NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,807,279
COMMITMENTS
 612,065   88,328  1104759  2083204  2604518  3800028  3797605    7,251    9,674

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     86,588)
  20,501  -15,480       38   85,143  105,093  105,682   89,651  -19,094   -3,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      2.3     29.0     54.7     68.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      39       41       74      120      115      198      193
 

Updated March 12, 2010