VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,224
COMMITMENTS
   5,496    2,284      564    3,285    8,780    9,345   11,628    2,879      596

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         46)
     163     -240      -25      182      694      320      429     -274     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     18.7      4.6     26.9     71.8     76.4     95.1     23.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      24        3        9        6        6       38       17
 

Updated August 12, 2005