NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 3,805,438: 516,311 29,552 1,251,337 2,005,756 2,509,935 3,773,404 3,790,824: 32,034 14,614 Old : 3,805,438: 516,311 29,552 1,251,337 2,005,756 2,509,935 3,773,404 3,790,824: 32,034 14,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.8 32.9 52.7 66.0 99.2 99.6: 0.8 0.4 Old : 100.0: 13.6 0.8 32.9 52.7 66.0 99.2 99.6: 0.8 0.4 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 : 201: 48 25 65 118 109 189 177: Old : 201: 48 25 65 118 109 189 177: 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 : 29.3 29.9 41.9 45.2 12.2 15.3 18.4 24.0 Old : 29.3 29.9 41.9 45.2 12.2 15.3 18.4 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010