VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,428
COMMITMENTS
   4,356    3,473      393    2,525    3,897    7,274    7,763    1,154      665

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:        230)
     115      320       29      114      -89      258      260      -28      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     41.2      4.7     30.0     46.2     86.3     92.1     13.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        5       11        5        4       30       18