VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       77,811
COMMITMENTS
  10,328   13,378   11,384   46,957   46,838   68,669   71,600    9,142    6,211

CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST:      3,913)
    -266    3,384     -300    3,756     -667    3,190    2,417      723    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     17.2     14.6     60.3     60.2     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       11       14       11        7       33       27
 

Updated November 9, 2007