NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 4,090,822: 377,175 68,880 1,457,260 2,213,106 2,533,411 4,047,541 4,059,551: 43,281 31,271 Old : 4,090,822: 377,175 68,880 1,457,260 2,213,106 2,533,411 4,047,541 4,059,551: 43,281 31,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -238,876: -7,872 3,892 -74,310 -154,125 -166,625 -236,307 -237,043: -2,569 -1,833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 1.7 35.6 54.1 61.9 98.9 99.2: 1.1 0.8 Old : 100.0: 9.2 1.7 35.6 54.1 61.9 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 : 215: 43 33 72 130 124 205 199: Old : 215: 43 33 72 130 124 205 199: 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 : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6 Old : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010