VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, September 26, 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  :    53,755:     3,372      9,875      1,169     43,536     40,880     48,077     51,924:     5,678      1,831
Old  :    53,755:     3,372      9,875      1,169     43,536     40,880     48,077     51,924:     5,678      1,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     4,101:      -313        175       -709      5,431      4,869      4,409      4,335:      -308       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       18.4        2.2       81.0       76.0       89.4       96.6:      10.6        3.4
Old  :     100.0:       6.3       18.4        2.2       81.0       76.0       89.4       96.6:      10.6        3.4
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  :        22:         6          5          2         10          5         18         11:
Old  :        22:         6          5          2         10          5         18         11:
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  :                 75.4       86.4       82.7       94.7       72.7       79.6       78.0       87.1
Old  :                 75.4       86.4       82.7       94.7       72.7       79.6       78.0       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 29, 2006