VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       69,634
COMMITMENTS
   8,437    9,599   12,205   41,545   40,334   62,187   62,138    7,447    7,496

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,120)
   1,262      -88    1,340    1,809    2,925    4,411    4,177      709      943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     13.8     17.5     59.7     57.9     89.3     89.2     10.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       10       10       12       10       29       28
 

Updated September 14, 2007