VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    47,723:     4,352     23,244      4,238     29,506     15,013     38,096     42,495:     9,627      5,228
Old  :    47,723:     4,352     23,244      4,238     29,506     15,013     38,096     42,495:     9,627      5,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2008                       :
     :     1,608:     1,512      2,366     -1,193         58        399        377      1,572:     1,231         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       48.7        8.9       61.8       31.5       79.8       89.0:      20.2       11.0
Old  :     100.0:       9.1       48.7        8.9       61.8       31.5       79.8       89.0:      20.2       11.0
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  :        25:         9          8          8          8          6         22         17:
Old  :        25:         9          8          8          8          6         22         17:
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  :                 61.6       63.9       69.1       81.3       40.5       47.6       45.3       57.4
Old  :                 61.6       63.9       69.1       81.3       40.5       47.6       45.3       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 4, 2008