```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, March 2, 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  : 3,720,691:   591,564    103,808  1,104,721  1,998,061  2,499,425  3,694,346  3,707,954:    26,345     12,737
Old  : 3,720,691:   591,564    103,808  1,104,721  1,998,061  2,499,425  3,694,346  3,707,954:    26,345     12,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :  -201,568:    26,181     14,596    -84,911   -136,092   -124,381   -194,822   -194,696:    -6,746     -6,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.8       29.7       53.7       67.2       99.3       99.7:       0.7        0.3
Old  :     100.0:      15.9        2.8       29.7       53.7       67.2       99.3       99.7:       0.7        0.3
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  :       206:        44         32         70        119        114        194        188:
Old  :       206:        44         32         70        119        114        194        188:
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  :                 29.7       24.7       42.3       39.3       14.7       12.9       20.2       20.0
Old  :                 29.7       24.7       42.3       39.3       14.7       12.9       20.2       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 2, 2010