NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 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