VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       76,269
COMMITMENTS
  12,189   10,866   12,065   43,066   47,907   67,320   70,838    8,949    5,431

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      7,565)
   2,888    2,764      682    2,015    3,933    5,585    7,379    1,980      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     14.2     15.8     56.5     62.8     88.3     92.9     11.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15       12       11       11       10       33       28
 

Updated October 5, 2007