VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       41,374
COMMITMENTS
   3,780    6,867    1,637   29,892   29,091   35,309   37,595    6,065    3,779

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -3,681)
    -131    2,678   -1,746     -757   -3,631   -2,634   -2,699   -1,047     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     16.6      4.0     72.2     70.3     85.3     90.9     14.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        6        6       10        6       23       15
 

Updated March 30, 2007