VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,647
COMMITMENTS
   5,190    1,443    1,052    2,719    7,652    8,961   10,147    2,686    1,500

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,289)
     269     -885      502      -69    1,230      702      847      587      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     12.4      9.0     23.3     65.7     76.9     87.1     23.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        3       16        6        6       39       23