NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,017,839
COMMITMENTS
 265,182   94,543  1414242  2305401  2485240  3984825  3994025   33,014   23,814

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     46,129)
 -29,064   38,731   35,568   47,158  -21,939   53,662   52,360   -7,533   -6,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.4     35.2     57.4     61.9     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      44       35       74      139      128      217      204
 

Updated August 13, 2010