NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 3,868,776: 543,234 68,510 1,185,935 2,110,960 2,596,998 3,840,129 3,851,443: 28,647 17,333 Old : 3,868,776: 543,234 68,510 1,185,935 2,110,960 2,596,998 3,840,129 3,851,443: 28,647 17,333 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 23, 2010 : : -125,701: -28,571 -42,873 21,680 -118,671 -105,149 -125,562 -126,342: -139 641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 1.8 30.7 54.6 67.1 99.3 99.6: 0.7 0.4 Old : 100.0: 14.0 1.8 30.7 54.6 67.1 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 : 207: 38 36 70 123 117 197 190: Old : 207: 38 36 70 123 117 197 190: 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 : 29.6 23.4 43.3 38.2 13.3 12.6 19.1 18.9 Old : 29.6 23.4 43.3 38.2 13.3 12.6 19.1 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010