VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,230
COMMITMENTS
  10,168   15,384    2,640   27,375   25,529   40,183   43,553    8,047    4,677

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      3,057)
   2,185     -343     -931       52    2,944    1,306    1,670    1,751    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.9      5.5     56.8     52.9     83.3     90.3     16.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        9        9        9        6       25       19
 

Updated July 7, 2008