VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       45,726
COMMITMENTS
   1,995    6,535    2,074   33,579   31,800   37,648   40,409    8,078    5,317

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      3,407)
  -1,178     -213      221    3,368    2,192    2,411    2,200      996    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     14.3      4.5     73.4     69.5     82.3     88.4     17.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        8        7       11        6       24       15
 

Updated April 13, 2007