VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    56,256:    10,850     19,811      3,231     30,591     28,496     44,672     51,538:    11,584      4,718
Old  :    56,256:    10,850     19,811      3,231     30,591     28,496     44,672     51,538:    11,584      4,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :   -18,927:    -2,820     -2,764       -975     -7,982    -10,642    -11,777    -14,381:    -7,150     -4,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       35.2        5.7       54.4       50.7       79.4       91.6:      20.6        8.4
Old  :     100.0:      19.3       35.2        5.7       54.4       50.7       79.4       91.6:      20.6        8.4
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  :        32:        15          8          7          9          5         27         17:
Old  :        32:        15          8          7          9          5         27         17:
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  :                 45.8       59.5       59.5       82.1       24.5       37.2       31.2       48.8
Old  :                 45.8       59.5       59.5       82.1       24.5       37.2       31.2       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated May 30,2008