VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       54,409
COMMITMENTS
   4,122   10,614    1,501   38,394   36,828   44,017   48,943   10,392    5,466

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -3,568)
    -546     -354       61   -3,416   -3,244   -3,901   -3,537      333      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     19.5      2.8     70.6     67.7     80.9     90.0     19.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        7        4       11        5       22       13
 

Updated October 20, 2006