VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       36,116
COMMITMENTS
   3,704    6,762      705   23,107   22,975   27,516   30,442    8,600    5,674

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      3,630)
      63     -566      390      677    1,625    1,130    1,449    2,500    2,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     18.7      2.0     64.0     63.6     76.2     84.3     23.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        5        3       10        5       21       10
 

Updated March 2, 2007