NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,336,901
COMMITMENTS
 389,113   54,138  1504810  2407001  2753095  4300924  4312043   35,977   24,858

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:    123,738)
  48,640  -28,739   26,029   36,580  115,873  111,249  113,163   12,489   10,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      1.2     34.7     55.5     63.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      48       28       70      130      126      206      200
 

Updated June 11, 2010