VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,459
COMMITMENTS
   7,701    1,380      435      275    8,736    8,411   10,551    3,048      908

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        828)
     -52      430     -150        0     -258     -202       22    1,030      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2     12.0      3.8      2.4     76.2     73.4     92.1     26.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      23        4        6        3        5       30       14
 

Updated April 15, 2005