VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       53,755
COMMITMENTS
   3,372    9,875    1,169   43,536   40,880   48,077   51,924    5,678    1,831

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      4,101)
    -313      175     -709    5,431    4,869    4,409    4,335     -308     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     18.4      2.2     81.0     76.0     89.4     96.6     10.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2       10        5       18       11
 

Updated September 29, 2006