NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,096,022
COMMITMENTS
 344,436   78,852  1488094  2219713  2496524  4052243  4063470   43,779   32,552

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      5,200)
 -32,739    9,972   30,834    6,607  -36,887    4,702    3,919      498    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.9     36.3     54.2     60.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      44       33       72      133      126      209      201
 

Updated July 9, 2010