VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       59,909
COMMITMENTS
   7,075   22,932    2,901   42,315   27,780   52,291   53,613    7,618    6,296

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:        152)
     896    4,375     -504    1,434   -1,320    1,826    2,551   -1,674   -2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     38.3      4.8     70.6     46.4     87.3     89.5     12.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       11        8        8        4       22       18
 

Updated January 18, 2008