VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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  :    91,566:     8,372     12,896     10,105     62,756     58,705     81,233     81,706:    10,333      9,860
Old  :    91,566:     8,372     12,896     10,105     62,756     58,705     81,233     81,706:    10,333      9,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     9,654:      -887       -853        308      8,644      8,770      8,065      8,225:     1,589      1,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       14.1       11.0       68.5       64.1       88.7       89.2:      11.3       10.8
Old  :     100.0:       9.1       14.1       11.0       68.5       64.1       88.7       89.2:      11.3       10.8
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:         9         14         14         11          9         29         29:
Old  :        37:         9         14         14         11          9         29         29:
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  :                 65.6       61.8       76.5       74.7       54.5       51.9       59.4       57.6
Old  :                 65.6       61.8       76.5       74.7       54.5       51.9       59.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 26, 2007