VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       26,642
COMMITMENTS
   3,376    7,001      166   20,263   17,100   23,805   24,267    2,837    2,375

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      2,462)
      67      440     -102    1,470      941    1,435    1,279    1,027    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     26.3      0.6     76.1     64.2     89.4     91.1     10.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        8        7        8        3       33       15
 

Updated April 7, 2006