VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    48,453:     4,864      8,803      2,018     29,819     29,555     36,701     40,376:    11,752      8,077
Old  :    48,453:     4,864      8,803      2,018     29,819     29,555     36,701     40,376:    11,752      8,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :     7,451:     1,666        464        819      1,301      2,333      3,786      3,616:     3,665      3,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       18.2        4.2       61.5       61.0       75.7       83.3:      24.3       16.7
Old  :     100.0:      10.0       18.2        4.2       61.5       61.0       75.7       83.3:      24.3       16.7
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  :        35:        12         11          7         10          7         29         19:
Old  :        35:        12         11          7         10          7         29         19:
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  :                 54.6       57.1       63.8       72.6       41.6       39.9       46.7       52.5
Old  :                 54.6       57.1       63.8       72.6       41.6       39.9       46.7       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 11, 2007