VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       27,618
COMMITMENTS
   6,737    6,965      596   17,997   17,816   25,330   25,377    2,288    2,241

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        695)
     638      350       35     -169       17      504      402      191      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     25.2      2.2     65.2     64.5     91.7     91.9      8.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22       10       16        8        4       45       24
 

Updated May 5, 2006