VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    46,664:     5,545      9,895      7,116     26,506     22,990     39,167     40,001:     7,497      6,663
Old  :    46,664:     5,545      9,895      7,116     26,506     22,990     39,167     40,001:     7,497      6,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -12,151:    -3,497      3,758     -3,809     -1,733     -8,529     -9,039     -8,580:    -3,112     -3,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       21.2       15.2       56.8       49.3       83.9       85.7:      16.1       14.3
Old  :     100.0:      11.9       21.2       15.2       56.8       49.3       83.9       85.7:      16.1       14.3
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  :        24:         7          8          9          9          6         22         17:
Old  :        24:         7          8          9          9          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  :                 61.7       66.8       74.8       77.5       53.6       55.8       60.8       61.7
Old  :                 61.7       66.8       74.8       77.5       53.6       55.8       60.8       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 26, 2008