VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       39,150
COMMITMENTS
   6,177   10,312      449   23,882   23,181   30,508   33,942    8,642    5,208

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      4,206)
   1,629      929      -28      284    2,744    1,885    3,645    2,321      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     26.3      1.1     61.0     59.2     77.9     86.7     22.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        7        5       10        6       20       16
 
 

No report this week.


Updated February 9, 2007