```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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  : 4,336,901:   389,113     54,138  1,504,810  2,407,001  2,753,095  4,300,924  4,312,043:    35,977     24,858
Old  : 4,336,901:   389,113     54,138  1,504,810  2,407,001  2,753,095  4,300,924  4,312,043:    35,977     24,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 1, 2010                         :
     :   123,738:    48,640    -28,739     26,029     36,580    115,873    111,249    113,163:    12,489     10,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        1.2       34.7       55.5       63.5       99.2       99.4:       0.8        0.6
Old  :     100.0:       9.0        1.2       34.7       55.5       63.5       99.2       99.4:       0.8        0.6
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  :       218:        48         28         70        130        126        206        200:
Old  :       218:        48         28         70        130        126        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  :                 26.3       22.3       41.3       37.2        9.3       11.0       14.3       16.2
Old  :                 26.3       22.3       41.3       37.2        9.3       11.0       14.3       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 11, 2010