VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       52,793
COMMITMENTS
   3,767   21,512    6,867   33,979   17,977   44,613   46,356    8,180    6,437

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      2,888)
  -1,072   -1,425    2,415      652      105    1,995    1,095      893    1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     40.7     13.0     64.4     34.1     84.5     87.8     15.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7       11        9       10        6       24       20
 

Updated March 14, 2008