VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2006                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    19,476:     3,055      3,691        428     10,323     13,001     13,806     17,120:     5,670      2,356
Old  :    19,476:     3,055      3,691        428     10,323     13,001     13,806     17,120:     5,670      2,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2006                     :
     :     4,684:      -271         96        -33      1,723      3,331      1,419      3,394:     3,265      1,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       19.0        2.2       53.0       66.8       70.9       87.9:      29.1       12.1
Old  :     100.0:      15.7       19.0        2.2       53.0       66.8       70.9       87.9:      29.1       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        14          3          9          5          4         25         14:
Old  :        28:        14          3          9          5          4         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       83.2       65.8       86.9       45.9       64.2       49.0       67.4
Old  :                 60.4       83.2       65.8       86.9       45.9       64.2       49.0       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 3, 2006