NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 3,899,020: 567,159 46,989 1,222,783 2,072,051 2,605,547 3,861,993 3,875,319: 37,027 23,701 Old : 3,899,020: 567,159 46,989 1,222,783 2,072,051 2,605,547 3,861,993 3,875,319: 37,027 23,701 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 175,259: -7,448 10,534 75,370 102,779 85,597 170,701 171,501: 4,558 3,758 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 1.2 31.4 53.1 66.8 99.1 99.4: 0.9 0.6 Old : 100.0: 14.5 1.2 31.4 53.1 66.8 99.1 99.4: 0.9 0.6 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 : 203: 48 24 65 120 117 190 186: Old : 203: 48 24 65 120 117 190 186: 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 : 29.9 26.6 40.7 41.5 14.1 13.4 19.0 21.5 Old : 29.9 26.6 40.7 41.5 14.1 13.4 19.0 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010