VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       86,208
COMMITMENTS
  10,963    8,476   12,846   49,486   54,426   73,295   75,748   12,913   10,460

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      6,224)
  -2,319   -1,550     -978    5,481    3,867    2,184    1,339    4,040    4,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      9.8     14.9     57.4     63.1     85.0     87.9     15.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       10       10       12        8       33       23
 

Updated October 19, 2007