VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       61,073
COMMITMENTS
  11,269   14,835    5,873   32,917   30,901   50,059   51,609   11,014    9,464

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      5,454)
   2,087    2,052      946    2,254    1,288    5,287    4,286      167    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     24.3      9.6     53.9     50.6     82.0     84.5     18.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      20       10       10        8        7       34       21
 

Updated July 20, 2007