VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,299
COMMITMENTS
   4,739    2,276      484    2,572    5,999    7,795    8,759    1,504      540

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        -17)
      41       15      -57      -35      -60      -51     -102       34       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.0     24.5      5.2     27.7     64.5     83.8     94.2     16.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        4       11        6        6       34       19
 

Updated September 16, 2005