VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,241
COMMITMENTS
   4,415    3,369      360    1,778    4,004    6,553    7,733    1,688      508

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        559)
     133      358      114      316      168      563      640       -4      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     40.9      4.4     21.6     48.6     79.5     93.8     20.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17        4        7        4        3       26       12
 

Updated December 30, 2005