VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007                    
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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  :    51,613:     6,308     11,265      2,124     29,921     29,079     38,353     42,468:    13,260      9,145
Old  :    51,613:     6,308     11,265      2,124     29,921     29,079     38,353     42,468:    13,260      9,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -4,092:        -3      1,846       -254     -1,367     -2,830     -1,624     -1,238:    -2,468     -2,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.8        4.1       58.0       56.3       74.3       82.3:      25.7       17.7
Old  :     100.0:      12.2       21.8        4.1       58.0       56.3       74.3       82.3:      25.7       17.7
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:        15         11          6          9          7         29         19:
Old  :        37:        15         11          6          9          7         29         19:
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  :                 53.9       50.1       64.4       68.4       37.4       31.7       42.4       47.9
Old  :                 53.9       50.1       64.4       68.4       37.4       31.7       42.4       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2007