NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 4,260,070: 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