VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, September 20, 2005              
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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  :    10,003:     4,645      2,298        620      2,686      6,168      7,951      9,086:     2,052        917
Old  :    10,003:     4,645      2,298        620      2,686      6,168      7,951      9,086:     2,052        917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       704:       -94         22        136        114        169        156        327:       548        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       23.0        6.2       26.9       61.7       79.5       90.8:      20.5        9.2
Old  :     100.0:      46.4       23.0        6.2       26.9       61.7       79.5       90.8:      20.5        9.2
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  :        41:        18          4         13          6          6         36         21:
Old  :        41:        18          4         13          6          6         36         21:
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  :                 51.5       75.1       63.8       84.9       46.7       63.6       54.6       72.8
Old  :                 51.5       75.1       63.8       84.9       46.7       63.6       54.6       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0