VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    54,409:     4,122     10,614      1,501     38,394     36,828     44,017     48,943:    10,392      5,466
Old  :    54,409:     4,122     10,614      1,501     38,394     36,828     44,017     48,943:    10,392      5,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -3,568:      -546       -354         61     -3,416     -3,244     -3,901     -3,537:       333        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       19.5        2.8       70.6       67.7       80.9       90.0:      19.1       10.0
Old  :     100.0:       7.6       19.5        2.8       70.6       67.7       80.9       90.0:      19.1       10.0
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  :        26:         7          7          4         11          5         22         13:
Old  :        26:         7          7          4         11          5         22         13:
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  :                 61.7       74.6       70.7       86.7       60.4       66.8       66.4       77.3
Old  :                 61.7       74.6       70.7       86.7       60.4       66.8       66.4       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 20, 2006