VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008               
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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  :    48,843:     4,637     22,717      3,770     33,972     18,411     42,379     44,898:     6,464      3,945
Old  :    48,843:     4,637     22,717      3,770     33,972     18,411     42,379     44,898:     6,464      3,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2008                    :
     :   -10,148:       334     -2,212        392     -8,680     -4,425     -7,954     -6,245:    -2,194     -3,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       46.5        7.7       69.6       37.7       86.8       91.9:      13.2        8.1
Old  :     100.0:       9.5       46.5        7.7       69.6       37.7       86.8       91.9:      13.2        8.1
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  :        32:        10         10         11         11          7         28         22:
Old  :        32:        10         10         11         11          7         28         22:
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  :                 62.1       68.9       71.5       83.4       39.8       45.1       45.0       54.6
Old  :                 62.1       68.9       71.5       83.4       39.8       45.1       45.0       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 29, 2008