VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,914
COMMITMENTS
   5,184    1,291      964    3,585    8,276    9,733   10,531    2,181    1,383

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,124)
    -152       24      -88      168     -413      -72     -477   -1,052     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     10.8      8.1     30.1     69.5     81.7     88.4     18.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        4       15        7        6       39       22