NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (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