VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,003
COMMITMENTS
   4,645    2,298      620    2,686    6,168    7,951    9,086    2,052      917

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        704)
     -94       22      136      114      169      156      327      548      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     23.0      6.2     26.9     61.7     79.5     90.8     20.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        4       13        6        6       36       21