VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       42,319
COMMITMENTS
   3,173    6,748    1,853   30,211   29,608   35,237   38,209    7,082    4,110

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        945)
    -607     -119      216      319      517      -72      614    1,017      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     15.9      4.4     71.4     70.0     83.3     90.3     16.7      9.7

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

Updated April 6, 2007