NEW YORK, N.Y., January 11, 2006 —The New York Mercantile Exchange, Inc., announced accountability levels and position limits for the five new electricity futures contracts that began clearing and trading on NYMEX ClearPort® on January 8 for the trade date of January 9.

The position accountability levels for the ISO New England internal hub calendar day peak locational based monthly peak (LBMP) swap and Cinergy hub calendar day peak location marginal pricing swap (LMP) contract are 5,000 contracts for any single month or all months. Expiration position limits are 500 contracts.

The NYISO Zone A calendar day peak LBMP swap, NYISO Zone G calendar day peak LBMP swap, and the NYISO Zone J calendar day peak LBMP swap contracts position accountability levels are 10,000 contracts for any single month or all months. Expiration position limits are 1,000 contracts.

The following contract pairs are aggregated for accountability level purposes: NYISO Zone A LBMP swap and NYISO Zone A calendar day peak LBMP swap; NYISO Zone G LBMP swap and NYISO Zone G calendar day peak LBMP swap; NYISO Zone J LBMP swap and NYISO Zone J calendar day peak LBMP swap; ISO New England internal hub peak LMP swap and ISO New England internal hub calendar day peak LMP swap; and Cinergy hub calendar month LMP swap and Cinergy hub calendar day peak LMP swap.

A 25-contract reporting level is in place for all of the above contracts.

Contact: Anu Ahluwalia, 212-299-2439