VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    86,208:    10,963      8,476     12,846     49,486     54,426     73,295     75,748:    12,913     10,460
Old  :    86,208:    10,963      8,476     12,846     49,486     54,426     73,295     75,748:    12,913     10,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     6,224:    -2,319     -1,550       -978      5,481      3,867      2,184      1,339:     4,040      4,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        9.8       14.9       57.4       63.1       85.0       87.9:      15.0       12.1
Old  :     100.0:      12.7        9.8       14.9       57.4       63.1       85.0       87.9:      15.0       12.1
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  :        40:        14         10         10         12          8         33         23:
Old  :        40:        14         10         10         12          8         33         23:
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  :                 59.9       58.3       71.9       77.5       46.2       52.8       51.1       57.4
Old  :                 59.9       58.3       71.9       77.5       46.2       52.8       51.1       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 19, 2007