NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (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