VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, December 27, 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  :     8,241:     4,415      3,369        360      1,778      4,004      6,553      7,733:     1,688        508
Old  :     8,241:     4,415      3,369        360      1,778      4,004      6,553      7,733:     1,688        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :       559:       133        358        114        316        168        563        640:        -4        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       40.9        4.4       21.6       48.6       79.5       93.8:      20.5        6.2
Old  :     100.0:      53.6       40.9        4.4       21.6       48.6       79.5       93.8:      20.5        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:        17          4          7          4          3         26         12:
Old  :        30:        17          4          7          4          3         26         12:
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  :                 54.9       86.5       65.2       92.5       48.3       73.4       55.2       78.0
Old  :                 54.9       86.5       65.2       92.5       48.3       73.4       55.2       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 30, 2005