VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,390
COMMITMENTS
   5,241    1,252      917    3,705    8,341    9,863   10,510    2,527    1,880

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        476)
      57      -39      -47      120       65      130      -21      346      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     10.1      7.4     29.9     67.3     79.6     84.8     20.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        4       13        7        7       37       21