VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       47,723
COMMITMENTS
   4,352   23,244    4,238   29,506   15,013   38,096   42,495    9,627    5,228

CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST:      1,608)
   1,512    2,366   -1,193       58      399      377    1,572    1,231       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     48.7      8.9     61.8     31.5     79.8     89.0     20.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        8        8        8        6       22       17
 

Updated April 4, 2008