VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       68,704
COMMITMENTS
   9,301    8,102   11,383   41,051   43,974   61,735   63,459    6,969    5,245

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -3,174)
     889     -971   -1,677      647    4,449     -141    1,801   -3,033   -4,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     11.8     16.6     59.8     64.0     89.9     92.4     10.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       10       10       10        9       29       25
 

Updated September 28, 2007