VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    49,542:     8,096     10,498      3,664     25,981     26,917     37,741     41,079:    11,801      8,463
Old  :    49,542:     8,096     10,498      3,664     25,981     26,917     37,741     41,079:    11,801      8,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :         8:      -789     -2,904        267     -2,324        412     -2,846     -2,225:     2,854      2,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       21.2        7.4       52.4       54.3       76.2       82.9:      23.8       17.1
Old  :     100.0:      16.3       21.2        7.4       52.4       54.3       76.2       82.9:      23.8       17.1
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  :        36:        18          9          9          8          6         32         18:
Old  :        36:        18          9          9          8          6         32         18:
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  :                 50.1       46.7       59.9       68.0       41.9       40.2       48.3       56.6
Old  :                 50.1       46.7       59.9       68.0       41.9       40.2       48.3       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007