NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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  : 3,922,259:   565,383     89,212  1,189,632  2,134,153  2,623,806  3,889,168  3,902,650:    33,091     19,609
Old  : 3,922,259:   565,383     89,212  1,189,632  2,134,153  2,623,806  3,889,168  3,902,650:    33,091     19,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -33,775:   -16,235     31,746    -15,905     11,374    -34,794    -20,766    -18,953:   -13,009    -14,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.3       30.3       54.4       66.9       99.2       99.5:       0.8        0.5
Old  :     100.0:      14.4        2.3       30.3       54.4       66.9       99.2       99.5:       0.8        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  :       206:        38         35         68        125        122        197        193:
Old  :       206:        38         35         68        125        122        197        193:
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  :                 28.0       24.2       40.6       38.8       14.0       13.3       18.9       21.0
Old  :                 28.0       24.2       40.6       38.8       14.0       13.3       18.9       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 26, 2010