For the entire period, looking at all contract months in which
they had positions, the averages are shown in the last row of
Table I. On average, 28.40% of the monthly exposures were
through NYMEX natural gas futures contracts, 14.82% in
NYMEX options, 34.61% in NYMEX swaps, 10.21% in ICE
swaps, and the remaining 11.96% in ICE off-exchange swaps.