VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       31,475
COMMITMENTS
   3,890    4,536    2,687   21,805   20,629   28,382   27,852    3,093    3,623

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -2,230)
  -1,630   -3,045    1,170   -1,925     -851   -2,385   -2,726      155      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     14.4      8.5     69.3     65.5     90.2     88.5      9.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14        9       16        9        5       36       28
 

Updated May 26, 2006