VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       84,509
COMMITMENTS
   9,146   16,916   16,966   50,236   41,209   76,348   75,091    8,161    9,418

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        -60)
   1,203   -1,270      835   -2,203    1,452     -165    1,017      105   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     20.0     20.1     59.4     48.8     90.3     88.9      9.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16       18       15       10       10       35       35
 

Updated August 24, 2007