VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    81,959:     8,281     15,842     12,113     49,874     40,610     70,268     68,565:    11,691     13,394
Old  :    81,959:     8,281     15,842     12,113     49,874     40,610     70,268     68,565:    11,691     13,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    11,608:    -3,619        359      7,512     10,722      4,684     14,615     12,555:    -3,007       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       19.3       14.8       60.9       49.5       85.7       83.7:      14.3       16.3
Old  :     100.0:      10.1       19.3       14.8       60.9       49.5       85.7       83.7:      14.3       16.3
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  :        40:        14         13         10         10         12         30         29:
Old  :        40:        14         13         10         10         12         30         29:
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  :                 65.5       47.2       75.3       67.0       49.9       43.8       54.5       51.9
Old  :                 65.5       47.2       75.3       67.0       49.9       43.8       54.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated August 10, 2007