```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, March 30, 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  : 3,868,776:   543,234     68,510  1,185,935  2,110,960  2,596,998  3,840,129  3,851,443:    28,647     17,333
Old  : 3,868,776:   543,234     68,510  1,185,935  2,110,960  2,596,998  3,840,129  3,851,443:    28,647     17,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :  -125,701:   -28,571    -42,873     21,680   -118,671   -105,149   -125,562   -126,342:      -139        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        1.8       30.7       54.6       67.1       99.3       99.6:       0.7        0.4
Old  :     100.0:      14.0        1.8       30.7       54.6       67.1       99.3       99.6:       0.7        0.4
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  :       207:        38         36         70        123        117        197        190:
Old  :       207:        38         36         70        123        117        197        190:
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  :                 29.6       23.4       43.3       38.2       13.3       12.6       19.1       18.9
Old  :                 29.6       23.4       43.3       38.2       13.3       12.6       19.1       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 2, 2010