VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       91,566
COMMITMENTS
   8,372   12,896   10,105   62,756   58,705   81,233   81,706   10,333    9,860

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      9,654)
    -887     -853      308    8,644    8,770    8,065    8,225    1,589    1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     14.1     11.0     68.5     64.1     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       14       14       11        9       29       29
 

Updated November 26, 2007