VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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  :    26,642:     3,376      7,001        166     20,263     17,100     23,805     24,267:     2,837      2,375
Old  :    26,642:     3,376      7,001        166     20,263     17,100     23,805     24,267:     2,837      2,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     2,462:        67        440       -102      1,470        941      1,435      1,279:     1,027      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       26.3        0.6       76.1       64.2       89.4       91.1:      10.6        8.9
Old  :     100.0:      12.7       26.3        0.6       76.1       64.2       89.4       91.1:      10.6        8.9
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  :        39:        18          8          7          8          3         33         15:
Old  :        39:        18          8          7          8          3         33         15:
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  :                 73.0       84.8       81.4       90.0       47.2       54.0       52.2       59.2
Old  :                 73.0       84.8       81.4       90.0       47.2       54.0       52.2       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 7, 2006