VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       21,139
COMMITMENTS
   3,165    6,279      226   13,560   13,246   16,951   19,751    4,188    1,388

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        975)
      46      550      -43   -1,839      -81   -1,836      426    2,811      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     29.7      1.1     64.1     62.7     80.2     93.4     19.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      18        9        8        5        4       29       16
 

Updated March 24, 2006