NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,082,626
COMMITMENTS
 401,275   65,108  1310182  2347320  2692492  4058777  4067782   23,849   14,844

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:   -134,794)
-160,581   10,028   41,539  -12,382 -183,017 -131,424 -131,450   -3,370   -3,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      1.6     32.1     57.5     66.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      42       33       72      127      124      203      198
 

Updated May 7, 2010