NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 3,723,761: 574,607 36,455 1,147,413 1,969,272 2,519,950 3,691,292 3,703,818: 32,469 19,943 Old : 3,723,761: 574,607 36,455 1,147,413 1,969,272 2,519,950 3,691,292 3,703,818: 32,469 19,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 26, 2010 : : -165,560: -25,059 -3,332 -32,827 -111,234 -134,598 -169,120 -170,757: 3,560 5,197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 1.0 30.8 52.9 67.7 99.1 99.5: 0.9 0.5 Old : 100.0: 15.4 1.0 30.8 52.9 67.7 99.1 99.5: 0.9 0.5 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 : 202: 49 24 66 118 114 191 182: Old : 202: 49 24 66 118 114 191 182: 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 28.2 41.3 42.4 14.8 14.4 19.9 22.6 Old : 30.0 28.2 41.3 42.4 14.8 14.4 19.9 22.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010