VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       42,577
COMMITMENTS
   7,022   11,456    2,017   26,313   25,584   35,352   39,057    7,225    3,520

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     -9,036)
     714      191     -107   -3,608   -3,495   -3,001   -3,411   -6,035   -5,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     26.9      4.7     61.8     60.1     83.0     91.7     17.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       11        6       10        7       30       19
 

Updated June 1, 2007