VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    49,633:     3,233     20,174      6,238     31,146     15,520     40,617     41,932:     9,016      7,701
Old  :    49,633:     3,233     20,174      6,238     31,146     15,520     40,617     41,932:     9,016      7,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -3,160:      -534     -1,338       -629     -2,833     -2,457     -3,996     -4,424:       836      1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       40.6       12.6       62.8       31.3       81.8       84.5:      18.2       15.5
Old  :     100.0:       6.5       40.6       12.6       62.8       31.3       81.8       84.5:      18.2       15.5
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  :        34:         7         17         10          9          8         24         27:
Old  :        34:         7         17         10          9          8         24         27:
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  :                 64.7       53.9       72.3       70.2       40.8       32.7       43.8       42.1
Old  :                 64.7       53.9       72.3       70.2       40.8       32.7       43.8       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 21, 2008