VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, November 29, 2005               
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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  :     8,198:     4,241      3,153        364      2,411      3,986      7,016      7,503:     1,182        695
Old  :     8,198:     4,241      3,153        364      2,411      3,986      7,016      7,503:     1,182        695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :        87:         0        165         25        -28        -22         -3        168:        90        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       38.5        4.4       29.4       48.6       85.6       91.5:      14.4        8.5
Old  :     100.0:      51.7       38.5        4.4       29.4       48.6       85.6       91.5:      14.4        8.5
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  :        31:        12          4         10          5          4         27         16:
Old  :        31:        12          4         10          5          4         27         16:
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  :                 61.1       80.5       72.7       88.4       48.0       67.9       56.6       70.6
Old  :                 61.1       80.5       72.7       88.4       48.0       67.9       56.6       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0