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Photo#13246
dark 2-winged mayfly - Paraleptophlebia

dark 2-winged mayfly - Paraleptophlebia
near Ailsa Craig, Ontario, Canada
June 4, 2004
Size: about 7 mm
This small one seems to have no hindwings, so I'm assuming it's a Baetidae, as Tony mentioned. Don't know what's going on below - about three of them are wrapped up together.

Moved

No baetid
Kerry's right, and I think David's hunch is probably correct. I can't come up with another three-tailed possiblity that would look like this. Although I wish I could see the hindwings just to be sure (and I do think they are there), size and overall appearance suggest Paraleptophlebia to me.

PS--My best guess about what is going on below in the photograph is that others were in the process of transformation from subimago to imago and got trapped by a spider. I think I can just make out a strand of spider silk angling from the mayfly cluster toward the righthand portion of the leaf that holds your specimen.

Three tails
The Baetidae are a two-tailed group, and would exclude this specimen.
It could be a Ephemerella (Ephemerillidae), although other possiblities remain. Wing veins and details of the genitalia (it is a male) are the key on this one.

 
Leptophlebiidae
Could be Paraleptophlebia, but there are several other possibilities. Need more detail.