VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       40,773
COMMITMENTS
   8,077   11,546    4,984   21,802   20,049   34,863   36,579    5,910    4,194

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -11,642)
  -3,541   -1,284     -113   -6,029   -7,892   -9,683   -9,289   -1,959   -2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     28.3     12.2     53.5     49.2     85.5     89.7     14.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        8        9        9        6       24       18
 

Updated July 25, 2008