VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,209
COMMITMENTS
   2,938    2,406      404    3,516    7,020    6,858    9,830    7,351    4,379

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,956)
  -2,194      551     -308      234     -392   -2,268     -149    4,224    2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     16.9      2.8     24.7     49.4     48.3     69.2     51.7     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        4       11        5        5       32       18