NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,165,978
COMMITMENTS
 291,688   67,424  1451697  2378711  2610877  4122096  4129998   43,882   35,980

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -94,092)
  36,249    4,423 -147,291   44,100   69,437  -66,942  -73,431  -27,150  -20,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.6     34.8     57.1     62.7     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      42       36       70      141      129      216      202
 

Updated July 30, 2010