NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  : 3,723,761:   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