VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       25,764
COMMITMENTS
   2,078    4,287      550   19,061   17,726   21,689   22,563    4,075    3,201

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,523)
  -1,910   -1,220      -18    3,482    2,548    1,554    1,310      969    1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     16.6      2.1     74.0     68.8     84.2     87.6     15.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      19        6        9        7        4       34       14
 

Updated February 17, 2006