VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :    37,441:     3,786     11,123         99     25,591     22,280     29,476     33,502:     7,965      3,939
Old  :    37,441:     3,786     11,123         99     25,591     22,280     29,476     33,502:     7,965      3,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     2,674:         0        -26         99        542      1,586        641      1,659:     2,033      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       29.7        0.3       68.4       59.5       78.7       89.5:      21.3       10.5
Old  :     100.0:      10.1       29.7        0.3       68.4       59.5       78.7       89.5:      21.3       10.5
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  :        27:         8          7          1         12          5         21         12:
Old  :        27:         8          7          1         12          5         21         12:
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  :                 55.6       70.8       67.6       84.8       55.6       65.8       64.0       77.5
Old  :                 55.6       70.8       67.6       84.8       55.6       65.8       64.0       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 1, 2006