VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       81,959
COMMITMENTS
   8,281   15,842   12,113   49,874   40,610   70,268   68,565   11,691   13,394

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     11,608)
  -3,619      359    7,512   10,722    4,684   14,615   12,555   -3,007     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     19.3     14.8     60.9     49.5     85.7     83.7     14.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       13       10       10       12       30       29
 

Updated August 10, 2007