VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/04/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       64,514
COMMITMENTS
   7,175    9,687   10,865   39,736   37,409   57,776   57,961    6,738    6,553

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:      1,581)
   1,424     -311   -1,484      339    1,330      279     -465    1,302    2,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     15.0     16.8     61.6     58.0     89.6     89.8     10.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       12        8       11        9       25       26
 

Updated September 7, 2007