VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       58,815
COMMITMENTS
   9,042    6,137   10,925   28,239   31,519   48,206   48,581   10,609   10,234

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      5,517)
  -1,558   -3,983    4,164      680     -868    3,286     -687    2,231    6,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     10.4     18.6     48.0     53.6     82.0     82.6     18.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        5        9       10        6       23       18
 

Updated September 19, 2008