VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       19,609
COMMITMENTS
   2,740    5,401      334   13,048   13,486   16,122   19,221    3,487      388

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:       -210)
     529      219       62   -2,078      401   -1,487      682    1,277     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     27.5      1.7     66.5     68.8     82.2     98.0     17.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        7        9        6        3       32       17
 

Updated March 10, 2006