NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,142,564
COMMITMENTS
 518,322   71,101  1345922  2257503  2717115  4121747  4134138   20,817    8,426

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     56,252)
  -4,356    3,191   62,377    2,409       36   60,430   65,604   -4,178   -9,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      1.7     32.5     54.5     65.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      44       31       71      131      123      204      196
 

Updated April 28, 2010