VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, April 3, 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
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    42,319:     3,173      6,748      1,853     30,211     29,608     35,237     38,209:     7,082      4,110
Old  :    42,319:     3,173      6,748      1,853     30,211     29,608     35,237     38,209:     7,082      4,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :       945:      -607       -119        216        319        517        -72        614:     1,017        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       15.9        4.4       71.4       70.0       83.3       90.3:      16.7        9.7
Old  :     100.0:       7.5       15.9        4.4       71.4       70.0       83.3       90.3:      16.7        9.7
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  :        26:        10          6          6         10          6         23         15:
Old  :        26:        10          6          6         10          6         23         15:
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  :                 61.0       72.8       71.5       85.4       60.9       67.3       66.6       75.1
Old  :                 61.0       72.8       71.5       85.4       60.9       67.3       66.6       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated April 6, 2007