VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       49,633
COMMITMENTS
   3,233   20,174    6,238   31,146   15,520   40,617   41,932    9,016    7,701

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -3,160)
    -534   -1,338     -629   -2,833   -2,457   -3,996   -4,424      836    1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     40.6     12.6     62.8     31.3     81.8     84.5     18.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       17       10        9        8       24       27
 

Updated March 21, 2008