NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,922,259
COMMITMENTS
 565,383   89,212  1189632  2134153  2623806  3889168  3902650   33,091   19,609

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -33,775)
 -16,235   31,746  -15,905   11,374  -34,794  -20,766  -18,953  -13,009  -14,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.3     30.3     54.4     66.9     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      38       35       68      125      122      197      193
 

Updated February 26, 2010