VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       70,351
COMMITMENTS
  11,900   15,483    4,601   39,152   35,926   55,653   56,010   14,698   14,341

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      6,873)
    -608    1,360   -1,372    3,566      367    1,586      355    5,287    6,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.0      6.5     55.7     51.1     79.1     79.6     20.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15       11        9        9       10       30       25
 

Updated August 3, 2007