VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :     8,452:     3,695      2,277        543      2,610      4,924      6,848      7,744:     1,604        708
Old  :     8,452:     3,695      2,277        543      2,610      4,924      6,848      7,744:     1,604        708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    -5,965:    -1,994         39         53     -1,405     -4,232     -3,346     -4,140:    -2,619     -1,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       26.9        6.4       30.9       58.3       81.0       91.6:      19.0        8.4
Old  :     100.0:      43.7       26.9        6.4       30.9       58.3       81.0       91.6:      19.0        8.4
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:        16          3         11          6          6         32         19:
Old  :        37:        16          3         11          6          6         32         19:
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  :                 51.4       75.1       64.5       85.4       48.2       62.4       54.1       72.3
Old  :                 51.4       75.1       64.5       85.4       48.2       62.4       54.1       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 26, 2005