VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       56,108
COMMITMENTS
   5,357   22,155    2,323   38,306   21,654   45,986   46,132   10,122    9,976

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -3,801)
  -1,718     -777     -578   -4,009   -6,126   -6,305   -7,481    2,504    3,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     39.5      4.1     68.3     38.6     82.0     82.2     18.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       13        5        8        4       18       17
 

Updated January 25, 2008