NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 3,956,034: 581,618 57,466 1,205,537 2,122,779 2,658,600 3,909,934 3,921,603: 46,100 34,431 Old : 3,956,034: 581,618 57,466 1,205,537 2,122,779 2,658,600 3,909,934 3,921,603: 46,100 34,431 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2010 : : 57,014: 14,459 10,477 -17,246 50,728 53,053 47,941 46,284: 9,073 10,730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 1.5 30.5 53.7 67.2 98.8 99.1: 1.2 0.9 Old : 100.0: 14.7 1.5 30.5 53.7 67.2 98.8 99.1: 1.2 0.9 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 : 205: 46 29 66 123 119 194 190: Old : 205: 46 29 66 123 119 194 190: 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 : 27.5 23.6 38.8 38.4 14.4 13.1 19.2 21.0 Old : 27.5 23.6 38.8 38.4 14.4 13.1 19.2 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010