VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       55,705
COMMITMENTS
   6,311    9,419    2,378   31,288   31,909   39,977   43,706   15,728   11,999

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      7,252)
   1,447      616      360    1,469    2,354    3,276    3,330    3,976    3,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     16.9      4.3     56.2     57.3     71.8     78.5     28.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16       11       10       10        8       31       24
 

Updated May 18, 2007