VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    68,704:     9,301      8,102     11,383     41,051     43,974     61,735     63,459:     6,969      5,245
Old  :    68,704:     9,301      8,102     11,383     41,051     43,974     61,735     63,459:     6,969      5,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    -3,174:       889       -971     -1,677        647      4,449       -141      1,801:    -3,033     -4,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       11.8       16.6       59.8       64.0       89.9       92.4:      10.1        7.6
Old  :     100.0:      13.5       11.8       16.6       59.8       64.0       89.9       92.4:      10.1        7.6
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:        13         10         10         10          9         29         25:
Old  :        36:        13         10         10         10          9         29         25:
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  :                 63.9       62.1       75.2       76.5       50.8       54.2       56.8       61.2
Old  :                 63.9       62.1       75.2       76.5       50.8       54.2       56.8       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 28, 2007