NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,994,477
COMMITMENTS
 571,805  111,383  1164255  2229631  2702147  3965691  3977785   28,786   16,692

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     77,773)
 -39,002   -2,991   42,254   67,613   34,702   70,865   73,965    6,908    3,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      2.8     29.1     55.8     67.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      38       39       72      127      120      202      195
 

Updated March 26, 2010