VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    42,818:     8,721     12,788      2,678     25,789     24,995     37,188     40,461:     5,630      2,357
Old  :    42,818:     8,721     12,788      2,678     25,789     24,995     37,188     40,461:     5,630      2,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :       241:     1,699      1,332        661       -524       -589      1,836      1,404:    -1,595     -1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       29.9        6.3       60.2       58.4       86.9       94.5:      13.1        5.5
Old  :     100.0:      20.4       29.9        6.3       60.2       58.4       86.9       94.5:      13.1        5.5
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  :        41:        18         10          8         10          7         34         20:
Old  :        41:        18         10          8         10          7         34         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  :                 52.1       51.1       65.9       75.7       47.3       44.0       56.1       65.0
Old  :                 52.1       51.1       65.9       75.7       47.3       44.0       56.1       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 8, 2007