VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X VBI)                                                               :
     :          :                                                                            :
All  :    38,528:     5,286     10,684        565     23,081     22,275     28,932     33,524:     9,596      5,004
Old  :    38,528:     5,286     10,684        565     23,081     22,275     28,932     33,524:     9,596      5,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     4,398:     1,126        -13        153        816      1,911      2,095      2,051:     2,303      2,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       27.7        1.5       59.9       57.8       75.1       87.0:      24.9       13.0
Old  :     100.0:      13.7       27.7        1.5       59.9       57.8       75.1       87.0:      24.9       13.0
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:         9          6          3          9          4         20         11:
Old  :        24:         9          6          3          9          4         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  :                 48.9       74.6       61.9       84.3       46.5       66.3       56.0       71.1
Old  :                 48.9       74.6       61.9       84.3       46.5       66.3       56.0       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 
  

No report this week.


Updated January 19, 2007