VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       39,866
COMMITMENTS
   5,658    7,966      509   24,149   24,846   30,316   33,321    9,550    6,545

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:        716)
    -519   -2,346       60      267    1,665     -192     -621      908    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     20.0      1.3     60.6     62.3     76.0     83.6     24.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        5        4        9        5       22       12
 
 

No report this week.


Updated February 16, 2007