VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
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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  :    59,757:     6,179     18,557      3,405     40,881     29,100     50,465     51,062:     9,292      8,695
Old  :    59,757:     6,179     18,557      3,405     40,881     29,100     50,465     51,062:     9,292      8,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     3,448:       768        -98       -391        -77        782        300        293:     3,148      3,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       31.1        5.7       68.4       48.7       84.5       85.4:      15.5       14.6
Old  :     100.0:      10.3       31.1        5.7       68.4       48.7       84.5       85.4:      15.5       14.6
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  :        21:         6          8          4          6          3         16         12:
Old  :        21:         6          8          4          6          3         16         12:
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  :                 76.4       70.1       80.3       83.1       52.9       45.3       55.7       55.5
Old  :                 76.4       70.1       80.3       83.1       52.9       45.3       55.7       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2008