VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       65,878
COMMITMENTS
   5,955   20,293    5,696   45,181   32,374   56,832   58,363    9,046    7,515

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      3,828)
     -15    2,275      628    3,389      995    4,002    3,898     -174      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     30.8      8.6     68.6     49.1     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       12       11       10        6       27       20
 

Updated December 21, 2007