VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,253
COMMITMENTS
   5,132    1,855      712    3,282    7,412    9,126    9,979    3,127    2,274

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -137)
    -109      603     -205     -423     -929     -737     -531      600      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     15.1      5.8     26.8     60.5     74.5     81.4     25.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        3       13        7        6       38       19