VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       49,534
COMMITMENTS
   8,885   13,402    3,397   28,305   26,505   40,587   43,304    8,947    6,230

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:      1,532)
    -399       -2    1,001    1,285       93    1,887    1,092     -355      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     27.1      6.9     57.1     53.5     81.9     87.4     18.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17       10       10        8        7       31       21
 

Updated June 22, 2007