VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,198
COMMITMENTS
   4,241    3,153      364    2,411    3,986    7,016    7,503    1,182      695

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:         87)
       0      165       25      -28      -22       -3      168       90      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     38.5      4.4     29.4     48.6     85.6     91.5     14.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        4       10        5        4       27       16
 

Updated December 2, 2005