VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,118
COMMITMENTS
   3,372    3,570      531    7,808    8,826   11,711   12,927    2,407    1,191

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      5,245)
  -1,075     -182      178    5,780    4,756    4,883    4,752      362      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     25.3      3.8     55.3     62.5     83.0     91.6     17.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        5        7        7        3       28       12
 

Updated January 20, 2006