NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 4,213,163: 340,473 82,877 1,478,781 2,370,421 2,637,222 4,189,675 4,198,880: 23,488 14,283 Old : 4,213,163: 340,473 82,877 1,478,781 2,370,421 2,637,222 4,189,675 4,198,880: 23,488 14,283 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -85,073: -33,982 -30,818 42,608 -90,710 -91,033 -82,084 -79,243: -2,989 -5,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 2.0 35.1 56.3 62.6 99.4 99.7: 0.6 0.3 Old : 100.0: 8.1 2.0 35.1 56.3 62.6 99.4 99.7: 0.6 0.3 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 : 219: 43 34 70 131 124 206 200: Old : 219: 43 34 70 131 124 206 200: 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 : 25.7 22.6 40.3 37.2 8.7 10.4 13.8 15.5 Old : 25.7 22.6 40.3 37.2 8.7 10.4 13.8 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010