VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :    53,298:    10,600     10,120      6,761     27,559     32,387     44,920     49,268:     8,378      4,030
Old  :    53,298:    10,600     10,120      6,761     27,559     32,387     44,920     49,268:     8,378      4,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2008                    :
     :     1,335:       -82     -3,627        772        736      3,797      1,426        942:       -91        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       19.0       12.7       51.7       60.8       84.3       92.4:      15.7        7.6
Old  :     100.0:      19.9       19.0       12.7       51.7       60.8       84.3       92.4:      15.7        7.6
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  :        33:        17          6          7         10          6         30         16:
Old  :        33:        17          6          7         10          6         30         16:
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  :                 50.1       77.5       62.2       88.9       36.1       55.6       43.3       61.7
Old  :                 50.1       77.5       62.2       88.9       36.1       55.6       43.3       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 12, 2008