NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 3,994,477: 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