VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       45,173
COMMITMENTS
   7,983   15,727    3,571   27,323   22,585   38,877   41,883    6,296    3,290

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -14,141)
  -1,204    1,554   -2,305   -7,522  -11,172  -11,031  -11,923   -3,110   -2,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     34.8      7.9     60.5     50.0     86.1     92.7     13.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        9       11        9        6       26       20
 

Updated June 27, 2008