VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       43,562
COMMITMENTS
   7,490   10,563    6,497   22,659   22,564   36,646   39,624    6,916    3,938

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      2,789)
    -587     -983    1,513      857    2,515    1,783    3,045    1,006     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     24.2     14.9     52.0     51.8     84.1     91.0     15.9      9.0

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

Updated August 1, 2008