VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    69,634:     8,437      9,599     12,205     41,545     40,334     62,187     62,138:     7,447      7,496
Old  :    69,634:     8,437      9,599     12,205     41,545     40,334     62,187     62,138:     7,447      7,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :     5,120:     1,262        -88      1,340      1,809      2,925      4,411      4,177:       709        943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       13.8       17.5       59.7       57.9       89.3       89.2:      10.7       10.8
Old  :     100.0:      12.1       13.8       17.5       59.7       57.9       89.3       89.2:      10.7       10.8
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  :        38:        13         10         10         12         10         29         28:
Old  :        38:        13         10         10         12         10         29         28:
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  :                 62.7       56.1       71.9       71.7       46.5       44.1       52.3       52.1
Old  :                 62.7       56.1       71.9       71.7       46.5       44.1       52.3       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 14, 2007