VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       34,130
COMMITMENTS
   4,160   10,697      412   22,265   20,364   26,837   31,473    7,293    2,657

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        -61)
     524     -434        0     -411      387      113      -47     -174      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     31.3      1.2     65.2     59.7     78.6     92.2     21.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        7        1        8        3       16       10
 
 

No report this week.


Updated January 12, 2007