| NGX AB-NIT Same Day Index | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Price | ||||||||||||
| Calendar Date | Strip Begin Date | Strip End Date | Day Range | Quantity Traded (TJ/Day) | Number of Trades | Settlement | Open | High | Low | Weighted Average | Exchange Rate $US/$CAD | Weighted Average ($US/MMBtu) |
| Wednesday, September 1, 2010 | 01-Sep-10 | 01-Sep-10 | Same Day | 2,079.8 | 281 | 3.255 | 3.100 | 3.295 | 3.100 | 3.2105 | 0.9527 | 3.2270 |
| Thursday, September 2, 2010 | 02-Sep-10 | 02-Sep-10 | Same Day | 1,797.6 | 250 | 3.400 | 3.400 | 3.460 | 3.350 | 3.3994 | 0.9506 | 3.4094 |
| (1) Total/Weighted Average | 3,877.4 | 531 | 3.460 | 3.100 | 3.2981 | 3.3116 | ||||||
| Arithmetic | 3.3050 | 3.3182 | ||||||||||
| (2) Total/Weighted Average | 3,877.4 | 531 | 3.460 | 3.100 | 3.2981 | 3.3116 | ||||||
| Arithmetic | 3.3050 | 3.3182 | ||||||||||
| (3) Total/Weighted Average | 3,877.4 | 531 | 3.460 | 3.100 | 3.2981 | 3.3116 | ||||||
| Arithmetic | 3.3050 | 3.3182 | ||||||||||
| (4) Total/Weighted Average | 3,877.4 | 531 | 3.460 | 3.100 | 3.2981 | 3.3116 | ||||||
| Arithmetic | 3.3050 | 3.3182 | ||||||||||
| (5) Total/Weighted Average | 3,877.4 | 531 | 3.460 | 3.100 | 3.2981 | 3.3116 | ||||||
| Arithmetic | 3.3050 | 3.3182 | ||||||||||
| Weekend# weighted average of NGX "F3" (Fri,Sat,Sun) instrument. OnLong Weekends with a Holiday Monday, "F4" (Fri,Sat,Sun &Mon) instrument will be used. (1) includes all Weekend# deals (2) excludes all Weekend# deals (3) includes Weekend# deals but excludes individual Saturday, Sunday and Statutory Holiday deals that falls in conjuction with the weekend. (4) excludes individual Saturday, Sunday and Statutory Holiday deals that fall in conjuction with the weekend - the Weekend# number is used instead as a proxy for each of these days (5) excludes individual Friday, Saturday, Sunday and Statutory Holiday deals that fall in conjunction with the weekend - the Weekend# number is used instead as a proxy for each of these days Note: Exchange Rate from Bank of Canada (Daily noon rate) | ||||||||||||