VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       36,684
COMMITMENTS
   3,488   11,188      708   23,401   19,718   27,597   31,614    9,087    5,070

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -4,211)
    -598      153        4   -3,481   -5,725   -4,075   -5,568     -136    1,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     30.5      1.9     63.8     53.8     75.2     86.2     24.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6        2       11        5       20       11
 

Updated December 22, 2006