VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,316
COMMITMENTS
   4,698    2,261      541    2,607    6,059    7,846    8,861    1,470      455

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:         26)
       3      -29       21      -36       35      -12       27       38       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     24.3      5.8     28.0     65.0     84.2     95.1     15.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        3       11        6        6       34       19
 

Updated September 9, 2005