NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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  : 4,017,839:   265,182     94,543  1,414,242  2,305,401  2,485,240  3,984,825  3,994,025:    33,014     23,814
Old  : 4,017,839:   265,182     94,543  1,414,242  2,305,401  2,485,240  3,984,825  3,994,025:    33,014     23,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 3, 2010                       :
     :    46,129:   -29,064     38,731     35,568     47,158    -21,939     53,662     52,360:    -7,533     -6,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        2.4       35.2       57.4       61.9       99.2       99.4:       0.8        0.6
Old  :     100.0:       6.6        2.4       35.2       57.4       61.9       99.2       99.4:       0.8        0.6
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  :       225:        44         35         74        139        128        217        204:
Old  :       225:        44         35         74        139        128        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  :                 22.7       22.9       38.5       38.9       10.4       15.5       15.5       20.8
Old  :                 22.7       22.9       38.5       38.9       10.4       15.5       15.5       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 13, 2010