VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       45,702
COMMITMENTS
   3,176    9,525      964   36,227   34,420   40,367   44,909    5,335      793

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      2,326)
   1,316      601      564      172    1,344    2,052    2,509      274     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     20.8      2.1     79.3     75.3     88.3     98.3     11.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        2        9        4       16       10
 

Updated June 16, 2006