VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    11,981:     8,410      1,603        436        237      9,350      9,083     11,389:     2,898        592
Old  :    11,981:     8,410      1,603        436        237      9,350      9,083     11,389:     2,898        592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :       522:       709        223          1        -38        614        672        838:      -150       -316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       13.4        3.6        2.0       78.0       75.8       95.1:      24.2        4.9
Old  :     100.0:      70.2       13.4        3.6        2.0       78.0       75.8       95.1:      24.2        4.9
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  :        37:        23          4          6          2          6         29         14:
Old  :        37:        23          4          6          2          6         29         14:
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  :                 45.3       83.5       63.4       93.5       45.3       83.5       63.4       91.3
Old  :                 45.3       83.5       63.4       93.5       45.3       83.5       63.4       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005