VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       45,055
COMMITMENTS
   3,911    4,189    3,383   30,649   32,722   37,943   40,294    7,112    4,761

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      8,000)
    -169    1,196      462    7,511    6,234    7,804    7,892      196      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      9.3      7.5     68.0     72.6     84.2     89.4     15.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        7        7        9        5       23       15
 

Updated March 23, 2007