NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 4,298,236: 374,455 113,695 1,436,173 2,461,131 2,728,255 4,271,759 4,278,123: 26,477 20,113 Old : 4,298,236: 374,455 113,695 1,436,173 2,461,131 2,728,255 4,271,759 4,278,123: 26,477 20,113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2010 : : 37,911: -31,687 47,753 29,668 37,073 -44,559 35,054 32,862: 2,857 5,049 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 2.6 33.4 57.3 63.5 99.4 99.5: 0.6 0.5 Old : 100.0: 8.7 2.6 33.4 57.3 63.5 99.4 99.5: 0.6 0.5 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 : 222: 39 43 74 131 125 210 204: Old : 222: 39 43 74 131 125 210 204: 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 : 26.0 22.0 40.5 36.7 9.9 10.7 15.2 16.0 Old : 26.0 22.0 40.5 36.7 9.9 10.7 15.2 16.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2010