VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, February 7, 2006                
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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  :    23,241:     3,988      5,507        568     15,579     15,178     20,135     21,253:     3,106      1,988
Old  :    23,241:     3,988      5,507        568     15,579     15,178     20,135     21,253:     3,106      1,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     3,765:       933      1,816        140      5,256      2,177      6,329      4,133:    -2,564       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       23.7        2.4       67.0       65.3       86.6       91.4:      13.4        8.6
Old  :     100.0:      17.2       23.7        2.4       67.0       65.3       86.6       91.4:      13.4        8.6
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  :        41:        24          5          9          6          5         35         17:
Old  :        41:        24          5          9          6          5         35         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  :                 70.1       82.1       77.5       89.9       49.2       57.5       53.3       63.4
Old  :                 70.1       82.1       77.5       89.9       49.2       57.5       53.3       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 10, 2006