VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/04/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       59,689
COMMITMENTS
   6,148   20,229    5,354   42,359   29,756   53,861   55,339    5,828    4,350

CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST:      1,119)
     -12    9,475      517       35   -8,674      540    1,318      579     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     33.9      9.0     71.0     49.9     90.2     92.7      9.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       18       13        9        6       26       28
 

Updated December 7, 2007