VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       32,486
COMMITMENTS
   3,641    7,328      315   22,430   21,350   26,386   28,993    6,100    3,493

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -7,380)
  -2,017     -638     -194   -1,719   -3,496   -3,930   -4,328   -3,450   -3,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     22.6      1.0     69.0     65.7     81.2     89.2     18.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        3        8        4       19       10
 
 

No report this week.


Updated February 23, 2007