VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,792
COMMITMENTS
   3,326    3,595      461    8,600    9,670   12,387   13,726    2,405    1,066

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        674)
     -46       25      -70      792      844      676      799       -2     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     24.3      3.1     58.1     65.4     83.7     92.8     16.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        5        8        6        4       29       15
 

Updated January 20, 2006