NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 4,173,887:   282,442    103,266  1,511,141  2,312,260  2,505,377  4,105,843  4,119,784:    68,044     54,103
Old  : 4,173,887:   282,442    103,266  1,511,141  2,312,260  2,505,377  4,105,843  4,119,784:    68,044     54,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    77,865:   -61,994     24,414     23,047     92,547      8,853     53,600     56,314:    24,265     21,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        2.5       36.2       55.4       60.0       98.4       98.7:       1.6        1.3
Old  :     100.0:       6.8        2.5       36.2       55.4       60.0       98.4       98.7:       1.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        39         41         74        139        127        218        205:
Old  :       228:        39         41         74        139        127        218        205:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       25.0       41.1       40.7        9.8       12.4       14.5       17.5
Old  :                 26.0       25.0       41.1       40.7        9.8       12.4       14.5       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 16, 2010