NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,213,163
COMMITMENTS
 340,473   82,877  1478781  2370421  2637222  4189675  4198880   23,488   14,283

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -85,073)
 -33,982  -30,818   42,608  -90,710  -91,033  -82,084  -79,243   -2,989   -5,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.0     35.1     56.3     62.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       34       70      131      124      206      200
 

Updated June 4, 2010