NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,217,420
COMMITMENTS
 561,856   55,080  1268643  2359702  2875509  4190201  4199232   27,219   18,188

CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST:     74,856)
  43,534  -16,021  -77,279  102,199  158,394   68,454   65,094    6,402    9,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      1.3     30.1     56.0     68.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       34       73      134      126      212      199
 

Updated April 30, 2010