VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       56,256
COMMITMENTS
  10,850   19,811    3,231   30,591   28,496   44,672   51,538   11,584    4,718

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -18,927)
  -2,820   -2,764     -975   -7,982  -10,642  -11,777  -14,381   -7,150   -4,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     35.2      5.7     54.4     50.7     79.4     91.6     20.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      15        8        7        9        5       27       17
 

Updated May 30,2008