VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,002
COMMITMENTS
   9,284   13,404    2,396   27,020   26,412   38,700   42,212    9,302    5,790

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      5,184)
     563      616     -282    1,231    1,417    1,512    1,751    3,672    3,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     27.9      5.0     56.3     55.0     80.6     87.9     19.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        9       10       10        8       32       22
 

Updated June 15, 2007