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