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KillingTime
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What's the correct punctuation of "i.e." and "e.g."?

I'm confused about how to correctly punctuate these two. Can someone elaborate?

Here's an example:

She said that the pain was 100/10 – i.e. above the top of the scale.

She said that the pain was 100/10 – i.e., above the top of the scale.

I think that the first example is correct, but is it?!