NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,330,899
COMMITMENTS
 396,450   68,429  1579112  2321139  2660783  4296701  4308324   34,198   22,575

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -6,002)
   7,337   14,291   74,302  -85,862  -92,312   -4,223   -3,719   -1,779   -2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.6     36.5     53.6     61.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      39       35       72      129      126      205      201
 

Updated June 18, 2010