VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Old  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,349:       329        177        121        212        818        662      1,116:       687        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
Old  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
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  :        37:        24          2          5          7          5         36         10:
Old  :        37:        24          2          5          7          5         36         10:
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  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
Old  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 10, 2005