VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, March 6, 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  :    38,748:     3,158      3,068      2,677     22,038     24,404     27,873     30,149:    10,875      8,599
Old  :    38,748:     3,158      3,068      2,677     22,038     24,404     27,873     30,149:    10,875      8,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     2,632:      -546     -3,694      1,972     -1,069      1,429        357       -293:     2,275      2,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        7.9        6.9       56.9       63.0       71.9       77.8:      28.1       22.2
Old  :     100.0:       8.2        7.9        6.9       56.9       63.0       71.9       77.8:      28.1       22.2
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:         8          5          6          9          6         20         14:
Old  :        22:         8          5          6          9          6         20         14:
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  :                 49.8       63.3       60.7       74.4       48.4       57.4       52.7       60.6
Old  :                 49.8       63.3       60.7       74.4       48.4       57.4       52.7       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated March 9, 2007