VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       49,654
COMMITMENTS
   3,685    9,700    1,878   38,105   36,011   43,668   47,589    5,986    2,065

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,698)
     559      547      788      342      706    1,689    2,041    1,009      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     19.5      3.8     76.7     72.5     87.9     95.8     12.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        4       10        4       20       10
 

Updated September 22, 2006