VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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  :    43,723:     2,992     27,400      5,436     30,270      3,245     38,698     36,081:     5,025      7,642
Old  :    43,723:     2,992     27,400      5,436     30,270      3,245     38,698     36,081:     5,025      7,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 28, 2008                     :
     :       -17:    -1,166        318       -126      1,541        654        249        846:      -266       -863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       62.7       12.4       69.2        7.4       88.5       82.5:      11.5       17.5
Old  :     100.0:       6.8       62.7       12.4       69.2        7.4       88.5       82.5:      11.5       17.5
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  :        24:         7         13         12          4          3         19         20:
Old  :        24:         7         13         12          4          3         19         20:
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  :                 72.5       56.7       83.7       70.0       67.2       51.9       71.0       61.5
Old  :                 72.5       56.7       83.7       70.0       67.2       51.9       71.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 7, 2008