VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    12,014:     7,165      1,436        451        540      8,225      8,156     10,112:     3,858      1,902
Old  :    12,014:     7,165      1,436        451        540      8,225      8,156     10,112:     3,858      1,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,623:       360        318         82         31        437        473        837:     1,150        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       12.0        3.8        4.5       68.5       67.9       84.2:      32.1       15.8
Old  :     100.0:      59.6       12.0        3.8        4.5       68.5       67.9       84.2:      32.1       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        23          4          5          3          4         29         11:
Old  :        34:        23          4          5          3          4         29         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       78.7       48.8       83.4       35.3       76.3       48.8       78.0
Old  :                 35.3       78.7       48.8       83.4       35.3       76.3       48.8       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005