VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       42,818
COMMITMENTS
   8,721   12,788    2,678   25,789   24,995   37,188   40,461    5,630    2,357

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        241)
   1,699    1,332      661     -524     -589    1,836    1,404   -1,595   -1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     29.9      6.3     60.2     58.4     86.9     94.5     13.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18       10        8       10        7       34       20
 

Updated June 8, 2007