<?xml version='1.0' encoding='utf-8'?>
<Conventions>
  <Zero>
    <Id>USD-ZERO-TENOR-BASED</Id>
    <TenorBased>true</TenorBased>
    <DayCounter>A365</DayCounter>
    <Compounding>Continuous</Compounding>
    <CompoundingFrequency>Daily</CompoundingFrequency>
    <TenorCalendar>US</TenorCalendar>
    <SpotLag>2</SpotLag>
    <SpotCalendar>US</SpotCalendar>
    <RollConvention>Following</RollConvention>
    <EOM>false</EOM>
  </Zero>
  <CommodityFuture>
    <Id>NaturalGas</Id>
    <AnchorDay>
      <DayOfMonth>14</DayOfMonth>
    </AnchorDay>
    <ContractFrequency>Monthly</ContractFrequency>
    <Calendar>ICE_FuturesUS</Calendar>
    <ExpiryCalendar>ICE_FuturesUS</ExpiryCalendar>
    <ExpiryMonthLag>0</ExpiryMonthLag>
    <OffsetDays>2</OffsetDays>
    <BusinessDayConvention>Preceding</BusinessDayConvention>
    <AdjustBeforeOffset>false</AdjustBeforeOffset>
    <IsAveraging>false</IsAveraging>
    <OptionExpiryOffset>5</OptionExpiryOffset>
    <BalanceOfTheMonthPricingCalendar>ICE_FuturesUS</BalanceOfTheMonthPricingCalendar>
  </CommodityFuture>
  <CommodityFuture>
    <Id>NaturalGasBasis</Id>
    <AnchorDay>
      <DayOfMonth>14</DayOfMonth>
    </AnchorDay>
    <ContractFrequency>Monthly</ContractFrequency>
    <Calendar>ICE_FuturesUS</Calendar>
    <ExpiryCalendar>ICE_FuturesUS</ExpiryCalendar>
    <ExpiryMonthLag>0</ExpiryMonthLag>
    <OffsetDays>2</OffsetDays>
    <BusinessDayConvention>Preceding</BusinessDayConvention>
    <AdjustBeforeOffset>false</AdjustBeforeOffset>
    <IsAveraging>false</IsAveraging>
    <OptionExpiryOffset>5</OptionExpiryOffset>
    <BalanceOfTheMonthPricingCalendar>ICE_FuturesUS</BalanceOfTheMonthPricingCalendar>
  </CommodityFuture>
</Conventions>