```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 4,298,236:   374,455    113,695  1,436,173  2,461,131  2,728,255  4,271,759  4,278,123:    26,477     20,113
Old  : 4,298,236:   374,455    113,695  1,436,173  2,461,131  2,728,255  4,271,759  4,278,123:    26,477     20,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :    37,911:   -31,687     47,753     29,668     37,073    -44,559     35,054     32,862:     2,857      5,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        2.6       33.4       57.3       63.5       99.4       99.5:       0.6        0.5
Old  :     100.0:       8.7        2.6       33.4       57.3       63.5       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        39         43         74        131        125        210        204:
Old  :       222:        39         43         74        131        125        210        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       22.0       40.5       36.7        9.9       10.7       15.2       16.0
Old  :                 26.0       22.0       40.5       36.7        9.9       10.7       15.2       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 28, 2010