NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,329,698
COMMITMENTS
 385,047   64,988  1531570  2367231  2700036  4283848  4296594   45,850   33,104

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -1,201)
 -11,403   -3,441  -47,542   46,092   39,253  -12,853  -11,730   11,652   10,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.5     35.4     54.7     62.4     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      49       31       74      131      125      211      201
 

Updated June 25, 2010