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HomeMy WebLinkAboutBlack Bear Lake Plan of Finance 1982BLA 013 LIBRARY COPY BLACK BEAR LAKE HYDROE LECTRIC PROJECT PLAN OF FINANCE PROPERTY OF: Alaaka Power Authority 334 W. 5th Ave. Anchonige," Alaska 99501 February 1982 0 0 BLACK BEAR LAKE HYDROELECTRIC PROJECT PLAN OF FINANCE Prepared by the ALASKA POWER AUTHORITY February, 1982 0 The Black Bear Hydroelectric Project, as an alternative to present diesel generation, can conceivably be financed in several ways. A low interest rate loan from the Federal Rural Electrification Administration (REA) could be sought. The Alaska Power Authority or the beneTited communities could issue tax exempt revenue bonds. Finally, the State could provide direct assistance in some form. At the present time an REA loan is probably not available due to Federal bud~et restrictions which may seriously impact the REA program. Further, the Alaska Power Authority could not finance the project based upon the security of revenues from the project without some form of State support, nor are the communities benefiting from the project large enough here to issue bonds. As a result it is probable that State assistance will be necessary to finance the project. The form which such State assistance could take is almost limitless except for the statutory presumption that such assistance provide the most benefit at the least cost to the State. The following four alternatives analyzed and discussed hereafter represent the most probable forms that this assistance could take. 1. Financing with State supported Power Authority issued tax exempt revenue bonds at an interest rate equal to the current average weekly yield of bonds over the last twelve (12) months as taken from Weekly Bond Buyer. This rate is approximately 12.0% and represents the lowest probable interest rate that could be obtained in the market by a State supported Power Authority bond issue. Bonds could not be issued to finance this project without at least a state moral obligation pledge. 2. Oirect State financing of all capital costs at an interest rate of 5% per year for 35 years with principal payments deferred during construction. This loan would be amortized over 32 years beginning in 1986. 3. An equity contribution of the State equal to the full cost of the project yielding a 5% yearly rate of return which includes operating costs. 4. Partial financing with a State grant of $2,500 for each area resident together with an appropriation from the State OT $1,270,000 at 12.0% per year as a Debt Assistance Loan to the project. The effect of the Debt Assistance Loan would be to subsidize yearly bond payments in the early years of service to a level which would generally levelize the cost of power generated by Black Bear in real dollar terms. Thereafter when diesel costs of energy increase beyond hydroelectric costs of energy the difference would be used to retire the loan. 0 0 FINANCING ALTERNATIVE #1 Tax Exempt 12.0% Bonds •weekly Bond Buyer• Average Capital Costs Total Construction Cost (1/81) Inflation (7% per yr for 5 yrs} Total Construction Cost (1/86) Interest During Construction (Based upon one half of the 3 year construction cost at 12% per year) Total Investment Cost Financing Expense (2.5% of T.C.R.) Reserve Fund (One year of Oebt Service 12%) Total Capital Requirement (T.C.P.) Annual Cost Debt Service Less Interest Earned (12.0% per yr) Operating Costs 0 & ~1 7,762,000 931,000 Adm. & General (34% of 0 & H) Insurance {0.2% of Construction Cost} Interim Replacement (0.2% of Construction Cost) Total Annual Cost $32,500,000 13,083,000 45,583,000 8,533,000 54,116,000 1,586,000 7,762,000 63,464,000 6,831,000 210,000 72,000 91,000 91,000 7,295,000 Table I represents the cost of energy for financing alternative 1. Although the State may accept soMe risk in guaranteeing these bonds the present worth of the State financial assistance provided here is zero. 0 TABLE I Tax Exempt 12.0% Bonds (l~eekly Bond Buyers Average) Bond 1Interest 2operating 3TOTAL Energy 4cost of Debt Service Earned Costs Annual Costs Sales Eneqly Cost {$000) ($000) ($000) (MWH) ct/KWH ($000) Low Salable Energy Est. 1986 7762 (931) 464 7295 12951 56.32 1991 7762 (931) 651 7482 14635 51.12 1996 7762 (931) 912 7743 17067 45.36 2001 7762 (931} 1279 8110 19317 41.98 2006 7762 (931) 1794 8625 19317 44.64 Most Likely Sa 1 ab 1 e Energy Est. 1986 7762 (931) 464 7295 16540 44.10 491 7762 (931) 651 7482 20800 35.97 96 7762 (931) 912 7743 20800 37 .?2 ... 001 7762 (931) 1279 8110 20800 38.99 2006 7762 (931) 1794 8625 20800 41.46 High Salable Energy Est. 1986 7762 (931) ~464 7295 171?2 47.60 1991 7762 (931) 651 7482 20800 35.97 1996 7762 (931) 912 7743 ?0800 37.2?. 2001 7762 {931) 1279 8110 20800 38.99 2006 7762 (931) 1794 8625 ?0800 41.46 1 12% per year in all cases 2 Operating cost increase at 7% per year 3 Total annual costs = Bond debt service -Interest earned + Operating costs 4 Cost of energy = Total annual cost ~ Energy sales 0 0 0 FINANCING ALTEPNATIVE #2 State Loan At 5% Per Year with Repayment of Principal Deferred {35 Year Loan Amortized Over 32 Years) Capital Costs Total Construction Cost (1/81) Inflation (7% per yr for 5 yrs) Total Construction Cost Interest to Completion of Construction (Offset by Investment Earnings) Total Investment Cost Financing Expenses Reserve Fund Total Capital Requirement (T.C.R.) Annual Cost Debt Service (32 Years at 5% per year) Operating Costs 0 & M Adm. & General (34% of 0 & f·1) Insurance (0.2% of Construction Cost) Interim Replacement (0.2% of Construction Cost) Total Annual Cost $32,500,000 13,083,000 45,583,000 0 45,583,000 0 0 '105,583,000 2,885,000 210,000 72,000 91,000 91,000 3,349,000 The difference between $45,545,583 which is the present value of 32 equal annual debt servicP payments of $2,885,000 at 5% and $23,402,000 which is the present value of 32 equal annual debt service payments of $2,885,000 at 12% is $22,181,000. To this is added $8,533,000 which is the difference between the zero interest expense actually incurred during construction and that which would be incurred at 12% cost of funds (See Alternative #1). The total of $30,714,000 is then discounted from 1986 back to 1983 at 12% per year to provide a present worth of state assistance of $21,862,000. 0 TABLE II State Loan at 5% Per Year with Repay~ent of Principal Defferred (35 Year Loan Amortized Over 32 Years) Low Salable Debt Operating Total Energy Cost of Energy Est. Service Costs Annual Costs Sales Energy ($000} ($000) ($000) (MWH) ( ¢/KWill_ 1986 2885 464 3349 12951 25 .r·· 1991 2885 651 3536 14635 24. J 1996 2885 912 3797 17067 22.25 2001 2885 1279 4164 19317 21.56 2006 2885 1794 4679 19317 24.22 Most Likely Salable Energy Est. 1986 2885 464 3349 16540 20.25 1991 2885 651 3536 20800 17 .o. 1996 2885 912 3797 20800 18.2T 2001 2885 1279 4164 20800 20.0: 2006 2885 1794 4679 20800 22. 2~; ~ . High Salable Energy Est. 1986 2885 464 3349 17122 20. 2fi 1991 2885 651 3536 20800 17.0C 1996 2885 912 3797 20800 18.2!:1 2001 2885 1279 4164 20800 20.02 2006 2885 1794 4679 20800 22.25 0 0 FINANCING ALTERNATIVE #3 State Equity Investment With a 5% Annual Rate of Return Which Includes Payment of Operating Costs Capital Costs Total Construction Cost (1/81) Inflation (7% per yr for 5 yrs) Total Construction Cost Return on Investment During Construction (Non-Cumulative Stock) Total Investment Cost Financing Expenses Reserve Fund Total Capital Requirement Annual Cost Return on Investments (R.O.I) Operating Costs (to be deducted from R.O.I) 0 & M Adrn. & General (34% of 0 & M) Insurance (0.2% of Construction Cost) Interim Replacement {0.2% of Construction Cost) Total Annual Costs 210,000 72,000 91,000 91,000 $32,500,000 13,083,000 45,583,000 0 45,583,000 0 0 45,583,000 2,279,000 2,279,000 Table III represents the cost of energy for financing Alternative #3. Operating costs in Alternative #3 take an increasing share of the Return on Investment until after 24 years when the yearly Return on Investment is reduced to zero. The present worth of a decreasing stream of Return on Investment over 28.5 years {the mid-point of construction) discounted at 12.0% equals $9,724,000. Subtracting $9,724,000 from the present worth of the initial state investment of $45,583,000 equals $35,859,000 which is the present value of the state assistance as of the mid-point of State investments. 0 TABLE III State Equity Investment Total Energy Cost Annual Costs Sales of Energy ($000) (MWH) (¢/KWH) Low Salable Energy Est. 1986 2279 12951 17.60 1991 2279 14635 15.57 1996 2279 17067 13.35 2001 2279 19317 11.80 2006 2279 19317 11.80 Most Likely Salable Energy Est. 1986 2279 16540 13.78 1991 2279 20800 10.96 0 1996 2279 20800 10.96 2001 2279 20800 10.96 2006 2279 20800 10.96 High Salable Energy Est. 1986 2279 17122 13.31 1991 2279 20800 10.96 1996 2279 20800 10.96 2001 2279 20800 10.96 2006 2279 20800 10.96 0 0 EFFECT OF TH1E ON THE RELATIONSHIP BETWEEN RETURN ON INVESTr1ENT AND OPERATING COSTS PROJECT RETURN ROI COST OPERATING COSTS ON INVESTMENT DISCOUNTED AT 12% INFLATED AT 7%/YEAR 1986 464 1815 1815 1987 496 1783 1421 1988 531 1748 1244 1989 568 1711 1087 1990 608 1671 948 1991 651 1628 825 1992 696 1583 716 1993 745 1534 620 1994 797 1482 534 1995 853 1426 459 1996 912 1367 393 1997 977 1302 334 1998 1045 1234 283 1999 1118 1161 237 2000 1196 1083 198 2001 1280 999 163 8 2002 1370 909 132 2003 1466 811 105 2004 1568 711 83 2005 1678 601 62 2006 1796 483 45 2007 1921 358 30 2008 2056 223 16 2009 2200 79 5 2010 2354 (75) 0 * * $11,755,000 represents the present worth in 1986. The present worth of $11,755,000 at 12% in mid 1984 is $9,724,000. 0 0 0 FINANCING ALTERNATIVE #4 State Grant with Power ~uthority 12.0% Bonds Plus a Debt Assistance Lo~n From The State Capital Costs Total Construction Cost (1/81) Grant ($2,500 x 1,755) To be Financed Inflation (7% per year for 5 years) Total Remaining Construction Cost Interest During Construction (Based upon one half of the 3 year Construction term at 12% per year) Total Investment Financing Expenses (2.5% of T.C.R.) Reserve Fund (One year of Debt Service at 12.0% for 35 years) Total Capital Requirement (T.C.R.) Annual Cost Debt Service Less Interest Earned (12.0% pP.r year) Operating Costs O&M Adm. and General (34% of O&M) Insurance (0.2% of Construction Cost) 6 '112 ,000 733,000 Interim Replacement (0.2% of Construction Cost) Total Annual Cost $32,500,000 4,379,000 28,121,000 7,769,000 35,890,000 6 '719 ,000 42,609,000 1,249,000 6 '112 ,000 49,970,000 5,379,000 210.000 72,000 91,000 91,000 5,843,000 Table IV represents the cost of energy for financing Alternative #4. A debt assistance loan is at the bond rate of 12.0% per year and is repaid in full. Therefore, the present worth of state financial assistance is the present worth of the state grant of $4,387,500. 0 TABLE IV State Grant with Power Authority 12.0% Bonds Plus a Debt Assistance Loan From The State Bond Interest Project Total Energy Cost of Debt Service Earned Operating Costs Annual Costs Sales Energy ($000) ($000) ($000) ($000) (MWH) ¢/KWH Low Salable Energy Est. 1986 6112 (733) 464 5843 12951 45.12 1991 6112 (733) 651 6030 14635 41.20 1996 6112 (733) 912 6291 17067 36.86 2001 6112 (733) 1279 6658 19317 34.47 2006 6112 (733) 1794 7173 19317 37.13 Most Likely Sal- able Energy Est. 1986 6112 (733) 464 5843 16540 35. J .. 1991 6112 (733) 651 6030 20800 28.9~ 1996 6112 (733) 912 6291 20800 30.2') 2001 6112 (733) 1279 6658 20800 32.01 ~06 6112 (733) 1794 7173 20800 34.49 High Salable Energy Est. 1986 6112 (733) 464 5843 17122 34.1J 1991 6112 (733} ----651 6030 20800 28.99 1996 6112 (733) 912 6291 20800 30.25 2001 6112 (733) 1279 6658 20800 32.01 2006 6112 (733) 1794 7173 20800 34.49 0 0 TJ\BLE V State Grant With Power Authority 12.0% Bonds Plus a Debt Assistance Loan From The State For The Most Likely Salable Energy Estimate ~1ost Likely Bond Interest Project Total Salable Energy Cost of Debt Service Earned Operating Costs Annual Costs Estimate Energy ($000) ($000) ($000} ($000} (~~~IH) ¢/KWH 1986 6112 (733) 464 5843 16540 35.33 1987 6112 (733) 496 5875 173]9 33.92 1988 6112 (733) 531 5910 18136 32.39 1989 6112 (733) 568 5946 18990 3L31 1990 6112 (733) 608 5987 19884 30.11 1991 6112 (733) 651 6030 20800 28.99 1992 6112 (733) 696 6075 20800 29.21 1993 6112 (733) 745 6124 20800 29.44 1994 6112 (733) 797 6176 20800 29.69 1995 6112 (733) 853 6232 20800 29.96 1996 6112 (733) 912 6291 20800 30 . ; 1997 6112 (733) 976 6355 20800 30. ; 1998 6112 (733) 1044 6423 20800 30 1999 6112 (733) 1117 6496 20800 31,: :\ d~~ 6112 (733) 1195 6574 20800 3L <l 6112 (733) 1279 6658 20800 32. ()} 2002 6112 (733) 1369 6748 20800 32. '! '! 2003 6112 (733) 1464 6843 20800 32 '·j 2004 6112 (733) 1567 6946 20800 33 : .. 2005 6112 (733) 1677' 7056 20800 33. ~,·' 2006 6112 (733) 1794 7173 20800 34 ,!:9 0 0 Amount in Debt Assistance Provided {$000) 1986 1685 1987 1195 1988 598 1989 0 1990 0 1991 0 1992 0 1993 0 1994 0 1995 0 1996 0 1/l/1997 0 DEBT ASSISTANCE LOAN FROM THE STATE LOAN TERM CALCULATION MOST LIKELY SALABLE ENERGY ESTIMATE Accumulated Principle and Interest Owned on the Debt Assistance Loan at 12.0% ($000) 1685 3082 4050 4536 4974 4546 3764 2939 2080 1165 209 0 Amount of Repayment of Debt Assistance {$000) 0 0 0 95 915 1186 1140 1082 1040 978 209 0 Net Amount of the Debt Assistance Loan at 12.0% ($000) 1685 3082 4050 4441 4059 3361 2624 1857 1040 187 0 0 ~y 1/1/1997, the Debt Assistance ~oan.will have been.fully repaid to the State plus ~terest at 12.0% per year. At th1s t1me, the loan w1ll be closed out and the cost of energy to consumers reduced to that of hydroelectric generation. 0 • 0 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 ~~ Energy Sales ( t1WH) 16540 17319 18136 18990 19884 20800 20800 20800 20800 20800 20800 20800 20800 20800 20800 20800 20800 SCHEDULED OF BORROWING AND REPAYMENT OF DEBT ASSISTANCE LOAN FROM THE STATE 1cost of Energy Cost of Energy Most Likely Salable Energy Estimate Cost of Energy w/Black Bear w/Diesel Generation Lower of (¢/KWH) 35.3 33.9 32 .6. 31.3 30.1 29.0 29.2 29.4 29.7 30.0 30.3 30.6 30.9 31.2 31.6 32.01 32.4 (¢/KWH) Diesel or Hydro 24.4 26.4 28.6 31.2 34.1 36.9 40.4 43.8 47.9 51.9 59.4 64.2 69.5 75.3 82.1 87.3 93.4 24.4 26.4 28.6 31.2 34.1 34.1 34.1 34.1 34.1 34.1 30.7 30.6 30.9 31.2 31.6 32.0 32.4 Annual Debt Assistance Loan Amount ($000) 1685 1195 598 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Annual Paymen· on Loa1 (SOOO 0 0 0 95 915 1186 1140 1082 1040 978 209 0 0 0 0 0 0 1Taken from Black Bear Lake Project Feasibility Report prepared by Harza Engineering Com::;~mY (Base case continued diesel generation). 0 • 0 0 SUMMARY Summarized below are the estiMated costs of energy in various years for the r1ost Likely Salable Energy Estimate for the four financing alternatives analyzed, as well as the present worth of State assistance proposed for each: Alternative #1 12.0% Bonds 1986 44.1 1991 36.0 1996 37.2 2001 39.0 2006 41.5 P.W. of State 0 Alternative #2 Alternative #3 State Equity investment with a 5% return that includes State Loan at 5% Operating Costs 20.3 13.8 17.0 11.0 18.3 11.0 20.0 11.0 22.3 11.0 Assistance $21,862,000 $35,859,000 Alternative #4 Partial grant with 12.0% bonds plus a 12.0% Debt Assistance Loan 24.4 34.1 30.7 32.0 34.5 $4,387,500 From a review of this list it is apparent that Alternative #3 provides the lowest cost of power over the 20 year analysis period. It is also clear that this alternative requires the greatest amount of State financial assistance. On the other hand, Alternative #1, which would require sone form of State guarantee, will need no outright State financial assistance. This alternative, however, would ·produce such a high cost of energy that it could probably not be marketed in the early years of operation. Between these extremes are the two other financing alternatives. Of these two, Alternative #2 requires more financial assistance from the State but produces a significantly lower cost of energy, while Alternative #4 requires less up front financial assistance from the State but results in a higher cost of energy. The higher cost of energy during the first several years of the ?.0 year analysis period is explained by the fact that electricity sales are less than the productive capacity of the Black Bear project. As sales increase the cost of energy in ¢/KWH decreases. Thereafter, during the last few years of the analysis period, the cost of energy in all but Alternative #3 begins to increase. This is due to increasing operating costs which are impacted by inflation and are reflected in the cost of energy. As a single exception the cost of energy for Alternative #3 will not begin to increase until 24 years after the project begins production. This is because it will take 24 years before operating costs, as a deduction from the 5% return on investment, exceeds the return on investment. Because State assistance is provided in three of the four alternatives it would be possible to change the results of each by changing the amount of assistance and the way in which it is provided. In Alternative #2 the interest rate could be increased, thereby raising the , .... 0 0 cost of energy and lowering the amount of State assistance. It would also be possible to defer part of the interest payments due in the first years of the loan. This would have the effect of lowering the cost of energy in the early years when this cost is high and increasing it in later years when it would otherwise be lower. In Alternative #4, the cost of energy in the early years of the analysis period could be lowered by reducing the 34.1¢/KWH price charged between 1990 and 1995. However, it would then be necessary to raise the price in the later years of the analysis period. Additionally, the amount of the grant could be increased or decreased. Finally, Alternative #3 could be changed as well. For example the state could require that operating costs not be charged against the 5% required return but instead be charged as an additional cost of the project. Further the cost of energy could be increased to reduce the resultant amount of State assistance provided. The analysis so far has been based upon nominal dollars which include the impact of inflation on future costs. If the cost of energy in future years is discounted at an assumed inflation rate of 7% per year, the real cost of power as shown below for each of the four alternatives would actually decrease. Alternative #1 Alternative #2 Alternative #3 Alternative #4 State Equity Parti a 1 Grant investment with with 12.0% a 5% return Bonds plus that includes a 12.0% Debt 12.0% Bonds State Loan at 5% Operating Costs Assistance Loan 1986 44.1 20.3 13.8 34.6 1991 25.7 12.1 7.8 24.3 1996 18.4 9.3 6.6 15.6 2001 14.1 7.3 4.0 11.6 2006 10.7 5.8 2.8 8.9 Such a reduction in the real dollar cost of energy over time would therefore permit the nominal dollar cost of energy to actually be raised over time without adversely affecting the real cost of energy. CONCLUSION Alternative #1 requires no State assistance, however, the cost of energy which it provides is extremely high in the early years of project operation. Alternative #2 on the other hand provides a lower cost of energy, however, it requires a relatively high amount of state assistance. Alternative #4 requires less up front financial assistance from the State and provides a shorter payback period than other State assisted alternatives. This alternative, however, results in a higher cost of energy than either Alternative #2 or #3. Finally, Jl.lternative #3 requires the most State assistance and provides the lowest cost of energy, over a longer period of time than any of the other alternatives considered.