NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 4,336,901: 389,113 54,138 1,504,810 2,407,001 2,753,095 4,300,924 4,312,043: 35,977 24,858 Old : 4,336,901: 389,113 54,138 1,504,810 2,407,001 2,753,095 4,300,924 4,312,043: 35,977 24,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 123,738: 48,640 -28,739 26,029 36,580 115,873 111,249 113,163: 12,489 10,575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 1.2 34.7 55.5 63.5 99.2 99.4: 0.8 0.6 Old : 100.0: 9.0 1.2 34.7 55.5 63.5 99.2 99.4: 0.8 0.6 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 : 218: 48 28 70 130 126 206 200: Old : 218: 48 28 70 130 126 206 200: 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 : 26.3 22.3 41.3 37.2 9.3 11.0 14.3 16.2 Old : 26.3 22.3 41.3 37.2 9.3 11.0 14.3 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010