| NGX - Chicago Basis Swap Settlement Price - (Jul 03, 2008) |
|---|
| Strip Begin Date | Strip End Date | Instrument | Settlement |
| 01-AUG-08 | 31-AUG-08 | BM-Aug 08 | -0.2200 |
| 01-SEP-08 | 30-SEP-08 | BM-Sep 08 | -0.1800 |
| 01-OCT-08 | 31-OCT-08 | BM-Oct 08 | -0.1700 |
| 01-NOV-08 | 30-NOV-08 | BM-Nov 08 | -0.2200 |
| 01-DEC-08 | 31-DEC-08 | BM-Dec 08 | -0.1350 |
| 01-JAN-09 | 31-JAN-09 | BM-Jan 09 | -0.0725 |
| 01-FEB-09 | 28-FEB-09 | BM-Feb 09 | -0.0725 |
| 01-MAR-09 | 31-MAR-09 | BM-Mar 09 | -0.0725 |
| 01-APR-09 | 30-APR-09 | BM-Apr 09 | -0.1000 |
| 01-MAY-09 | 31-MAY-09 | BM-May 09 | -0.0650 |
| 01-JUN-09 | 30-JUN-09 | BM-Jun 09 | -0.0500 |
| 01-JUL-09 | 31-JUL-09 | BM-Jul 09 | -0.0450 |
| 01-AUG-09 | 31-AUG-09 | BM-Aug 09 | -0.0425 |
| 01-SEP-09 | 30-SEP-09 | BM-Sep 09 | -0.0425 |
| 01-OCT-09 | 31-OCT-09 | BM-Oct 09 | -0.0450 |
| 01-NOV-09 | 30-NOV-09 | BM-Nov 09 | -0.0600 |
| 01-DEC-09 | 31-DEC-09 | BM-Dec 09 | 0.0275 |
| 01-JAN-10 | 31-JAN-10 | BM-Jan 10 | 0.0325 |
| 01-FEB-10 | 28-FEB-10 | BM-Feb 10 | 0.0400 |
| 01-MAR-10 | 31-MAR-10 | BM-Mar 10 | 0.0550 |
| 01-APR-10 | 30-APR-10 | BM-Apr 10 | 0.0450 |
| 01-MAY-10 | 31-MAY-10 | BM-May 10 | 0.0400 |
| 01-JUN-10 | 30-JUN-10 | BM-Jun 10 | 0.0300 |
| 01-JUL-10 | 31-JUL-10 | BM-Jul 10 | 0.0275 |
| 01-AUG-10 | 31-AUG-10 | BM-Aug 10 | 0.0250 |
| 01-SEP-10 | 30-SEP-10 | BM-Sep 10 | 0.0250 |
| 01-OCT-10 | 31-OCT-10 | BM-Oct 10 | 0.0275 |
| 01-NOV-10 | 30-NOV-10 | BM-Nov 10 | 0.0350 |
| 01-DEC-10 | 31-DEC-10 | BM-Dec 10 | 0.0725 |
| 01-JAN-11 | 31-JAN-11 | BM-Jan 11 | 0.0850 |
| 01-FEB-11 | 28-FEB-11 | BM-Feb 11 | 0.0850 |
| 01-MAR-11 | 31-MAR-11 | BM-Mar 11 | 0.0850 |
| 01-APR-11 | 30-APR-11 | BM-Apr 11 | 0.0850 |
| 01-MAY-11 | 31-MAY-11 | BM-May 11 | 0.0850 |
| 01-JUN-11 | 30-JUN-11 | BM-Jun 11 | 0.0850 |
| 01-JUL-11 | 31-JUL-11 | BM-Jul 11 | 0.0850 |
| 01-AUG-11 | 31-AUG-11 | BM-Aug 11 | 0.0850 |
| 01-SEP-11 | 30-SEP-11 | BM-Sep 11 | 0.0850 |
| 01-OCT-11 | 31-OCT-11 | BM-Oct 11 | 0.0850 |
| 01-NOV-11 | 30-NOV-11 | BM-Nov 11 | 0.0850 |
| 01-DEC-11 | 31-DEC-11 | BM-Dec 11 | 0.0850 |
| 01-JAN-12 | 31-JAN-12 | BM-Jan 12 | 0.0850 |
| 01-FEB-12 | 29-FEB-12 | BM-Feb 12 | 0.0850 |
| 01-MAR-12 | 31-MAR-12 | BM-Mar 12 | 0.0850 |
| 01-APR-12 | 30-APR-12 | BM-Apr 12 | 0.0850 |
| 01-MAY-12 | 31-MAY-12 | BM-May 12 | 0.0850 |
| 01-JUN-12 | 30-JUN-12 | BM-Jun 12 | 0.0850 |
| 01-JUL-12 | 31-JUL-12 | BM-Jul 12 | 0.0850 |
| 01-AUG-12 | 31-AUG-12 | BM-Aug 12 | 0.0850 |
| 01-SEP-12 | 30-SEP-12 | BM-Sep 12 | 0.0850 |
| 01-OCT-12 | 31-OCT-12 | BM-Oct 12 | 0.0850 |
| 01-NOV-12 | 30-NOV-12 | BM-Nov 12 | 0.0850 |
| 01-DEC-12 | 31-DEC-12 | BM-Dec 12 | 0.0850 |
| 01-JAN-13 | 31-JAN-13 | BM-Jan 13 | 0.0850 |
| 01-FEB-13 | 28-FEB-13 | BM-Feb 13 | 0.0850 |
| 01-MAR-13 | 31-MAR-13 | BM-Mar 13 | 0.0000 |
| 01-APR-13 | 30-APR-13 | BM-Apr 13 | 0.0000 |
| 01-MAY-13 | 31-MAY-13 | BM-May 13 | 0.0000 |
| 01-JUN-13 | 30-JUN-13 | BM-Jun 13 | 0.0000 |
| 01-JUL-13 | 31-JUL-13 | BM-Jul 13 | 0.0000 |