VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    37,795:     1,940      7,226      1,064     27,520     25,624     30,524     33,914:     7,271      3,881
Old  :    37,795:     1,940      7,226      1,064     27,520     25,624     30,524     33,914:     7,271      3,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    -8,518:    -1,060       -760     -1,107     -2,392     -2,147     -4,559     -4,014:    -3,959     -4,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       19.1        2.8       72.8       67.8       80.8       89.7:      19.2       10.3
Old  :     100.0:       5.1       19.1        2.8       72.8       67.8       80.8       89.7:      19.2       10.3
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  :        27:         8          7          5         11          6         23         15:
Old  :        27:         8          7          5         11          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  :                 63.2       70.5       71.8       83.8       51.4       54.1       55.1       64.3
Old  :                 63.2       70.5       71.8       83.8       51.4       54.1       55.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated April 27, 2007