VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       37,055
COMMITMENTS
   4,080    2,993    2,921   23,138   26,488   30,139   32,402    6,916    4,653

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     -1,693)
     922      -75      244    1,100    2,084    2,266    2,253   -3,959   -3,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.1      7.9     62.4     71.5     81.3     87.4     18.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        5        7        9        5       21       15
 

Updated March 16, 2007