NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,260,070
COMMITMENTS
 255,439   63,001  1598988  2334611  2541440  4189038  4203429   71,032   56,641

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     86,183)
 -27,003  -40,265   87,847   22,351   36,063   83,195   83,645    2,988    2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.5     37.5     54.8     59.7     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      41       36       69      142      131      217      204
 

Updated July 23, 2010