VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       51,963
COMMITMENTS
  10,682   13,747    5,989   26,823   28,590   43,494   48,326    8,469    3,637

CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST:      1,038)
     299       59     -310     -402      361     -413      110    1,451      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     26.5     11.5     51.6     55.0     83.7     93.0     16.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        6        8       10        6       29       17
 

Updated September 5, 2008