NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,165,978 COMMITMENTS 291,688 67,424 1451697 2378711 2610877 4122096 4129998 43,882 35,980 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -94,092) 36,249 4,423 -147,291 44,100 69,437 -66,942 -73,431 -27,150 -20,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.6 34.8 57.1 62.7 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 42 36 70 141 129 216 202
Updated July 30, 2010