VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       28,244
COMMITMENTS
   4,899    6,918      267   19,559   17,851   24,725   25,036    3,519    3,208

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,602)
   1,523      -83      101     -704      751      920      769      682      833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     24.5      0.9     69.3     63.2     87.5     88.6     12.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        7        8        8        4       35       16
 

Updated April 14, 2006