VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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  :    43,376:     1,860      8,924        400     36,055     33,076     38,315     42,400:     5,061        976
Old  :    43,376:     1,860      8,924        400     36,055     33,076     38,315     42,400:     5,061        976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.6        0.9       83.1       76.3       88.3       97.7:      11.7        2.3
Old  :     100.0:       4.3       20.6        0.9       83.1       76.3       88.3       97.7:      11.7        2.3
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  :        20:         5          4          1         11          4         16          9:
Old  :        20:         5          4          1         11          4         16          9:
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  :                 76.6       89.1       83.1       96.8       75.9       85.4       80.8       92.3
Old  :                 76.6       89.1       83.1       96.8       75.9       85.4       80.8       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0



Updated September 1, 2006