VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       28,107
COMMITMENTS
   5,896    6,406      601   18,022   17,748   24,519   24,755    3,588    3,352

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:       -137)
     997     -512      334   -1,537     -103     -206     -281       69      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     22.8      2.1     64.1     63.1     87.2     88.1     12.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19       10       17        8        4       44       26
 

Updated April 21, 2006