NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 4,260,325: 406,142 65,942 1,406,505 2,424,058 2,772,814 4,236,705 4,245,261: 23,620 15,064 Old : 4,260,325: 406,142 65,942 1,406,505 2,424,058 2,772,814 4,236,705 4,245,261: 23,620 15,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2010 : : 85,471: 14,142 11,601 58,156 14,717 18,866 87,015 88,623: -1,544 -3,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 1.5 33.0 56.9 65.1 99.4 99.6: 0.6 0.4 Old : 100.0: 9.5 1.5 33.0 56.9 65.1 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 : 221: 49 33 73 132 125 212 201: Old : 221: 49 33 73 132 125 212 201: 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 : 26.7 21.5 41.3 36.8 10.5 11.2 15.9 17.0 Old : 26.7 21.5 41.3 36.8 10.5 11.2 15.9 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010