VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,727
COMMITMENTS
   4,514    2,196      550    2,769    6,271    7,833    9,017    1,894      710

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -276)
    -131     -102      -70       83      103     -118      -69     -158     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     22.6      5.7     28.5     64.5     80.5     92.7     19.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        3       11        5        6       30       19