VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :    57,640:     9,098     28,621      8,814     31,453      6,266     49,365     43,701:     8,275     13,939
Old  :    57,640:     9,098     28,621      8,814     31,453      6,266     49,365     43,701:     8,275     13,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :     3,964:    -1,467      4,696     -2,077      6,032        309      2,488      2,928:     1,476      1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       49.7       15.3       54.6       10.9       85.6       75.8:      14.4       24.2
Old  :     100.0:      15.8       49.7       15.3       54.6       10.9       85.6       75.8:      14.4       24.2
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  :        32:         9         18         16          5          4         25         27:
Old  :        32:         9         18         16          5          4         25         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  :                 63.1       42.1       76.2       55.4       58.0       35.6       61.7       44.8
Old  :                 63.1       42.1       76.2       55.4       58.0       35.6       61.7       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 24, 2008