VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,452
COMMITMENTS
   3,695    2,277      543    2,610    4,924    6,848    7,744    1,604      708

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -5,965)
  -1,994       39       53   -1,405   -4,232   -3,346   -4,140   -2,619   -1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     26.9      6.4     30.9     58.3     81.0     91.6     19.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        3       11        6        6       32       19
 

Updated August 26, 2005