VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, December 6, 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  :     8,428:     4,356      3,473        393      2,525      3,897      7,274      7,763:     1,154        665
Old  :     8,428:     4,356      3,473        393      2,525      3,897      7,274      7,763:     1,154        665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2005                    :
     :       230:       115        320         29        114        -89        258        260:       -28        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       41.2        4.7       30.0       46.2       86.3       92.1:      13.7        7.9
Old  :     100.0:      51.7       41.2        4.7       30.0       46.2       86.3       92.1:      13.7        7.9
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  :        35:        14          5         11          5          4         30         18:
Old  :        35:        14          5         11          5          4         30         18:
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  :                 60.8       81.0       72.1       88.4       47.2       68.1       55.5       70.7
Old  :                 60.8       81.0       72.1       88.4       47.2       68.1       55.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0