VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
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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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     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    36,684:     3,488     11,188        708     23,401     19,718     27,597     31,614:     9,087      5,070
Old  :    36,684:     3,488     11,188        708     23,401     19,718     27,597     31,614:     9,087      5,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :    -4,211:      -598        153          4     -3,481     -5,725     -4,075     -5,568:      -136      1,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       30.5        1.9       63.8       53.8       75.2       86.2:      24.8       13.8
Old  :     100.0:       9.5       30.5        1.9       63.8       53.8       75.2       86.2:      24.8       13.8
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  :        24:         7          6          2         11          5         20         11:
Old  :        24:         7          6          2         11          5         20         11:
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  :                 50.8       73.5       64.6       83.7       49.2       64.4       55.7       70.8
Old  :                 50.8       73.5       64.6       83.7       49.2       64.4       55.7       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 22, 2006