VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    55,619:     9,182     12,783      4,927     30,663     29,613     44,772     47,323:    10,847      8,296
Old  :    55,619:     9,182     12,783      4,927     30,663     29,613     44,772     47,323:    10,847      8,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     5,695:       501        648      1,237      1,895      1,848      3,633      3,733:     2,062      1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       23.0        8.9       55.1       53.2       80.5       85.1:      19.5       14.9
Old  :     100.0:      16.5       23.0        8.9       55.1       53.2       80.5       85.1:      19.5       14.9
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  :        37:        18          9         11          7          7         31         21:
Old  :        37:        18          9         11          7          7         31         21:
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  :                 52.3       46.1       63.0       66.1       40.0       40.7       46.7       54.7
Old  :                 52.3       46.1       63.0       66.1       40.0       40.7       46.7       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007