VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    34,944:     4,548      9,383        477     23,598     20,437     28,623     30,297:     6,321      4,647
Old  :    34,944:     4,548      9,383        477     23,598     20,437     28,623     30,297:     6,321      4,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -640:      -148       -451        117         98     -1,451         67     -1,785:      -707      1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       26.9        1.4       67.5       58.5       81.9       86.7:      18.1       13.3
Old  :     100.0:      13.0       26.9        1.4       67.5       58.5       81.9       86.7:      18.1       13.3
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  :        23:         9          5          3          9          4         19         11:
Old  :        23:         9          5          3          9          4         19         11:
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  :                 53.0       72.3       67.3       84.8       52.9       64.4       61.8       70.8
Old  :                 53.0       72.3       67.3       84.8       52.9       64.4       61.8       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 
 

No report this week.


Updated February 2, 2007