NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 4,096,022: 344,436 78,852 1,488,094 2,219,713 2,496,524 4,052,243 4,063,470: 43,779 32,552 Old : 4,096,022: 344,436 78,852 1,488,094 2,219,713 2,496,524 4,052,243 4,063,470: 43,779 32,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 29, 2010 : : 5,200: -32,739 9,972 30,834 6,607 -36,887 4,702 3,919: 498 1,281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 1.9 36.3 54.2 60.9 98.9 99.2: 1.1 0.8 Old : 100.0: 8.4 1.9 36.3 54.2 60.9 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 : 220: 44 33 72 133 126 209 201: Old : 220: 44 33 72 133 126 209 201: 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 : 27.3 24.7 42.7 40.4 10.3 13.1 15.4 18.5 Old : 27.3 24.7 42.7 40.4 10.3 13.1 15.4 18.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010