VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       34,767
COMMITMENTS
   3,786   11,149        0   25,049   20,694   28,835   31,843    5,932    2,924

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -14,860)
  -3,696       37     -687   -5,460  -11,270   -9,843  -11,920   -5,017   -2,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     32.1      0.0     72.0     59.5     82.9     91.6     17.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        7        0       12        5       20       12
 

Updated November 27, 2006