NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,298,236
COMMITMENTS
 374,455  113,695  1436173  2461131  2728255  4271759  4278123   26,477   20,113

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     37,911)
 -31,687   47,753   29,668   37,073  -44,559   35,054   32,862    2,857    5,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      2.6     33.4     57.3     63.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      39       43       74      131      125      210      204
 

Updated May 28, 2010