VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/03/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       56,668
COMMITMENTS
  10,943   19,093    3,829   30,549   29,921   45,321   52,843   11,347    3,825

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        412)
      93     -718      598      -42    1,425      649    1,305     -237     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     33.7      6.8     53.9     52.8     80.0     93.3     20.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17       11       13        9        6       32       24
 

Updated June 6, 2008