NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,916,704
COMMITMENTS
 610,807  114,374  1122001  2162018  2667445  3894826  3903820   21,878   12,884

CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST:    109,425)
  -1,258   26,046   17,242   78,814   62,927   94,798  106,215   14,627    3,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      2.9     28.6     55.2     68.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      35       42       74      126      118      203      195
 

Updated March 19, 2010