VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,669
COMMITMENTS
   4,379    3,449      326    1,775    4,022    6,480    7,797    2,189      872

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        428)
     -36       80      -34       -3       18      -73       64      501      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     39.8      3.8     20.5     46.4     74.7     89.9     25.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        6        6        4        3       25       12
 

Updated January 7, 2006