NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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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     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 3,807,279:   612,065     88,328  1,104,759  2,083,204  2,604,518  3,800,028  3,797,605:     7,251      9,674
Old  : 3,807,279:   612,065     88,328  1,104,759  2,083,204  2,604,518  3,800,028  3,797,605:     7,251      9,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 2, 2010                        :
     :    86,588:    20,501    -15,480         38     85,143    105,093    105,682     89,651:   -19,094     -3,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        2.3       29.0       54.7       68.4       99.8       99.7:       0.2        0.3
Old  :     100.0:      16.1        2.3       29.0       54.7       68.4       99.8       99.7:       0.2        0.3
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  :       210:        39         41         74        120        115        198        193:
Old  :       210:        39         41         74        120        115        198        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  :                 30.3       24.6       43.3       39.5       14.9       12.9       20.5       19.8
Old  :                 30.3       24.6       43.3       39.5       14.9       12.9       20.5       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 12, 2010