VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       18,540
COMMITMENTS
   2,048    5,158      238   15,172   12,880   17,458   18,276    1,082      264

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -7,224)
     -30      871     -312   -3,889   -4,846   -4,231   -4,287   -2,993   -2,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     27.8      1.3     81.8     69.5     94.2     98.6      5.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        5        6        7        4       28       14
 

Updated February 24, 2006