NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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  : 3,978,886:   546,336     88,117  1,223,629  2,190,828  2,657,310  3,960,793  3,969,056:    18,093      9,830
Old  : 3,978,886:   546,336     88,117  1,223,629  2,190,828  2,657,310  3,960,793  3,969,056:    18,093      9,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 30, 2010                       :
     :   110,110:     3,102     19,607     37,694     79,868     60,312    120,664    117,613:   -10,554     -7,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        2.2       30.8       55.1       66.8       99.5       99.8:       0.5        0.2
Old  :     100.0:      13.7        2.2       30.8       55.1       66.8       99.5       99.8:       0.5        0.2
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:        44         32         72        125        119        200        195:
Old  :       212:        44         32         72        125        119        200        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  :                 28.9       23.0       43.2       37.6       13.3       12.4       19.1       18.5
Old  :                 28.9       23.0       43.2       37.6       13.3       12.4       19.1       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 9, 2010