NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  : 4,260,070:   255,439     63,001  1,598,988  2,334,611  2,541,440  4,189,038  4,203,429:    71,032     56,641
Old  : 4,260,070:   255,439     63,001  1,598,988  2,334,611  2,541,440  4,189,038  4,203,429:    71,032     56,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    86,183:   -27,003    -40,265     87,847     22,351     36,063     83,195     83,645:     2,988      2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        1.5       37.5       54.8       59.7       98.3       98.7:       1.7        1.3
Old  :     100.0:       6.0        1.5       37.5       54.8       59.7       98.3       98.7:       1.7        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:        41         36         69        142        131        217        204:
Old  :       228:        41         36         69        142        131        217        204:
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  :                 26.2       26.6       41.6       42.1        9.6       13.4       14.2       18.4
Old  :                 26.2       26.6       41.6       42.1        9.6       13.4       14.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 23, 2010