VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    76,269:    12,189     10,866     12,065     43,066     47,907     67,320     70,838:     8,949      5,431
Old  :    76,269:    12,189     10,866     12,065     43,066     47,907     67,320     70,838:     8,949      5,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     7,565:     2,888      2,764        682      2,015      3,933      5,585      7,379:     1,980        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       14.2       15.8       56.5       62.8       88.3       92.9:      11.7        7.1
Old  :     100.0:      16.0       14.2       15.8       56.5       62.8       88.3       92.9:      11.7        7.1
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  :        42:        15         12         11         11         10         33         28:
Old  :        42:        15         12         11         11         10         33         28:
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  :                 59.6       60.7       71.1       76.6       47.9       54.3       54.6       62.0
Old  :                 59.6       60.7       71.1       76.6       47.9       54.3       54.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 5, 2007