VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :    73,597:    10,281     10,772     10,671     42,341     45,654     63,293     67,097:    10,304      6,500
Old  :    73,597:    10,281     10,772     10,671     42,341     45,654     63,293     67,097:    10,304      6,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :   -12,611:      -682      2,296     -2,175     -7,145     -8,772    -10,002     -8,651:    -2,609     -3,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       14.6       14.5       57.5       62.0       86.0       91.2:      14.0        8.8
Old  :     100.0:      14.0       14.6       14.5       57.5       62.0       86.0       91.2:      14.0        8.8
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:        12         12         11         11          7         32         24:
Old  :        38:        12         12         11         11          7         32         24:
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  :                 60.0       58.6       72.1       78.1       46.4       51.2       51.0       59.5
Old  :                 60.0       58.6       72.1       78.1       46.4       51.2       51.0       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 26, 2007