VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Old  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,124:      -152         24        -88        168       -413        -72       -477:    -1,052       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
Old  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
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  :        42:        18          4         15          7          6         39         22:
Old  :        42:        18          4         15          7          6         39         22:
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  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
Old  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 28, 2005