VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,178
COMMITMENTS
   5,333    2,524      589    3,103    8,086    9,025   11,199    3,153      979

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,001)
     239       92      -35      336      394      540      451      461      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     20.7      4.8     25.5     66.4     74.1     92.0     25.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23        3       10        6        6       38       18
 

Updated August 5, 2005