NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  : 3,994,477:   571,805    111,383  1,164,255  2,229,631  2,702,147  3,965,691  3,977,785:    28,786     16,692
Old  : 3,994,477:   571,805    111,383  1,164,255  2,229,631  2,702,147  3,965,691  3,977,785:    28,786     16,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    77,773:   -39,002     -2,991     42,254     67,613     34,702     70,865     73,965:     6,908      3,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        2.8       29.1       55.8       67.6       99.3       99.6:       0.7        0.4
Old  :     100.0:      14.3        2.8       29.1       55.8       67.6       99.3       99.6:       0.7        0.4
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  :       211:        38         39         72        127        120        202        195:
Old  :       211:        38         39         72        127        120        202        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  :                 30.2       23.8       43.0       38.2       13.8       12.8       20.1       19.1
Old  :                 30.2       23.8       43.0       38.2       13.8       12.8       20.1       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 26, 2010