VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    75,183:    13,670     22,575      4,206     38,573     39,138     56,449     65,919:    18,734      9,264
Old  :    75,183:    13,670     22,575      4,206     38,573     39,138     56,449     65,919:    18,734      9,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     7,998:     1,408       -716     -1,978      2,913      5,940      2,343      3,246:     5,655      4,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       30.0        5.6       51.3       52.1       75.1       87.7:      24.9       12.3
Old  :     100.0:      18.2       30.0        5.6       51.3       52.1       75.1       87.7:      24.9       12.3
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  :        36:        16         10          7         10          5         31         17:
Old  :        36:        16         10          7         10          5         31         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  :                 42.5       61.1       54.7       79.3       25.3       37.0       32.6       50.4
Old  :                 42.5       61.1       54.7       79.3       25.3       37.0       32.6       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated May 23, 2008