```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  : 4,330,899:   396,450     68,429  1,579,112  2,321,139  2,660,783  4,296,701  4,308,324:    34,198     22,575
Old  : 4,330,899:   396,450     68,429  1,579,112  2,321,139  2,660,783  4,296,701  4,308,324:    34,198     22,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -6,002:     7,337     14,291     74,302    -85,862    -92,312     -4,223     -3,719:    -1,779     -2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        1.6       36.5       53.6       61.4       99.2       99.5:       0.8        0.5
Old  :     100.0:       9.2        1.6       36.5       53.6       61.4       99.2       99.5:       0.8        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  :       216:        39         35         72        129        126        205        201:
Old  :       216:        39         35         72        129        126        205        201:
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  :                 27.5       25.0       42.8       39.6        9.6       12.1       14.3       17.1
Old  :                 27.5       25.0       42.8       39.6        9.6       12.1       14.3       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 18, 2010