VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/21/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       57,640
COMMITMENTS
   9,098   28,621    8,814   31,453    6,266   49,365   43,701    8,275   13,939

CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST:      3,964)
  -1,467    4,696   -2,077    6,032      309    2,488    2,928    1,476    1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     49.7     15.3     54.6     10.9     85.6     75.8     14.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       18       16        5        4       25       27
 

Updated October 24, 2008