VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,843
COMMITMENTS
   4,637   22,717    3,770   33,972   18,411   42,379   44,898    6,464    3,945

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -10,148)
     334   -2,212      392   -8,680   -4,425   -7,954   -6,245   -2,194   -3,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     46.5      7.7     69.6     37.7     86.8     91.9     13.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10       10       11       11        7       28       22
 

Updated February 29, 2008