NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,956,034
COMMITMENTS
 581,618   57,466  1205537  2122779  2658600  3909934  3921603   46,100   34,431

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     57,014)
  14,459   10,477  -17,246   50,728   53,053   47,941   46,284    9,073   10,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      1.5     30.5     53.7     67.2     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      46       29       66      123      119      194      190
 

Updated February 19, 2010