NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,868,776
COMMITMENTS
 543,234   68,510  1185935  2110960  2596998  3840129  3851443   28,647   17,333

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:   -125,701)
 -28,571  -42,873   21,680 -118,671 -105,149 -125,562 -126,342     -139      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      1.8     30.7     54.6     67.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      38       36       70      123      117      197      190
 

Updated April 2, 2010