NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,889,321
COMMITMENTS
 599,666   39,787  1180240  2080506  2654548  3860412  3874575   28,909   14,746

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     12,762)
  46,946    4,280  -83,929   53,173   92,276   16,190   12,627   -3,428      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.0     30.3     53.5     68.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      48       28       68      126      115      199      186
 

Updated January 29, 2010