VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       13,038
COMMITMENTS
   5,336    1,267    1,052    3,417    8,689    9,805   11,008    3,233    2,030

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,391)
     146     -176        0      698    1,037      844      861      547      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      9.7      8.1     26.2     66.6     75.2     84.4     24.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        3       15        6        6       40       22
 

Updated October 21, 2005