VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       47,016
COMMITMENTS
   8,105    7,582   10,615   18,999   23,769   37,719   41,966    9,297    5,050

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -176)
     -68   -3,040    4,190   -4,405   -1,046     -283      104      107     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     16.1     22.6     40.4     50.6     80.2     89.3     19.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        6        5        9        5       22       13
 

Updated August 15, 2008