NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,090,822
COMMITMENTS
 377,175   68,880  1457260  2213106  2533411  4047541  4059551   43,281   31,271

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:   -238,876)
  -7,872    3,892  -74,310 -154,125 -166,625 -236,307 -237,043   -2,569   -1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      1.7     35.6     54.1     61.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      43       33       72      130      124      205      199
 

Updated July 2, 2010