VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       37,795
COMMITMENTS
   1,940    7,226    1,064   27,520   25,624   30,524   33,914    7,271    3,881

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -8,518)
  -1,060     -760   -1,107   -2,392   -2,147   -4,559   -4,014   -3,959   -4,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     19.1      2.8     72.8     67.8     80.8     89.7     19.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        7        5       11        6       23       15
 

Updated April 27, 2007