VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       47,115
COMMITMENTS
   5,587   10,013    1,758   31,921   31,684   39,266   43,455    7,849    3,660

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -3,156)
     827     -973      220   -5,020   -3,259   -3,973   -4,012      817      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     21.3      3.7     67.8     67.2     83.3     92.2     16.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        8        4       10        4       22       14
 

Updated November 3, 2006