VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       34,944
COMMITMENTS
   4,548    9,383      477   23,598   20,437   28,623   30,297    6,321    4,647

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -640)
    -148     -451      117       98   -1,451       67   -1,785     -707    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     26.9      1.4     67.5     58.5     81.9     86.7     18.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        5        3        9        4       19       11
 
 

No report this week.


Updated February 2, 2007