VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       59,757
COMMITMENTS
   6,179   18,557    3,405   40,881   29,100   50,465   51,062    9,292    8,695

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      3,448)
     768      -98     -391      -77      782      300      293    3,148    3,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     31.1      5.7     68.4     48.7     84.5     85.4     15.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        4        6        3       16       12
 

Updated January 11, 2008