```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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  : 4,260,325:   406,142     65,942  1,406,505  2,424,058  2,772,814  4,236,705  4,245,261:    23,620     15,064
Old  : 4,260,325:   406,142     65,942  1,406,505  2,424,058  2,772,814  4,236,705  4,245,261:    23,620     15,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 11, 2010                         :
     :    85,471:    14,142     11,601     58,156     14,717     18,866     87,015     88,623:    -1,544     -3,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        1.5       33.0       56.9       65.1       99.4       99.6:       0.6        0.4
Old  :     100.0:       9.5        1.5       33.0       56.9       65.1       99.4       99.6:       0.6        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  :       221:        49         33         73        132        125        212        201:
Old  :       221:        49         33         73        132        125        212        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  :                 26.7       21.5       41.3       36.8       10.5       11.2       15.9       17.0
Old  :                 26.7       21.5       41.3       36.8       10.5       11.2       15.9       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 27, 2010