VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       46,313
COMMITMENTS
   3,000    7,986    2,171   29,912   27,771   35,083   37,928   11,230    8,385

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        587)
   1,005    1,451       97   -3,667   -4,029   -2,565   -2,481    3,152    3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     17.2      4.7     64.6     60.0     75.8     81.9     24.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        9        8       11        6       27       17
 

Updated April 20, 2007