NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 3,971,710: 294,246 55,812 1,378,674 2,258,243 2,507,179 3,931,163 3,941,665: 40,547 30,045 Old : 3,971,710: 294,246 55,812 1,378,674 2,258,243 2,507,179 3,931,163 3,941,665: 40,547 30,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 27, 2010 : : -194,268: 2,558 -11,612 -73,023 -120,468 -103,698 -190,933 -188,333: -3,335 -5,935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 1.4 34.7 56.9 63.1 99.0 99.2: 1.0 0.8 Old : 100.0: 7.4 1.4 34.7 56.9 63.1 99.0 99.2: 1.0 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 : 221: 48 31 71 133 128 208 203: Old : 221: 48 31 71 133 128 208 203: 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 : 22.6 22.7 39.3 38.9 9.8 15.5 14.9 20.8 Old : 22.6 22.7 39.3 38.9 9.8 15.5 14.9 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010