VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       73,898
COMMITMENTS
  10,594    9,994   11,684   43,201   47,505   65,479   69,183    8,419    4,715

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        301)
     313     -778    1,013      860    1,851    2,186    2,086   -1,885   -1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     13.5     15.8     58.5     64.3     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14       12       13       10        7       32       26
 

Updated November 2, 2007