VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008               
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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  :    57,103:     4,392     23,717      3,929     41,521     21,692     49,842     49,338:     7,261      7,765
Old  :    57,103:     4,392     23,717      3,929     41,521     21,692     49,842     49,338:     7,261      7,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     2,009:      -986        107      1,310      1,021       -521      1,345        896:       664      1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       41.5        6.9       72.7       38.0       87.3       86.4:      12.7       13.6
Old  :     100.0:       7.7       41.5        6.9       72.7       38.0       87.3       86.4:      12.7       13.6
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  :        30:         5         14          8         10          7         23         21:
Old  :        30:         5         14          8         10          7         23         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  :                 71.3       63.2       79.3       75.9       46.9       35.3       49.4       44.9
Old  :                 71.3       63.2       79.3       75.9       46.9       35.3       49.4       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 15, 2008