1. Carrie Tucker Supervisor, Day-Ahead Market DAM data supporting MCWG/CWG credit parameters discussion February 29, 2012

2. 2 Total DAM Credit Usage February 29, 2012 * Total DAM charges represent the actual settlements amount for the sum of all Energy Bid charges

3. 3 DAM Credit Usage – Energy Bids February 29, 2012

4. 4 DAM Credit Usage – Energy Only Offers February 29, 2012

5. 5 DAM Volume by Type February 29, 2012

6. 6 DAM Energy Bids February 29, 2012

7. 7 DAM Energy Bid Price Behavior February 29, 2012 * Only looks at first PQ pair of a curve

8. 8 DAM Bid Behavior - Effects on Credit Exposure February 29, 2012

9. 9 Counterparties Participating in DAM February 29, 2012

10. 10 Counterparties Participating in DAM February 29, 2012