VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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  :    44,573:     2,263     29,256      6,142     31,943      3,142     40,348     38,540:     4,225      6,033
Old  :    44,573:     2,263     29,256      6,142     31,943      3,142     40,348     38,540:     4,225      6,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 4, 2008                     :
     :       850:      -729      1,856        706      1,673       -103      1,650      2,459:      -800     -1,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       65.6       13.8       71.7        7.0       90.5       86.5:       9.5       13.5
Old  :     100.0:       5.1       65.6       13.8       71.7        7.0       90.5       86.5:       9.5       13.5
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  :        25:         6         14         12          4          3         19         21:
Old  :        25:         6         14         12          4          3         19         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  :                 76.4       61.8       85.6       73.9       68.3       56.0       71.9       64.8
Old  :                 76.4       61.8       85.6       73.9       68.3       56.0       71.9       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 14, 2007