VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :    52,793:     3,767     21,512      6,867     33,979     17,977     44,613     46,356:     8,180      6,437
Old  :    52,793:     3,767     21,512      6,867     33,979     17,977     44,613     46,356:     8,180      6,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :     2,888:    -1,072     -1,425      2,415        652        105      1,995      1,095:       893      1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       40.7       13.0       64.4       34.1       84.5       87.8:      15.5       12.2
Old  :     100.0:       7.1       40.7       13.0       64.4       34.1       84.5       87.8:      15.5       12.2
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  :        29:         7         11          9         10          6         24         20:
Old  :        29:         7         11          9         10          6         24         20:
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  :                 62.3       63.8       71.0       77.2       38.7       39.1       43.7       48.3
Old  :                 62.3       63.8       71.0       77.2       38.7       39.1       43.7       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 14, 2008