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

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Presentation transcript:

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

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 DAM Credit Usage – Energy Bids February 29, 2012

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

5 DAM Volume by Type February 29, 2012

6 DAM Energy Bids February 29, 2012

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

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

9 Counterparties Participating in DAM February 29, 2012

10 Counterparties Participating in DAM February 29, 2012