VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, October 24, 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  :    50,271:     4,760     10,986      1,538     36,941     34,943     43,239     47,467:     7,032      2,804
Old  :    50,271:     4,760     10,986      1,538     36,941     34,943     43,239     47,467:     7,032      2,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    -4,138:       638        372         37     -1,453     -1,885       -778     -1,476:    -3,360     -2,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       21.9        3.1       73.5       69.5       86.0       94.4:      14.0        5.6
Old  :     100.0:       9.5       21.9        3.1       73.5       69.5       86.0       94.4:      14.0        5.6
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  :        27:         9          8          3         10          4         20         14:
Old  :        27:         9          8          3         10          4         20         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  :                 65.4       76.7       75.1       89.9       64.4       70.4       71.9       82.0
Old  :                 65.4       76.7       75.1       89.9       64.4       70.4       71.9       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 27, 2006