VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    56,668:    10,943     19,093      3,829     30,549     29,921     45,321     52,843:    11,347      3,825
Old  :    56,668:    10,943     19,093      3,829     30,549     29,921     45,321     52,843:    11,347      3,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       412:        93       -718        598        -42      1,425        649      1,305:      -237       -893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       33.7        6.8       53.9       52.8       80.0       93.3:      20.0        6.7
Old  :     100.0:      19.3       33.7        6.8       53.9       52.8       80.0       93.3:      20.0        6.7
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  :        37:        17         11         13          9          6         32         24:
Old  :        37:        17         11         13          9          6         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  :                 45.7       60.6       59.6       82.1       24.1       37.8       30.3       49.1
Old  :                 45.7       60.6       59.6       82.1       24.1       37.8       30.3       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 6, 2008