```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  : 4,213,163:   340,473     82,877  1,478,781  2,370,421  2,637,222  4,189,675  4,198,880:    23,488     14,283
Old  : 4,213,163:   340,473     82,877  1,478,781  2,370,421  2,637,222  4,189,675  4,198,880:    23,488     14,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -85,073:   -33,982    -30,818     42,608    -90,710    -91,033    -82,084    -79,243:    -2,989     -5,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        2.0       35.1       56.3       62.6       99.4       99.7:       0.6        0.3
Old  :     100.0:       8.1        2.0       35.1       56.3       62.6       99.4       99.7:       0.6        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  :       219:        43         34         70        131        124        206        200:
Old  :       219:        43         34         70        131        124        206        200:
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  :                 25.7       22.6       40.3       37.2        8.7       10.4       13.8       15.5
Old  :                 25.7       22.6       40.3       37.2        8.7       10.4       13.8       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 4, 2010