NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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  : 4,082,626:   401,275     65,108  1,310,182  2,347,320  2,692,492  4,058,777  4,067,782:    23,849     14,844
Old  : 4,082,626:   401,275     65,108  1,310,182  2,347,320  2,692,492  4,058,777  4,067,782:    23,849     14,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 27, 2010                       :
     :  -134,794:  -160,581     10,028     41,539    -12,382   -183,017   -131,424   -131,450:    -3,370     -3,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        1.6       32.1       57.5       66.0       99.4       99.6:       0.6        0.4
Old  :     100.0:       9.8        1.6       32.1       57.5       66.0       99.4       99.6:       0.6        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  :       213:        42         33         72        127        124        203        198:
Old  :       213:        42         33         72        127        124        203        198:
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  :                 29.0       24.0       42.9       40.2       10.4       11.9       15.7       17.5
Old  :                 29.0       24.0       42.9       40.2       10.4       11.9       15.7       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 7, 2010