VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Old  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,956:    -2,194        551       -308        234       -392     -2,268       -149:     4,224      2,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Old  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
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  :        36:        17          4         11          5          5         32         18:
Old  :        36:        17          4         11          5          5         32         18:
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  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Old  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 14, 2005