CFTC Commitments of Traders Long Report

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 ------------------------------------------------------------------------------------------------------------------- : : ($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