VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       63,478
COMMITMENTS
  12,508   14,123    5,973   35,586   35,559   54,067   55,655    9,411    7,823

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      2,405)
   1,239     -712      100    2,669    4,658    4,008    4,046   -1,603   -1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     22.2      9.4     56.1     56.0     85.2     87.7     14.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17       12       10        9        9       33       24
 

Updated July 27, 2007