VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       51,613
COMMITMENTS
   6,308   11,265    2,124   29,921   29,079   38,353   42,468   13,260    9,145

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -4,092)
      -3    1,846     -254   -1,367   -2,830   -1,624   -1,238   -2,468   -2,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     21.8      4.1     58.0     56.3     74.3     82.3     25.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15       11        6        9        7       29       19
 

Updated May 25, 2007