VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       73,597
COMMITMENTS
  10,281   10,772   10,671   42,341   45,654   63,293   67,097   10,304    6,500

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:    -12,611)
    -682    2,296   -2,175   -7,145   -8,772  -10,002   -8,651   -2,609   -3,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     14.6     14.5     57.5     62.0     86.0     91.2     14.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       12       11       11        7       32       24
 

Updated October 26, 2007