VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :    45,173:     7,983     15,727      3,571     27,323     22,585     38,877     41,883:     6,296      3,290
Old  :    45,173:     7,983     15,727      3,571     27,323     22,585     38,877     41,883:     6,296      3,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -14,141:    -1,204      1,554     -2,305     -7,522    -11,172    -11,031    -11,923:    -3,110     -2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       34.8        7.9       60.5       50.0       86.1       92.7:      13.9        7.3
Old  :     100.0:      17.7       34.8        7.9       60.5       50.0       86.1       92.7:      13.9        7.3
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  :        29:        10          9         11          9          6         26         20:
Old  :        29:        10          9         11          9          6         26         20:
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  :                 54.9       66.1       67.6       84.6       31.6       41.9       37.5       51.1
Old  :                 54.9       66.1       67.6       84.6       31.6       41.9       37.5       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 27, 2008