VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       84,569
COMMITMENTS
   7,943   18,186   16,131   52,439   39,757   76,513   74,074    8,056   10,495

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      2,610)
    -338    2,344    4,018    2,565     -853    6,245    5,509   -3,635   -2,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     21.5     19.1     62.0     47.0     90.5     87.6      9.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       16       13       11       11       34       31
 

Updated August 17, 2007