VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       55,619
COMMITMENTS
   9,182   12,783    4,927   30,663   29,613   44,772   47,323   10,847    8,296

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      5,695)
     501      648    1,237    1,895    1,848    3,633    3,733    2,062    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     23.0      8.9     55.1     53.2     80.5     85.1     19.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18        9       11        7        7       31       21
 

Updated July 13, 2007