VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :    52,415:    11,618     12,830      5,097     27,831     27,941     44,546     45,868:     7,869      6,547
Old  :    52,415:    11,618     12,830      5,097     27,831     27,941     44,546     45,868:     7,869      6,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :     4,079:       859     -2,082      2,921       -343        974      3,437      1,813:       642      2,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       24.5        9.7       53.1       53.3       85.0       87.5:      15.0       12.5
Old  :     100.0:      22.2       24.5        9.7       53.1       53.3       85.0       87.5:      15.0       12.5
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  :        29:        12          8         13          9          6         27         21:
Old  :        29:        12          8         13          9          6         27         21:
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  :                 55.2       63.4       68.0       77.1       32.9       40.2       37.9       46.4
Old  :                 55.2       63.4       68.0       77.1       32.9       40.2       37.9       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 18, 2008