NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 3,916,704: 610,807 114,374 1,122,001 2,162,018 2,667,445 3,894,826 3,903,820: 21,878 12,884 Old : 3,916,704: 610,807 114,374 1,122,001 2,162,018 2,667,445 3,894,826 3,903,820: 21,878 12,884 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 9, 2010 : : 109,425: -1,258 26,046 17,242 78,814 62,927 94,798 106,215: 14,627 3,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 2.9 28.6 55.2 68.1 99.4 99.7: 0.6 0.3 Old : 100.0: 15.6 2.9 28.6 55.2 68.1 99.4 99.7: 0.6 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 : 212: 35 42 74 126 118 203 195: Old : 212: 35 42 74 126 118 203 195: 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 : 31.1 24.3 44.2 39.1 15.0 12.6 20.5 19.1 Old : 31.1 24.3 44.2 39.1 15.0 12.6 20.5 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010