NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 3,889,321: 599,666 39,787 1,180,240 2,080,506 2,654,548 3,860,412 3,874,575: 28,909 14,746 Old : 3,889,321: 599,666 39,787 1,180,240 2,080,506 2,654,548 3,860,412 3,874,575: 28,909 14,746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 12,762: 46,946 4,280 -83,929 53,173 92,276 16,190 12,627: -3,428 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 1.0 30.3 53.5 68.3 99.3 99.6: 0.7 0.4 Old : 100.0: 15.4 1.0 30.3 53.5 68.3 99.3 99.6: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 210: 48 28 68 126 115 199 186: Old : 210: 48 28 68 126 115 199 186: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.0 27.6 41.7 42.5 15.2 14.8 20.4 23.3 Old : 30.0 27.6 41.7 42.5 15.2 14.8 20.4 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010