CFTC Commitments of Traders Long Report

VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 34,130: 4,160 10,697 412 22,265 20,364 26,837 31,473: 7,293 2,657 Old : 34,130: 4,160 10,697 412 22,265 20,364 26,837 31,473: 7,293 2,657 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 3, 2007 : : -61: 524 -434 0 -411 387 113 -47: -174 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 31.3 1.2 65.2 59.7 78.6 92.2: 21.4 7.8 Old : 100.0: 12.2 31.3 1.2 65.2 59.7 78.6 92.2: 21.4 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 : 22: 7 7 1 8 3 16 10: Old : 22: 7 7 1 8 3 16 10: 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 : 54.5 80.9 68.3 90.7 52.7 72.8 60.9 78.5 Old : 54.5 80.9 68.3 90.7 52.7 72.8 60.9 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

No report this week.

Updated January 12, 2007