VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       50,925
COMMITMENTS
  10,383   13,688    6,299   27,225   28,229   43,907   48,216    7,018    2,709

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        234)
   3,025      949   -1,272    6,498    2,574    8,251    2,251   -8,017   -2,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     26.9     12.4     53.5     55.4     86.2     94.7     13.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        7        9       10        6       29       18
 

Updated August 29, 2008