VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :     8,669:     4,379      3,449        326      1,775      4,022      6,480      7,797:     2,189        872
Old  :     8,669:     4,379      3,449        326      1,775      4,022      6,480      7,797:     2,189        872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :       428:       -36         80        -34         -3         18        -73         64:       501        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       39.8        3.8       20.5       46.4       74.7       89.9:      25.3       10.1
Old  :     100.0:      50.5       39.8        3.8       20.5       46.4       74.7       89.9:      25.3       10.1
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  :        30:        15          6          6          4          3         25         12:
Old  :        30:        15          6          6          4          3         25         12:
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  :                 52.2       82.8       62.0       88.3       45.9       70.5       52.5       75.1
Old  :                 52.2       82.8       62.0       88.3       45.9       70.5       52.5       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2006