VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       57,103
COMMITMENTS
   4,392   23,717    3,929   41,521   21,692   49,842   49,338    7,261    7,765

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      2,009)
    -986      107    1,310    1,021     -521    1,345      896      664    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     41.5      6.9     72.7     38.0     87.3     86.4     12.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       14        8       10        7       23       21
 

Updated February 15, 2008