VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,417
COMMITMENTS
   5,689    2,238      490    4,015    9,156   10,194   11,884    4,223    2,533

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,193)
     193      -46      -74      730      376      849      256    1,344    1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     15.5      3.4     27.8     63.5     70.7     82.4     29.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24        4       10        6        5       40       17
 

Updated August 19, 2005