VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       58,570
COMMITMENTS
   6,160   10,754    4,837   42,324   38,430   53,321   54,021    5,249    4,549

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    -32,996)
  -2,212   -2,142   -5,268  -20,432  -20,275  -27,912  -27,685   -5,084   -5,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     18.4      8.3     72.3     65.6     91.0     92.2      9.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       19       13        8        7       25       29
 

Updated November 30, 2007