VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    46,313:     3,000      7,986      2,171     29,912     27,771     35,083     37,928:    11,230      8,385
Old  :    46,313:     3,000      7,986      2,171     29,912     27,771     35,083     37,928:    11,230      8,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2007                       :
     :       587:     1,005      1,451         97     -3,667     -4,029     -2,565     -2,481:     3,152      3,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       17.2        4.7       64.6       60.0       75.8       81.9:      24.2       18.1
Old  :     100.0:       6.5       17.2        4.7       64.6       60.0       75.8       81.9:      24.2       18.1
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  :        30:        10          9          8         11          6         27         17:
Old  :        30:        10          9          8         11          6         27         17:
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  :                 53.6       62.4       63.1       74.7       41.9       46.7       45.6       52.8
Old  :                 53.6       62.4       63.1       74.7       41.9       46.7       45.6       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated April 20, 2007