VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    55,705:     6,311      9,419      2,378     31,288     31,909     39,977     43,706:    15,728     11,999
Old  :    55,705:     6,311      9,419      2,378     31,288     31,909     39,977     43,706:    15,728     11,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     7,252:     1,447        616        360      1,469      2,354      3,276      3,330:     3,976      3,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.9        4.3       56.2       57.3       71.8       78.5:      28.2       21.5
Old  :     100.0:      11.3       16.9        4.3       56.2       57.3       71.8       78.5:      28.2       21.5
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  :        39:        16         11         10         10          8         31         24:
Old  :        39:        16         11         10         10          8         31         24:
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  :                 49.7       52.2       59.7       67.5       37.2       36.7       42.1       48.2
Old  :                 49.7       52.2       59.7       67.5       37.2       36.7       42.1       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 18, 2007