VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       55,929
COMMITMENTS
   4,360   10,577      790   42,757   40,195   47,907   51,562    8,022    4,367

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      2,174)
     988      702     -379     -779     -685     -170     -362    2,344    2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     18.9      1.4     76.4     71.9     85.7     92.2     14.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        5        2        9        5       19       11
 

Updated October 6, 2006