VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2007                     
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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  :    41,002:     3,198      8,339      1,199     28,518     27,222     32,915     36,760:     8,087      4,242
Old  :    41,002:     3,198      8,339      1,199     28,518     27,222     32,915     36,760:     8,087      4,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2007                       :
     :     3,207:     1,258      1,113        135        998      1,598      2,391      2,846:       816        361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       20.3        2.9       69.6       66.4       80.3       89.7:      19.7       10.3
Old  :     100.0:       7.8       20.3        2.9       69.6       66.4       80.3       89.7:      19.7       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  :        33:        10         11          7         11          7         27         20:
Old  :        33:        10         11          7         11          7         27         20:
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  :                 59.5       66.3       69.4       80.1       47.9       50.8       53.2       60.9
Old  :                 59.5       66.3       69.4       80.1       47.9       50.8       53.2       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 27, 2007