| 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) |
| Friday, December 30, 2011 | 30-Dec-11 | 02-Jan-12 | Friday - Monday | 1,059.3 | 140 | 2.6063 | 2.5400 | 2.6700 | 2.3600 | 2.4483 | 0.9833 | 2.5400 |
| Friday, December 30, 2011 | 01-Jan-12 | 03-Jan-12 | Sunday - Tuesday | 1,836.9 | 226 | 2.6825 | 2.5700 | 2.6650 | 2.4700 | 2.5218 | 0.9833 | 2.6162 |
| Friday, December 30, 2011 | 30-Dec-11 | 02-Jan-12 | Weekend # | 1,059.3 | 140 | 2.6063 | 2.5400 | 2.6700 | 2.3600 | 2.4483 | 0.9833 | 2.5400 |
| Sunday, January 1, 2012 | 01-Jan-12 | 01-Jan-12 | Same Day | 315.9 | 65 | 2.7050 | 2.7400 | 2.7400 | 2.6900 | 2.7143 | 0.9833 | 2.8159 |
| Monday, January 2, 2012 | 02-Jan-12 | 02-Jan-12 | Same Day | 403.6 | 53 | 2.6700 | 2.7700 | 2.7700 | 2.6200 | 2.7315 | 0.9833 | 2.8338 |
| Tuesday, January 3, 2012 | 03-Jan-12 | 03-Jan-12 | Same Day | 1,263.4 | 190 | 2.6200 | 2.6450 | 2.6500 | 2.5800 | 2.6144 | 0.9911 | 2.7338 |
| Wednesday, January 4, 2012 | 04-Jan-12 | 04-Jan-12 | Same Day | 1,927.7 | 257 | 2.5850 | 2.6250 | 2.6250 | 2.5400 | 2.5841 | 0.9867 | 2.6901 |
| Thursday, January 5, 2012 | 05-Jan-12 | 05-Jan-12 | Same Day | 2,098.4 | 258 | 2.4750 | 2.5000 | 2.5000 | 2.4000 | 2.4619 | 0.9807 | 2.5473 |
| Friday, January 6, 2012 | 06-Jan-12 | 06-Jan-12 | Same Day | 559.5 | 84 | 2.6500 | 2.4900 | 2.7300 | 2.4550 | 2.4897 | 0.9773 | 2.5671 |
| Friday, January 6, 2012 | 06-Jan-12 | 08-Jan-12 | Friday - Sunday | 1,654.1 | 221 | 2.5800 | 2.4700 | 2.6800 | 2.4500 | 2.4796 | 0.9773 | 2.5567 |
| Friday, January 6, 2012 | 07-Jan-12 | 09-Jan-12 | Saturday - Monday | 1,444.6 | 179 | 2.5800 | 2.4800 | 2.6200 | 2.4800 | 2.5188 | 0.9773 | 2.5972 |
| Friday, January 6, 2012 | 06-Jan-12 | 08-Jan-12 | Weekend # | 1,654.1 | 221 | 2.5800 | 2.4700 | 2.6800 | 2.4500 | 2.4796 | 0.9773 | 2.5567 |
| Saturday, January 7, 2012 | 07-Jan-12 | 07-Jan-12 | Same Day | 128.2 | 21 | 2.6750 | 2.6100 | 2.6775 | 2.6100 | 2.6490 | 0.9773 | 2.7314 |
| Sunday, January 8, 2012 | 08-Jan-12 | 08-Jan-12 | Same Day | 159.1 | 37 | 2.7300 | 2.8400 | 2.8400 | 2.7300 | 2.7705 | 0.9773 | 2.8567 |
| Monday, January 9, 2012 | 09-Jan-12 | 09-Jan-12 | Same Day | 1,482.1 | 196 | 2.6500 | 2.6750 | 2.6800 | 2.6400 | 2.6620 | 0.9735 | 2.7341 |
| Tuesday, January 10, 2012 | 10-Jan-12 | 10-Jan-12 | Same Day | 1,324.3 | 175 | 2.6200 | 2.7100 | 2.7100 | 2.6200 | 2.6657 | 0.9839 | 2.7672 |
| Wednesday, January 11, 2012 | 11-Jan-12 | 11-Jan-12 | Same Day | 1,357.5 | 174 | 2.5100 | 2.5800 | 2.5850 | 2.4850 | 2.5531 | 0.9812 | 2.6430 |
| Thursday, January 12, 2012 | 12-Jan-12 | 12-Jan-12 | Same Day | 1,477.3 | 212 | 2.3500 | 2.4400 | 2.4400 | 2.3000 | 2.3798 | 0.9806 | 2.4621 |
| Friday, January 13, 2012 | 13-Jan-12 | 13-Jan-12 | Same Day | 809.6 | 135 | 2.5450 | 2.3800 | 2.5450 | 2.3100 | 2.3541 | 0.9761 | 2.4243 |
| Friday, January 13, 2012 | 13-Jan-12 | 16-Jan-12 | Friday - Monday | 1,192.7 | 197 | 2.6750 | 2.4400 | 2.5300 | 2.3900 | 2.4226 | 0.9761 | 2.4949 |
| Friday, January 13, 2012 | 14-Jan-12 | 17-Jan-12 | Saturday - Tuesday | 1,515.6 | 200 | 2.6750 | 2.4600 | 2.5300 | 2.4300 | 2.4766 | 0.9761 | 2.5505 |
| Friday, January 13, 2012 | 13-Jan-12 | 16-Jan-12 | Weekend # | 1,192.7 | 197 | 2.6750 | 2.4400 | 2.5300 | 2.3900 | 2.4226 | 0.9761 | 2.4949 |
| Saturday, January 14, 2012 | 14-Jan-12 | 14-Jan-12 | Same Day | 204.0 | 45 | 2.4700 | 2.4200 | 2.5400 | 2.4200 | 2.4993 | 0.9761 | 2.5739 |
| Sunday, January 15, 2012 | 15-Jan-12 | 15-Jan-12 | Same Day | 228.4 | 50 | 2.5650 | 2.5250 | 2.5800 | 2.5200 | 2.5565 | 0.9761 | 2.6328 |
| Monday, January 16, 2012 | 16-Jan-12 | 16-Jan-12 | Same Day | 1,182.7 | 190 | 2.6475 | 2.6450 | 2.8400 | 2.5150 | 2.6692 | 0.9833 | 2.7691 |
| Tuesday, January 17, 2012 | 17-Jan-12 | 17-Jan-12 | Same Day | 2,545.4 | 342 | 2.2200 | 2.7200 | 2.7200 | 2.2200 | 2.5154 | 0.9870 | 2.6194 |
| Wednesday, January 18, 2012 | 18-Jan-12 | 18-Jan-12 | Same Day | 2,688.3 | 303 | 2.3500 | 2.4500 | 2.4500 | 2.2700 | 2.3479 | 0.9862 | 2.4430 |
| Thursday, January 19, 2012 | 19-Jan-12 | 19-Jan-12 | Same Day | 2,142.1 | 254 | 2.1500 | 2.2600 | 2.2600 | 2.1350 | 2.2067 | 0.9906 | 2.3063 |
| Friday, January 20, 2012 | 20-Jan-12 | 20-Jan-12 | Same Day | 714.6 | 92 | 2.1800 | 2.1000 | 2.2050 | 2.1000 | 2.1449 | 0.9859 | 2.2311 |
| Friday, January 20, 2012 | 20-Jan-12 | 22-Jan-12 | Friday - Sunday | 1,402.4 | 185 | 2.4850 | 2.0800 | 2.1900 | 2.0800 | 2.1214 | 0.9859 | 2.2066 |
| Friday, January 20, 2012 | 21-Jan-12 | 23-Jan-12 | Saturday - Monday | 1,480.6 | 176 | 2.4850 | 2.0500 | 2.1800 | 2.0400 | 2.1012 | 0.9859 | 2.1856 |
| Friday, January 20, 2012 | 20-Jan-12 | 22-Jan-12 | Weekend # | 1,402.4 | 185 | 2.4850 | 2.0800 | 2.1900 | 2.0800 | 2.1214 | 0.9859 | 2.2066 |
| Saturday, January 21, 2012 | 21-Jan-12 | 21-Jan-12 | Same Day | 461.9 | 84 | 2.2600 | 2.6000 | 2.6000 | 2.2300 | 2.2976 | 0.9859 | 2.3899 |
| Sunday, January 22, 2012 | 22-Jan-12 | 22-Jan-12 | Same Day | 447.0 | 77 | 2.2750 | 2.1900 | 2.2800 | 2.1900 | 2.2483 | 0.9859 | 2.3386 |
| Monday, January 23, 2012 | 23-Jan-12 | 23-Jan-12 | Same Day | 1,371.3 | 204 | 2.2475 | 2.1500 | 2.2900 | 2.1500 | 2.1884 | 0.9921 | 2.2906 |
| Tuesday, January 24, 2012 | 24-Jan-12 | 24-Jan-12 | Same Day | 1,403.9 | 224 | 2.2600 | 2.2500 | 2.3150 | 2.2500 | 2.2807 | 0.9904 | 2.3832 |
| Wednesday, January 25, 2012 | 25-Jan-12 | 25-Jan-12 | Same Day | 1,259.9 | 195 | 2.3000 | 2.2825 | 2.3500 | 2.2750 | 2.3046 | 0.9881 | 2.4025 |
| Thursday, January 26, 2012 | 26-Jan-12 | 26-Jan-12 | Same Day | 1,454.3 | 214 | 2.1200 | 2.3000 | 2.3000 | 2.0950 | 2.2085 | 1.0014 | 2.3334 |
| (1) Total/Weighted Average | 34,718.9 | 4,874 | 2.8400 | 2.0800 | 2.4228 | 2.5168 | ||||||
| Arithmetic | 2.4523 | 2.5440 | ||||||||||
| (2) Total/Weighted Average | 29,410.4 | 4,131 | 2.8400 | 2.0950 | 2.4330 | 2.5294 | ||||||
| Arithmetic | 2.4653 | 2.5585 | ||||||||||
| (3) Total/Weighted Average | 31,188.1 | 4,252 | 2.7300 | 2.0800 | 2.4066 | 2.5007 | ||||||
| Arithmetic | 2.4016 | 2.4941 | ||||||||||
| (4) Total/Weighted Average | 37,689.3 | 5,192 | 2.7300 | 2.0800 | 2.4014 | 2.4930 | ||||||
| Arithmetic | 2.3972 | 2.4873 | ||||||||||
| (5) Total/Weighted Average | 39,854.8 | 5,484 | 2.7200 | 2.0800 | 2.3998 | 2.4906 | ||||||
| Arithmetic | 2.3986 | 2.4887 | ||||||||||
| 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) | ||||||||||||