VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       57,096
COMMITMENTS
   9,916   16,801    3,865   31,775   30,750   45,556   51,416   11,540    5,680

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        428)
  -1,027   -2,292       36    1,226      829      235   -1,427      193    1,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     29.4      6.8     55.7     53.9     79.8     90.1     20.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        9       12        9        6       30       21
 

Updated June 13, 2008