NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,723,761
COMMITMENTS
 574,607   36,455  1147413  1969272  2519950  3691292  3703818   32,469   19,943

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:   -165,560)
 -25,059   -3,332  -32,827 -111,234 -134,598 -169,120 -170,757    3,560    5,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      1.0     30.8     52.9     67.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      49       24       66      118      114      191      182