VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    62,933:     5,751      9,998     12,349     39,397     36,079     57,497     58,426:     5,436      4,507
Old  :    62,933:     5,751      9,998     12,349     39,397     36,079     57,497     58,426:     5,436      4,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -21,576:    -3,395     -6,918     -4,617    -10,839     -5,130    -18,851    -16,665:    -2,725     -4,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       15.9       19.6       62.6       57.3       91.4       92.8:       8.6        7.2
Old  :     100.0:       9.1       15.9       19.6       62.6       57.3       91.4       92.8:       8.6        7.2
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:        11         13         10         11          9         28         27:
Old  :        37:        11         13         10         11          9         28         27:
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  :                 69.4       54.6       78.7       73.0       50.5       43.6       53.8       52.8
Old  :                 69.4       54.6       78.7       73.0       50.5       43.6       53.8       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 31, 2007