VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    61,073:    11,269     14,835      5,873     32,917     30,901     50,059     51,609:    11,014      9,464
Old  :    61,073:    11,269     14,835      5,873     32,917     30,901     50,059     51,609:    11,014      9,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     5,454:     2,087      2,052        946      2,254      1,288      5,287      4,286:       167      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       24.3        9.6       53.9       50.6       82.0       84.5:      18.0       15.5
Old  :     100.0:      18.5       24.3        9.6       53.9       50.6       82.0       84.5:      18.0       15.5
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  :        40:        20         10         10          8          7         34         21:
Old  :        40:        20         10         10          8          7         34         21:
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  :                 54.4       43.3       65.4       62.3       44.6       40.2       50.7       54.7
Old  :                 54.4       43.3       65.4       62.3       44.6       40.2       50.7       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 20, 2007