VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Old  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -137:      -109        603       -205       -423       -929       -737       -531:       600        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Old  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
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  :        40:        19          3         13          7          6         38         19:
Old  :        40:        19          3         13          7          6         38         19:
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  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Old  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 14, 2005