Carrie TuckerSupervisor, Day-Ahead Market

DAM data supporting MCWG/CWG credit parameters discussion

February 29, 2012

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Total DAM Credit Usage

February 29, 2012

*Total DAM charges represent the actual settlements amount for the sum of all Energy Bid charges

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DAM Credit Usage – Energy Bids

February 29, 2012

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DAM Credit Usage – Energy Only Offers

February 29, 2012

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DAM Volume by Type

February 29, 2012

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DAM Energy Bids

February 29, 2012

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DAM Energy Bid Price Behavior

February 29, 2012

*Only looks at first PQ pair of a curve

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DAM Bid Behavior - Effects on Credit Exposure

February 29, 2012

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Counterparties Participating in DAM

February 29, 2012

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Counterparties Participating in DAM

February 29, 2012