VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :    45,390:     5,578      9,960      1,687     28,468     30,945     35,733     42,592:     9,657      2,798
Old  :    45,390:     5,578      9,960      1,687     28,468     30,945     35,733     42,592:     9,657      2,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    -1,725:        -9        -53        -71     -3,453       -739     -3,533       -863:     1,808       -862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       21.9        3.7       62.7       68.2       78.7       93.8:      21.3        6.2
Old  :     100.0:      12.3       21.9        3.7       62.7       68.2       78.7       93.8:      21.3        6.2
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:         9          9          4         12          5         24         15:
Old  :        30:         9          9          4         12          5         24         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  :                 50.9       73.3       62.5       87.7       49.1       65.3       59.3       77.6
Old  :                 50.9       73.3       62.5       87.7       49.1       65.3       59.3       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 13, 2006