VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       33,705
COMMITMENTS
   5,520    7,581    1,517   23,730   21,480   30,767   30,578    2,938    3,127

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      3,512)
  -1,638     -611      971    3,560    2,445    2,893    2,805      619      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     22.5      4.5     70.4     63.7     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      20       10       18        8        5       44       30
 

Updated May 19, 2006