VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       24,180
COMMITMENTS
   3,309    6,561      268   18,793   16,159   22,370   22,988    1,810    1,192

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      3,041)
     144      282       42    5,233    2,913    5,419    3,237   -2,378     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     27.1      1.1     77.7     66.8     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        8        8        7        3       33       15
 

Updated March 31, 2006