VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       39,246
COMMITMENTS
   3,884   11,748      160   27,082   24,187   31,126   36,095    8,120    3,151

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      1,805)
      98      625       61    1,491    1,907    1,650    2,593      155     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     29.9      0.4     69.0     61.6     79.3     92.0     20.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        7        1       12        5       22       12
 

Updated December 8, 2006