VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,111
COMMITMENTS
   4,241    2,988      339    2,439    4,008    7,019    7,335    1,092      776

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -6,098)
   1,303      582      -65   -1,077   -3,012      161   -2,495   -6,259   -3,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     36.8      4.2     30.1     49.4     86.5     90.4     13.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        4        9        5        4       26       15