NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,720,691
COMMITMENTS
 591,564  103,808  1104721  1998061  2499425  3694346  3707954   26,345   12,737

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:   -201,568)
  26,181   14,596  -84,911 -136,092 -124,381 -194,822 -194,696   -6,746   -6,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      2.8     29.7     53.7     67.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      44       32       70      119      114      194      188
 

Updated March 2, 2010