NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 4,173,887: 282,442 103,266 1,511,141 2,312,260 2,505,377 4,105,843 4,119,784: 68,044 54,103 Old : 4,173,887: 282,442 103,266 1,511,141 2,312,260 2,505,377 4,105,843 4,119,784: 68,044 54,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 6, 2010 : : 77,865: -61,994 24,414 23,047 92,547 8,853 53,600 56,314: 24,265 21,551 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 2.5 36.2 55.4 60.0 98.4 98.7: 1.6 1.3 Old : 100.0: 6.8 2.5 36.2 55.4 60.0 98.4 98.7: 1.6 1.3 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 : 228: 39 41 74 139 127 218 205: Old : 228: 39 41 74 139 127 218 205: 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 : 26.0 25.0 41.1 40.7 9.8 12.4 14.5 17.5 Old : 26.0 25.0 41.1 40.7 9.8 12.4 14.5 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010