VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, October 4, 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  :    10,358:     4,921      2,328        550      2,788      6,422      8,259      9,300:     2,099      1,058
Old  :    10,358:     4,921      2,328        550      2,788      6,422      8,259      9,300:     2,099      1,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       631:       407        132          0         19        151        426        283:       205        348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       22.5        5.3       26.9       62.0       79.7       89.8:      20.3       10.2
Old  :     100.0:      47.5       22.5        5.3       26.9       62.0       79.7       89.8:      20.3       10.2
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:        19          3         12          6          6         35         21:
Old  :        41:        19          3         12          6          6         35         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  :                 52.4       76.9       64.3       85.1       45.6       65.3       54.1       72.3
Old  :                 52.4       76.9       64.3       85.1       45.6       65.3       54.1       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0