VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    40,773:     8,077     11,546      4,984     21,802     20,049     34,863     36,579:     5,910      4,194
Old  :    40,773:     8,077     11,546      4,984     21,802     20,049     34,863     36,579:     5,910      4,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -11,642:    -3,541     -1,284       -113     -6,029     -7,892     -9,683     -9,289:    -1,959     -2,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       28.3       12.2       53.5       49.2       85.5       89.7:      14.5       10.3
Old  :     100.0:      19.8       28.3       12.2       53.5       49.2       85.5       89.7:      14.5       10.3
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  :        27:        10          8          9          9          6         24         18:
Old  :        27:        10          8          9          9          6         24         18:
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  :                 46.3       65.5       64.9       83.2       30.6       45.1       39.1       51.6
Old  :                 46.3       65.5       64.9       83.2       30.6       45.1       39.1       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 25, 2008