NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 4,329,698: 385,047 64,988 1,531,570 2,367,231 2,700,036 4,283,848 4,296,594: 45,850 33,104 Old : 4,329,698: 385,047 64,988 1,531,570 2,367,231 2,700,036 4,283,848 4,296,594: 45,850 33,104 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2010 : : -1,201: -11,403 -3,441 -47,542 46,092 39,253 -12,853 -11,730: 11,652 10,529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 1.5 35.4 54.7 62.4 98.9 99.2: 1.1 0.8 Old : 100.0: 8.9 1.5 35.4 54.7 62.4 98.9 99.2: 1.1 0.8 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: 49 31 74 131 125 211 201: Old : 219: 49 31 74 131 125 211 201: 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 : 26.5 24.1 42.3 39.2 9.3 12.8 14.3 18.3 Old : 26.5 24.1 42.3 39.2 9.3 12.8 14.3 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010