VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,391
COMMITMENTS
   6,805    1,118      369      509    7,788    7,683    9,275    2,708    1,116

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,084)
     613      243       22      109      804      744    1,069      340       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5     10.8      3.6      4.9     74.9     73.9     89.3     26.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      21        4        3        3        4       27        9
 

Updated March 11, 2005