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