VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       30,193
COMMITMENTS
   7,158    8,192      546   20,170   19,035   27,874   27,773    2,319    2,420

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      2,575)
     421    1,227      -50    2,173    1,219    2,544    2,396       31      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     27.1      1.8     66.8     63.0     92.3     92.0      7.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        9       13        8        5       42       24
 

Updated May 12, 2006