NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,805,438
COMMITMENTS
 516,311   29,552  1251337  2005756  2509935  3773404  3790824   32,034   14,614

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.8     32.9     52.7     66.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      48       25       65      118      109      189      177
 

Updated January 15, 2010