NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,173,887
COMMITMENTS
 282,442  103,266  1511141  2312260  2505377  4105843  4119784   68,044   54,103

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     77,865)
 -61,994   24,414   23,047   92,547    8,853   53,600   56,314   24,265   21,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.5     36.2     55.4     60.0     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      39       41       74      139      127      218      205
 

Updated July 16, 2010