VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,453
COMMITMENTS
   4,864    8,803    2,018   29,819   29,555   36,701   40,376   11,752    8,077

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      7,451)
   1,666      464      819    1,301    2,333    3,786    3,616    3,665    3,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     18.2      4.2     61.5     61.0     75.7     83.3     24.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       11        7       10        7       29       19
 

Updated May 11, 2007