NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,174,854
COMMITMENTS
 392,000   54,341  1348349  2409341  2753948  4149690  4156638   25,164   18,216

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     92,228)
  -9,275  -10,767   38,167   62,021   61,456   90,913   88,856    1,315    3,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.3     32.3     57.7     66.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      44       36       71      128      124      205      199
 

Updated May 14, 2010