VIX FUTURES - CBOE FUTURES EXCHANGE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,178:     5,333      2,524        589      3,103      8,086      9,025     11,199:     3,153        979
Old  :    12,178:     5,333      2,524        589      3,103      8,086      9,025     11,199:     3,153        979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,001:       239         92        -35        336        394        540        451:       461        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       20.7        4.8       25.5       66.4       74.1       92.0:      25.9        8.0
Old  :     100.0:      43.8       20.7        4.8       25.5       66.4       74.1       92.0:      25.9        8.0
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  :        43:        23          3         10          6          6         38         18:
Old  :        43:        23          3         10          6          6         38         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  :                 48.0       78.4       56.8       87.9       44.1       68.4       50.2       76.8
Old  :                 48.0       78.4       56.8       87.9       44.1       68.4       50.2       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 5, 2005