VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       41,002
COMMITMENTS
   3,198    8,339    1,199   28,518   27,222   32,915   36,760    8,087    4,242

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      3,207)
   1,258    1,113      135      998    1,598    2,391    2,846      816      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     20.3      2.9     69.6     66.4     80.3     89.7     19.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       11        7       11        7       27       20
 

Updated April 27, 2007