VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       45,390
COMMITMENTS
   5,578    9,960    1,687   28,468   30,945   35,733   42,592    9,657    2,798

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,725)
      -9      -53      -71   -3,453     -739   -3,533     -863    1,808     -862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     21.9      3.7     62.7     68.2     78.7     93.8     21.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        9        4       12        5       24       15
 

Updated November 13, 2006