VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       71,878
COMMITMENTS
   8,412    9,073   13,060   40,404   39,525   61,876   61,658   10,002   10,220

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      2,244)
     -25     -526      855   -1,141     -809     -311     -480    2,555    2,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     12.6     18.2     56.2     55.0     86.1     85.8     13.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       13       11       11       10       30       29
 

Updated September 21, 2007