NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 4,330,899: 396,450 68,429 1,579,112 2,321,139 2,660,783 4,296,701 4,308,324: 34,198 22,575 Old : 4,330,899: 396,450 68,429 1,579,112 2,321,139 2,660,783 4,296,701 4,308,324: 34,198 22,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 8, 2010 : : -6,002: 7,337 14,291 74,302 -85,862 -92,312 -4,223 -3,719: -1,779 -2,283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 1.6 36.5 53.6 61.4 99.2 99.5: 0.8 0.5 Old : 100.0: 9.2 1.6 36.5 53.6 61.4 99.2 99.5: 0.8 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 : 216: 39 35 72 129 126 205 201: Old : 216: 39 35 72 129 126 205 201: 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 : 27.5 25.0 42.8 39.6 9.6 12.1 14.3 17.1 Old : 27.5 25.0 42.8 39.6 9.6 12.1 14.3 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010