NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  : 4,329,698:   385,047     64,988  1,531,570  2,367,231  2,700,036  4,283,848  4,296,594:    45,850     33,104
Old  : 4,329,698:   385,047     64,988  1,531,570  2,367,231  2,700,036  4,283,848  4,296,594:    45,850     33,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -1,201:   -11,403     -3,441    -47,542     46,092     39,253    -12,853    -11,730:    11,652     10,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.5       35.4       54.7       62.4       98.9       99.2:       1.1        0.8
Old  :     100.0:       8.9        1.5       35.4       54.7       62.4       98.9       99.2:       1.1        0.8
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  :       219:        49         31         74        131        125        211        201:
Old  :       219:        49         31         74        131        125        211        201:
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  :                 26.5       24.1       42.3       39.2        9.3       12.8       14.3       18.3
Old  :                 26.5       24.1       42.3       39.2        9.3       12.8       14.3       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 25, 2010