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