NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 4,174,854: 392,000 54,341 1,348,349 2,409,341 2,753,948 4,149,690 4,156,638: 25,164 18,216 Old : 4,174,854: 392,000 54,341 1,348,349 2,409,341 2,753,948 4,149,690 4,156,638: 25,164 18,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 4, 2010 : : 92,228: -9,275 -10,767 38,167 62,021 61,456 90,913 88,856: 1,315 3,372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 1.3 32.3 57.7 66.0 99.4 99.6: 0.6 0.4 Old : 100.0: 9.4 1.3 32.3 57.7 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 : 216: 44 36 71 128 124 205 199: Old : 216: 44 36 71 128 124 205 199: 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 : 29.2 24.5 43.1 40.4 9.9 11.4 15.2 17.1 Old : 29.2 24.5 43.1 40.4 9.9 11.4 15.2 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010