VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       46,115
COMMITMENTS
   2,840   20,878    5,431   29,448   14,614   37,719   40,923    8,396    5,192

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -3,518)
    -393      704     -807   -1,698     -906   -2,898   -1,009     -620   -2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     45.3     11.8     63.9     31.7     81.8     88.7     18.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       12        9        8        7       21       21
 

Updated March 28, 2008