VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       40,895
COMMITMENTS
   4,086   11,035      704   26,882   25,443   31,672   37,182    9,223    3,713

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,649)
     202     -713      544     -200    1,256      546    1,087    1,103      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     27.0      1.7     65.7     62.2     77.4     90.9     22.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        7        3       12        5       25       12
 

Updated December 15, 2006