NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 4,017,839: 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