VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :    84,509:     9,146     16,916     16,966     50,236     41,209     76,348     75,091:     8,161      9,418
Old  :    84,509:     9,146     16,916     16,966     50,236     41,209     76,348     75,091:     8,161      9,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :       -60:     1,203     -1,270        835     -2,203      1,452       -165      1,017:       105     -1,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       20.0       20.1       59.4       48.8       90.3       88.9:       9.7       11.1
Old  :     100.0:      10.8       20.0       20.1       59.4       48.8       90.3       88.9:       9.7       11.1
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  :        48:        16         18         15         10         10         35         35:
Old  :        48:        16         18         15         10         10         35         35:
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  :                 58.1       47.6       71.1       66.3       44.9       40.5       52.4       49.1
Old  :                 58.1       47.6       71.1       66.3       44.9       40.5       52.4       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 24, 2007