VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Old  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       334:       365         45        -32        -24      1,177        309      1,190:        25       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Old  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
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  :        41:        24          4          8          3          5         33         16:
Old  :        41:        24          4          8          3          5         33         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  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
Old  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 8, 2005