VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,873
COMMITMENTS
   4,447    3,752      353    2,028    4,070    6,828    8,175    2,045      698

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        204)
      68      303       27      253       48      348      378     -144     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     42.3      4.0     22.9     45.9     77.0     92.1     23.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16        6        6        5        3       27       12
 

Updated January 12, 2006