NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,260,325
COMMITMENTS
 406,142   65,942  1406505  2424058  2772814  4236705  4245261   23,620   15,064

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     85,471)
  14,142   11,601   58,156   14,717   18,866   87,015   88,623   -1,544   -3,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      1.5     33.0     56.9     65.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       33       73      132      125      212      201
 

Updated May 27, 2010