VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,358
COMMITMENTS
   4,921    2,328      550    2,788    6,422    8,259    9,300    2,099    1,058

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        631)
     407      132        0       19      151      426      283      205      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     22.5      5.3     26.9     62.0     79.7     89.8     20.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        3       12        6        6       35       21