FOR IMMEDIATE RELEASE


CBOE FUTURES EXCHANGE (CFE) SETS NEW SINGLE DAY RECORD IN TRADING OF VIX FUTURES;

DAILY VOLUME TOPS 10,000 CONTRACTS FOR THE FIRST TIME, EXCHANGE OPEN INTEREST CONTINUES TO HIT NEW HIGHS

CHICAGO, October 11, 2006 - The CBOE Futures Exchange, LLC (CFE) announced today that trading volume in VX futures, based on the CBOE Volatility Index (VIX), reached a new all-time high on Tuesday, October 10, as 10,673 contracts traded -- the first time that volume has topped the 10,000-contract mark in a single day. Yesterday's total surpassed the previous high of 9,148 contracts set on May 3, 2006..

Additionally, at the close of trading yesterday, total exchange open interest at CFE stood at 60,722 contracts, the highest level that open interest has reached at CFE since its launch in March 2004.Through the end of September, total trading volume at CFE was 305,239 contracts, an increase of 120% over the year-ago level of 139,923 contracts.

CFE currently offers futures on seven different contracts, including: the CBOE Volatility Index, CBOE S&P 500 Three-Month and Twelve-Month Variance, CBOE DJIA Volatility Index, CBOE China Index, and six "Gas at the Pump" contracts. On October 2, 2006, CFE began trading its newest contract, futures on the CBOE S&P 500 BuyWrite Index, "BXM."

CFE, launched in March 2004, is a wholly-owned subsidiary of Chicago Board Options Exchange, Incorporated, offering an all-electronic, open access market model, with traders providing liquidity and making markets. CFE is regulated by the Commodity Futures Trading Commission (CFTC), and its trades are cleared by the triple-A rated Options Clearing Corporation (OCC). More information on CFE and its products, including contract specifications, can be found at: www.cboe.com/CFE.

Contacts:
Lynne Howard-Reed
(312) 786-7123
howardl@cboe.com

Gary Compton
(312) 786-7612
comptong@cboe.com


CBOE®, CBOEdirect®, CBOE Volatility Index®, Chicago Board Options Exchange®, and VIX® are registered trademarks of Chicago Board Options Exchange, Incorporated. DJIA and Dow Jones Industrial Average are trademarks of Dow Jones & Company, Inc. and have been licensed for use for certain purposes by CBOE.S&P® and S&P 500® are registered trademarks of the McGraw-Hill Companies, Inc. and are licensed for use by CBOE and CFE pursuant to a License Agreement. The Russell 1000® Index and Russell 2000® Index are trademarks of the Frank Russell Company, used under license. Gas At The PumpSM, GAPPSM and PowerPacksSM are service marks of CBOE Futures Exchange, LLC. Realtor is a collective membership mark registered by the National Association of Realtors and should be used only to refer to members of the National Association of Realtors.