NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (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