VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       20,164
COMMITMENTS
   3,119    5,729      269   15,399   13,327   18,787   19,325    1,377      839

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        555)
     379      328      -65    2,351     -159    2,665      104   -2,110      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     28.4      1.3     76.4     66.1     93.2     95.8      6.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23        7        7        7        3       34       15
 

Updated March 17, 2006