NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,971,710
COMMITMENTS
 294,246   55,812  1378674  2258243  2507179  3931163  3941665   40,547   30,045

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:   -194,268)
   2,558  -11,612  -73,023 -120,468 -103,698 -190,933 -188,333   -3,335   -5,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      1.4     34.7     56.9     63.1     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      48       31       71      133      128      208      203
 

Updated August 6, 2010