NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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  : 4,142,564:   518,322     71,101  1,345,922  2,257,503  2,717,115  4,121,747  4,134,138:    20,817      8,426
Old  : 4,142,564:   518,322     71,101  1,345,922  2,257,503  2,717,115  4,121,747  4,134,138:    20,817      8,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 13, 2010                       :
     :    56,252:    -4,356      3,191     62,377      2,409         36     60,430     65,604:    -4,178     -9,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        1.7       32.5       54.5       65.6       99.5       99.8:       0.5        0.2
Old  :     100.0:      12.5        1.7       32.5       54.5       65.6       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         31         71        131        123        204        196:
Old  :       212:        44         31         71        131        123        204        196:
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  :                 28.5       23.2       43.5       38.4       12.2       12.6       17.7       18.6
Old  :                 28.5       23.2       43.5       38.4       12.2       12.6       17.7       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 28, 2010