CFTC Commitments of Traders Long Report

VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X VBI) : : : : All : 34,191: 3,636 11,131 412 22,676 19,977 26,724 31,520: 7,467 2,671 Old : 34,191: 3,636 11,131 412 22,676 19,977 26,724 31,520: 7,467 2,671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 26, 2006 : : -2,493: 148 -57 -296 -725 259 -873 -94: -1,620 -2,399 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 32.6 1.2 66.3 58.4 78.2 92.2: 21.8 7.8 Old : 100.0: 10.6 32.6 1.2 66.3 58.4 78.2 92.2: 21.8 7.8 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 : 23: 6 7 1 10 5 17 12: Old : 23: 6 7 1 10 5 17 12: 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 : 53.9 79.4 68.1 89.4 52.0 71.3 59.7 76.7 Old : 53.9 79.4 68.1 89.4 52.0 71.3 59.7 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

No report this week.

Updated January 8, 2007