NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010                  
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 3,916,704:   610,807    114,374  1,122,001  2,162,018  2,667,445  3,894,826  3,903,820:    21,878     12,884
Old  : 3,916,704:   610,807    114,374  1,122,001  2,162,018  2,667,445  3,894,826  3,903,820:    21,878     12,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   109,425:    -1,258     26,046     17,242     78,814     62,927     94,798    106,215:    14,627      3,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        2.9       28.6       55.2       68.1       99.4       99.7:       0.6        0.3
Old  :     100.0:      15.6        2.9       28.6       55.2       68.1       99.4       99.7:       0.6        0.3
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  :       212:        35         42         74        126        118        203        195:
Old  :       212:        35         42         74        126        118        203        195:
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  :                 31.1       24.3       44.2       39.1       15.0       12.6       20.5       19.1
Old  :                 31.1       24.3       44.2       39.1       15.0       12.6       20.5       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 19, 2010