracts	4.59	100	0.23	50	87.4	46.7	92.2	49.4	7.76	57.1
Last Reporting Period		5.2	94.5	0.22	50	86.8	45.3	92.2	48.1	7.8	72.3
30-Day Fed Funds (CBOT)	100 contracts	11.4	11.3	4.08	50	74	57.4	89.5	51.2	10.5	39.9
Last Reporting Period		10.9	8.32	3.46	50	74.2	58.9	88.5	52.3	11.5	32.2
Canadian Dollar (IMM)	200 contracts	21.7	70.2	1.64	50	46.2	22.4	69.5	37.9	30.5	77.6
Last Reporting Period		21.1	26.1	0.82	50	47	50	69	42.7	31	66.3
Swiss Franc (IMM)	200 contracts	25.5	85.3	2.07	50	41.8	21.8	69.3	46	30.7	59.1
Last Reporting Period		24.1	72.9	1.58	50	38	29.2	63.7	46.3	36.3	56.6
Deutschemark (IMM)	200 contracts	17.1	59.7	2.12	50	47.3	37	66.6	43.3	33.4	63.4
Last Reporting Period		16.1	49.5	2.35	50	42.5	48.4	61	48.7	39	52
Pound Sterling (IMM)	200 contracts	15.2	18.1	0	50	50.4	57.7	65.6	48.5	34.4	52.9
Last Reporting Period		19	5.7	0	50	49.1	74.3	68.2	55.1	31.8	39
Japanese Yen (IMM)	200 contracts	23.7	10.5	0	50	56.8	74.5	80.5	55.7	19.5	26.5
Last Reporting Period		21	11.1	0.03	50	54.6	74.8	75.6	57	24.4	28.1
Australian Dollar (IMM)	200 contracts	21.9	2.45	0	50	53.6	80.3	75.5	57.7	24.5	26.2
Last Reporting Period		24.1	2.41	0	50	51	83	75.1	57.1	24.9	28.6
Mexican Peso (IMM)	200 contracts	14.6	73.4	7.78	50	54.4	39.5	76.8	47	23.2	59.9
Last Reporting Period		11.8	91.5	10.9	50	55	35.7	77.7	46.2	22.3	63.4
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	7.49	68.1	0	50	88.7	47.1	96.2	48.8	3.81	81.4
Last Reporting Period		4.74	49.5	0	50	91.5	49.2	96.2	49.2	3.75	69.5
S&P 500 (IMM)	300 contracts	5.04	40.3	0	50	73.8	48.8	78.9	48.3	21.1	56.5
Last Reporting Period		6.45	30.9	0.16	50	73.3	49.8	79.9	48.2	20.1	57
Value Line Avg. (KCBT)	50 contracts	––	––	––	50	––	––	––	––	––	––
Last Reporting Period		––	––	––	50	––	––	––	––	––	––
Mini Value Line Avg. (KCBT)	50 contracts	9.2	70	0	50	48.1	32.7	57.3	38.7	42.7	65.2
Last Reporting Period		10.2	84.6	0	50	37.9	29.3	48.1	41	51.9	58.3
GSCI (IMM)	25 contracts	4.96	57.1	0.25	50	83	48.5	88.3	49	11.7	57.5
Last Reporting Period		5.97	60.3	0	50	92.1	48.4	98.1	49.2	1.88	94.1
Nikkei Stock Avg. (IMM)	50 contracts	22.3	55.4	0	50	61.1	42.6	83.5	46	16.5	70
Last Reporting Period		23.4	60.2	0	50	60.7	40.9	84	46.2	16	69.8
Russel 2000 Index (CME)	25 contracts	11.8	73.2	0	50	81.1	43.5	92.9	47.3	7.1	85.9
Last Reporting Period		12.2	66.9	0	50	74.5	40.1	86.7	43.9	13.3	89.9
JY/DM XRate (NYCE)	25 contracts	36.7	74.4	0	50	48.4	22.7	85.1	45.1	14.9	78.2
Last Reporting Period		38.1	72.7	0	50	51.1	25.1	89.2	45.4	10.8	87.9
FF/DM XRate (NYCE)	25 contracts	46.1	11	0	50	51.5	86.5	97.6	50.8	2.38	15.6
Last Reporting Period		51.1	11.9	0.55	50	46.1	94	97.7	50.9	2.26	12.5
IL/DM XRate (NYCE)	25 contracts	35.8	12.7	0	50	60	72.5	95.8	50.1	4.16	46.9
Last Reporting Period		57.1	18.7	0	50	40.4	96.1	97.5	50.8	2.53	20.5
DM/BP XRate (NYCE)	25 contracts	23.4	50.8	0	50	57.4	54.9	80.9	53.7	19.1	34.2
Last Reporting Period		45	44.1	0	50	35.9	63.7	80.9	52.8	19.1	38.3
Eurotop 100 (CMX)	25 contracts	4.66	100	0	50	89.7	45.4	94.3	48.1	5.68	81.4
Last Reporting Period		4.88	100	0	50	89.5	45.3	94.4	48.2	5.63	80.7
US$ Index (New) (NYCE)	50 contracts	25.9	52.7	59.1	50	1.54	100	86.6	51.7	13.4	39
Last Reporting Period		35.5	50.5	50.2	50	0.28	100	85.9	50.4	14.1	47.7
NYSE Compos. (NYFE)	50 contracts	19.9	92.2	0	50	12.3	0	32.3	57	67.7	46.7
Last Reporting Period		24.2	88.5	0	50	9.17	0	33.4	64.2	66.6	42.9
CRB Futures Index (NYFE)	25 contracts	14	28.1	63.3	50	0	––	77.3	46	22.7	63.5
Last Reporting Period		15.2	28.5	65.7	50	0	––	80.9	46	19.1	67

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