VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005                  
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    12,224:     5,496      2,284        564      3,285      8,780      9,345     11,628:     2,879        596
Old  :    12,224:     5,496      2,284        564      3,285      8,780      9,345     11,628:     2,879        596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        46:       163       -240        -25        182        694        320        429:      -274       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       18.7        4.6       26.9       71.8       76.4       95.1:      23.6        4.9
Old  :     100.0:      45.0       18.7        4.6       26.9       71.8       76.4       95.1:      23.6        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  :        43:        24          3          9          6          6         38         17:
Old  :        43:        24          3          9          6          6         38         17:
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  :                 48.7       82.2       59.5       91.1       44.8       70.6       51.4       78.6
Old  :                 48.7       82.2       59.5       91.1       44.8       70.6       51.4       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2005