VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       75,183
COMMITMENTS
  13,670   22,575    4,206   38,573   39,138   56,449   65,919   18,734    9,264

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      7,998)
   1,408     -716   -1,978    2,913    5,940    2,343    3,246    5,655    4,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     30.0      5.6     51.3     52.1     75.1     87.7     24.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       10        7       10        5       31       17
 

Updated May 23, 2008