VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    42,577:     7,022     11,456      2,017     26,313     25,584     35,352     39,057:     7,225      3,520
Old  :    42,577:     7,022     11,456      2,017     26,313     25,584     35,352     39,057:     7,225      3,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    -9,036:       714        191       -107     -3,608     -3,495     -3,001     -3,411:    -6,035     -5,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       26.9        4.7       61.8       60.1       83.0       91.7:      17.0        8.3
Old  :     100.0:      16.5       26.9        4.7       61.8       60.1       83.0       91.7:      17.0        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15         11          6         10          7         30         19:
Old  :        38:        15         11          6         10          7         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       52.3       66.7       75.9       45.7       41.3       53.6       61.6
Old  :                 54.1       52.3       66.7       75.9       45.7       41.3       53.6       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated June 1, 2007