VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    58,570:     6,160     10,754      4,837     42,324     38,430     53,321     54,021:     5,249      4,549
Old  :    58,570:     6,160     10,754      4,837     42,324     38,430     53,321     54,021:     5,249      4,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :   -32,996:    -2,212     -2,142     -5,268    -20,432    -20,275    -27,912    -27,685:    -5,084     -5,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       18.4        8.3       72.3       65.6       91.0       92.2:       9.0        7.8
Old  :     100.0:      10.5       18.4        8.3       72.3       65.6       91.0       92.2:       9.0        7.8
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  :        36:         6         19         13          8          7         25         29:
Old  :        36:         6         19         13          8          7         25         29:
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  :                 78.2       66.2       85.5       79.7       61.9       53.1       64.7       60.4
Old  :                 78.2       66.2       85.5       79.7       61.9       53.1       64.7       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated November 30, 2007