VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007                  
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    45,726:     1,995      6,535      2,074     33,579     31,800     37,648     40,409:     8,078      5,317
Old  :    45,726:     1,995      6,535      2,074     33,579     31,800     37,648     40,409:     8,078      5,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :     3,407:    -1,178       -213        221      3,368      2,192      2,411      2,200:       996      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       14.3        4.5       73.4       69.5       82.3       88.4:      17.7       11.6
Old  :     100.0:       4.4       14.3        4.5       73.4       69.5       82.3       88.4:      17.7       11.6
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  :        26:         7          8          7         11          6         24         15:
Old  :        26:         7          8          7         11          6         24         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  :                 61.1       69.8       71.2       82.3       55.3       57.5       59.7       66.5
Old  :                 61.1       69.8       71.2       82.3       55.3       57.5       59.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 13, 2007