VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       43,740
COMMITMENTS
   4,158   27,082    5,562   28,729    2,591   38,449   35,235    5,291    8,505

CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST:    -13,900)
  -4,940   -1,539   -3,252   -2,724   -3,675  -10,916   -8,466   -2,984   -5,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     61.9     12.7     65.7      5.9     87.9     80.6     12.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       15       13        4        3       20       24
 

Updated October 31, 2008