Opportunities for LNG Supply Infrastructure and Demand Growth in US and International Markets by Richard Perry Connell B.S. Naval Architecture and Marine Engineering Webb Institute of Naval Architecture, 1997 SUBMITTED TO THE DEPARTMENT OF OCEAN ENGINEERING IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF MASTER OF SCIENCE IN OCEAN SYSTEMS MANAGEMENT AT THE MASSACHUSETTS INSTITUTE OF TECHNOLOGY MASSACHUSETS INST IIUTE OF TECHNOLOGY FEBRUARY 2004 SEP 0 12005 LIBRARIES 2004 Richard Perry Connell. All rights reserved The author hereby grants MIT permission to reproduce and to distribute publicly paper and electronic copies of this thesis document in whole or in part. 2 7 Signature of A uth or: ........... .. . .. . . . - .................... ........ .......................... cfJepartment of Ocean Engineering September 2, 2003 Certified by: ...................... A ccepted by : ................. .. r. H&irv S. Marcus, Professor of Marine Systems Thesis Supervisor .......................................................... Dr. Michael Triantafyllou, Professor of Ocean Engineering Chairman, Department Committee on Graduate Students ... ARCHIVES Page Intentionally Left Blank 2 Opportunities for LNG Supply Infrastructure and Demand Growth in US and International Markets by Richard Perry Connell Submitted to the Department of Ocean Engineering in Partial Fulfillment of the Requirements for the Degree of Master of Science in Ocean Systems Management ABSTRACT Countries are looking beyond their borders for options to satiate a forecasted increase in natural gas consumption. A strong option for importing natural gas is by way of a liquefied natural gas (LNG) supply chain where natural gas is liquefied, transported in special tankers, and regasified at the destination. Research was conducted to determine a method of evaluating the feasibility of such a project. A computer-based simulation model was created to calculate financial metrics for potential LNG projects based on unique inputs such as annual production, distance, and natural gas market and commodity price. Potentially feasible projects are based on the resulting metrics as well as interpretations of risk, and a source's ability to meet a consuming market's demand requirements. Financially, the most attractive projects were the short haul routes to countries with high market prices. However, due to risk and supply inadequacy, it was determined that markets with the most growth to satisfy were best supplied by countries with the most adequate resources. Thesis Supervisor: Dr. Henry S. Marcus Title: Professor of Marine Systems 3 Acknowledgements I begin by extending my sincerest thanks to Dr. Henry Marcus for his support and guidance throughout the production of this thesis and the duration of my stay at MIT (not to mention making this education possible). Special thanks to ConocoPhillips for providing the means for an extraordinary research opportunity. Thanks go out to Parker Larson for his help on this project. Thanks to Rich Gilmore of ETG for providing early insight and informational resources. I am especially grateful to the American Bureau of Shipping for facilitating my graduate education. Last but not least, I amorously thank Kelly for understanding the need for this hiatus and practicing patience through it all. 4 Table of Contents A BSTRA C T ..............................................------------------......................-- ....................................................... 3 ACKNOW LEDGEM ENTS......................................................................................................................... 4 TABLE OF CONTENTS....... 5 ....................--------------.------.............................................................. LIST O F FIG UR ES......................................................................................................................................7 LIST OF TABLES ............................................................ 11 NOMENCLATURE AND ACRONYMS............................................................................................... 12 CHAPTER 1 - INTRODUCTION.........----.----------------................................................................... 13 CHAPTER 2 - NATURAL GAS CONSUMPTION IN THE UNITED STATES............................. 16 IN DU ST RIA L ............................................................................................................................................... 18 R ESID ENT IAI ............................................................................................................................................ 21 E LECTRICITY G EN ERA TION ...................................................................................................................... 23 C O M M E R C IA ........................................................................................................................................... 28 T RA N SPO RTA TION .................................................................................................................................... 28 CONSUM PTION PATTERNS & PROFILES.................................................................................................. 29 FO RE C A ST S ............................................................................................................................................... 36 CHAPTER 3 - THE NATURAL GAS SUPPLY CHAIN.................................................................... 38 EX PLO RA TIO N .......................................................................................................................................... 38 PRODUCTION....................................................................................................... 41 TRANSPORTATION AND D ISTRIBUTION ..................................................................................................... 44 TRADITIONAL RESPONSES TO CHANGES IN CUSTOMER DEMAND.......................................................... 48 CHAPTER 4 - SUPPLY AND DEMAND PORTFOLIOS OF MAJOR NATURAL GAS CONSUM ING COUNTRIES.................................................................................................................... 55 CHAPTER 5 - THE LIQUEFIED NATURAL GAS SUPPLY CHAIN.............................................71 FEEDGAS .................................................................................. 71 LIQUEFACTION PLANTS................................................................................................................. 72 LNG TANKERS........................................................................................ 74 REGASIFICATION PLANTS.......................................................................... 76 CHAPTER 6- THE EFFECT OF CONTRACT TERMS ON RISK AND PROJECT FEASIBILITY PRICING STRUCTURE ........................................................................ 81 8..................................... 5 TERM S OF D ELIVERY ................................................................................................................................ 84 V OLUME A ciREEMENTS ............................................................................................................................ 87 C HA PTER 7 - M OD EL D ESC RIPTIO N ................................................................................................ 91 M ODEL STRUCTURE ................................................................................................................................. 91 LIQUEFACTI(-.)N PLANT AND TERMINAL .................................................................................................... 92 TRANSPORTATION .................................................................................................................................... 94 R EGASIFICATION PLANT ......................................................................................................................... 100 CASH FLOW A NALYSIS ........................................................................................................................... 101 D ISTANCE ................................................................................................................................................ 107 C H A PTER 8 -- RESU LTS ....................................................................................................................... 109 PROJECT V IABILITY ................................................................................................................................ 110 SENSITIVITY ANALYSIS .......................................................................................................................... 116 RISK A NALYSIS ...................................................................................................................................... 122 COM MODITY PRICE O PTIM IZATION ........................................................................................................ 126 CHAPTER 9 - RECOMMENDATIONS FOR MODEL AND ANALYSIS ADVANCEMENT ...... 129 C H A PTER 10 - C O NC LU SIO N S .......................................................................................................... 133 O PTIONS FOR. THE U S ............................................................................................................................. 136 O PTIONS FOR. THE UK ............................................................................................................................. 137 O PTIONS FOR. CHINA ............................................................................................................................... 138 O PTIONS FOR M EXICO ............................................................................................................................ 138 SUMM ARY oj ' BEST O PTIONS ................................................................................................................. 139 W O R K S C ITED ....................................................................................................................................... 142 W O RK S C O N SU LTED ........................................................................................................................... 144 A PPEN D IX ................................................................................................................................................147 List of Figures & Figure 1 - US Natural Gas Consumption, 1949 - 2001 [EIA (3), 2002]...................... 16 Figure 2 - US Natural Gas Consumption by Sector, 1990 - 2001[EIA (3), 2002]........ 17 Figure 3 - US Natural Gas Consumption by Sector, 1990 [EIA (3), 2002]................... 17 Figure 4 - US Natural Gas Consumption by Sector, 2001 [EIA (3), 2002]................... 18 Figure 5 - Percent of Total Natural Gas Consumption for Selected Industries, 1991 1994 [EIA (9), 1994]....................................................................................... .. 19 Figure 6 - Industrial Natural Gas Consumption by End Use [EIA (9), 1994].............. 19 Figure 7 - Net Electricity Generation, 1949 - 2001. [EIA (10), 2002]........................ 24 Figure 8 - Breakdown of Net Electricity Generation Growth by Power Source, 1990-2001 [E IA (10), 2002].................................................................................................... 24 Figure 9 - Existing Net Electricity Generation Breakdown by Power Source, 2001. Electricity generation sector only [EIA (10), 2002] ............................................. 25 Figure 10 - Breakdown of Changes in Installed Generating Capacity by Power Source As a Percent of Total Generation Capacity Growth, 1990-2001. Electricity generation sector only. [EIA (10), 2002]............................................................................... 26 Figure 11 - Monthly Natural Gas Consumption by Sector [EIA (11), 2002]............... 29 Figure 12 - Monthly Industrial Gas Consumption in Selected States, January 2000 to O ctober 2002 [E IA] ............................................................................................. 31 Figure 13 - Monthly Industrial Gas Consumption in Selected States (not including CA and TX), January 2000 to October 2002 [EIA] .................................................... 31 Figure 14 - Monthly Residential Gas Consumption in Selected States, January 2000 to October 2002 [E IA ] ............................................................................................... 33 Figure 15 - Monthly Electric Utility Gas Consumption in Selected States, January 2000 to October 2002 [EIA ] ............................................................................................... 35 Figure 16 - Monthly Commercial Gas Consumption in Selected States, January 2000 to O ctober 2002 [EIA ] ............................................................................................... 36 Figure 17 - Forecasted Natural Gas Consumption by Sector to 2025 in Trillion Cubic Feet [EIA (1),2003].................................................................................................... . . 37 Figure 18 - The Natural Gas Supply Chain in General Terms.................................... 38 Figure 19 - Classification Breakdown of Oil and Natural Gas Resources [EIA (5),2001] ......................................................................................................... 40 Figure 20 -Simplified Stock and Flow Diagram of the US Domestic Natural Gas Supply Chain ............................................................................................ . ........ 42 Figure 21 - New Developmental Wells Drilled per Year per Commodity [EIA]......... 43 Figure 22 - Graph of Domestic Natural Gas Production and Productive Capacity (BCF per day), 1995-2002 [FERC (1), 2003], [AGA] .................................................... 44 Figure 23 - Types of Underground Storage Facilities [EIA (4), 2002] ........................ 47 Figure 24 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Immediate Changes in Demand........................................................................... 49 Figure 25 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Short-term Forecasted Changes in Demand ........................................................ 51 Figure 26 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Midterm Forecasted Changes in Demand .................................................................... 52 Figure 27 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Long-term Forecasted Changes in Demand......................................................... 54 7 Figure 28 - Breakdown of Natural Gas Consumption in Belgium by Sector, 2000 [IEA (1), 2 0 0 2]................................................................................................................... 55 Figure 29 - Trends in Monthly Natural Gas Consumption, Imports, and Storage Changes in Belgium , 1998-2000 [IEA (1), 2002] ............................................................... 56 Figure 30 - Breakdown of Natural Gas Consumption in France by Sector, 2000 [IEA (1), 2 0 02 ] ......................................................................................................................... 57 Figure 31 - Monthly Consumption Patterns of France's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002].................................................................................... 57 Figure 32 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in France, 1998-2000 [IEA (1), 2002] ...................................... 58 Figure 33 - Breakdown of Natural Gas Consumption in Greece by Sector, 2000 [IEA (1), 2 0 0 2 ] ......................................................................................................................... 59 Figure 34 - Trends in Monthly Natural Gas Consumption, Production, and Storage Changes in Greece, 1998-2000 [IEA (1), 2002].................................................... 59 Figure 35 - Breakdown of Natural Gas Consumption in Italy by Sector, 2000 [IEA (1), 2 0 02 ] .. ....................................................................................................................... 60 Figure 36 - Monthly Consumption Patterns of Italy's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002].................................................................................... 60 Figure 37 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Italy, 1998-2000 [IEA (1), 2002]........................................... 61 Figure 38 - Breakdown of Natural Gas Consumption in Japan by Sector, 2000 [IEA (1), 2 0 0 2 ] ......................................................................................................................... 62 Figure 39 - Monthly Consumption Patterns of Japan's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002].................................................................................... 62 Figure 40 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Japan, 1998-2000 [IEA (1), 2002]......................................... 62 Figure 41 - Breakdown of Natural Gas Consumption in Korea by Sector, 2000 [IEA (1), 2 0 0 2 ] .. ....................................................................................................................... 63 Figure 42 - Monthly Consumption Patterns of Korea's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002].................................................................................... 64 Figure 43 - Trends in Monthly Natural Gas Consumption, Imports, and Storage Changes in K orea, 1998-2000 [IEA (1), 2002] .................................................................... 64 Figure 44 - Breakdown of Natural Gas Consumption in Portugal by Sector, 2000 [IEA (1), 2 0 0 2 ]................................................................................................................... 65 Figure 45 - Trends in Monthly Natural Gas Consumption, Imports, and Storage Changes in Portugal, 1998-2000 [IEA (1), 2002]................................................................ 66 Figure 46 - Breakdown of Natural Gas Consumption in Spain by Sector, 2000 [IEA (1), 2 0 0 2 ] ......................................................................................................................... 66 Figure 47 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Spain, 1998-2000 [IEA (1), 2002]......................................... 67 Figure 48 - Breakdown of Natural Gas Consumption in the United Kingdom by Sector, 2000 [IE A (1), 2002].............................................................................................. 68 Figure 49 - Quarterly Consumption Patterns of the United Kingdom's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002]............................................................... 69 Figure 50 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in the United Kingdom, 1998-2000 [IEA (1), 2002]................ 69 8 Figure 51 - S-curve Created From Instituting a Price Ceiling and Price Floor ............. 83 Figure 52 - Monthly Natural Gas Consumption By Sector [EIA (11), 2002] .............. 88 Figure 53 - Average Monthly Natural Gas Prices per Consumer Sector, 2001-2003 [EIA (1 1),2 0 0 2 ].................................................................................................................89 Figure 54 - Average Monthly Wellhead and City Gate Natural Gas Prices, 2000-2003 [EIA (I1 ), 2002]..............-- - - -. --..... ................ .............................................. 89 Figure 55 - Liquefaction facility capital costs normalized per ton of annual output........ 93 Figure 56 - Liquefaction facility annual operating costs normalized per ton of annual ou tput ...................................................................................................... .... 94 Figure 57 - Trends in newbuilding prices normalized for capacity (left axis) and calculated for a 137,500 cubic meter tanker [MBS]............................................. 96 Figure 58 - Trend in normalized capital costs for regasification facilities ..................... 101 Figure 59 - LNG supply chains with the most favorable NPV................... 111 Figure 60 - NPV of import options to Baltimore, MD under base case conditions........ 112 Figure 61 - LNG supply routes with the highest internal rate of return under base case con d ition s ................................................................................................................ 1 13 Figure 62 - Internal rate of return for export locations to import into Baltimore under base case condition s ........................................................................................................ 1 14 Figure 63 - Capital expense required for trade routes importing to Baltimore under base case condition s ........................................................................................................ 115 Figure 64 - NPV sensitivity of increasing LNG imports into Baltimore by 1 mmtpa under base case conditions................................................................................................ 1 17 Figure 65 - IRR sensitivity of increasing LNG imports into Baltimore by lmmtpa under base case conditions................................................................................................ 118 Figure 66 - IRR sensitivity to a 100% increase in imported LNG into Baltimore under base case conditions................................................................................................ 118 Figure 67 - Minimum and maximum NPV's a range of discount rates for import routes into the UK under base case conditions.................................................................. 119 Figure 68 - NPV sensitivity to a 1 point discount rate reduction on UK import routes under base case conditions...................................................................................... 120 Figure 69 - Average net income sensitivity to a 10% increase in contract price to all import m arkets under base case conditions ............................................................ 121 Figure 70 - Average IRR sensitivity to a 10% increase in contract price to all import m arkets under base case conditions ........................................................................ 122 Figure 71 - Net income sensitivity to a 10% increase in the tax rate for LNG imports into Baltim ore under base case conditions..................................................................... 123 Figure 72 - IRR sensitivity to a 10% increase in the tax rate for LNG imports into Baltim ore under base case conditions..................................................................... 124 Figure 73 - Average net income sensitivity to a 10% increase in commodity price on imports to all markets under base case conditions.............................................. 125 Figure 74 - Average IRR sensitivity to a 10% increase in commodity price on imports to all markets under base case conditions ................................................................... 125 Figure 75 - commodity price reduction required by export nations to compete with the best NPV exporters for import into Baltimore........................................................ 127 Figure 76 - Commodity price required by Trinidad to match each import market's best N PV source option ............................................................................................. 128 9 Figure 77 - Commodity price required in Dampier, Australia to match all import markets' best NP V source...................................................................................................... 128 Figure 78 - The 30 Best Supply Routes in Terms of IRR Under Base Case Conditions 133 10 List of Tables Table 1 - Standard Deviation as a Measure of Volatility of Monthly Industrial Gas Consum ption. Reference Figure 13 ......................................................................... 32 Table 2 - Correlations of State Monthly Industrial Gas Consumption. Reference Figure 13 ......................................- -- -- -.......--- --- --- .............................................................. 32 Table 3 - Standard Deviation As a Measure of Volatility of Monthly Residential Gas Consumption. Reference Figure 14 ...................................................................... 34 Table 4 - Standard Deviation As a Measure of Volatility of Monthly Residential Gas Consumption. Reference Figure 15 ...................................................................... 35 Table 5 - Standard Deviation As a Measure of Volatility of Monthly Commercial Gas Consumption. Reference Figure 16 ...................................................................... 36 Table 6- Interstate Pipeline Utilization per State During Their Peak Demand Month of 2000. All measurements in MMCF/day [Tobin, 2001] ........................................ 48 Table 7 - LNG Tanker Cargo Containment Systems [Greenwald, 1998]..................... 75 Table 8 - LN G Term s of Delivery ................................................................................. 84 Table 9- Candidate tanker capacities and cruising speeds........................................... 98 Table 10 - LNG tanker model payment schedule ........................................................... 102 Table 11 - Contract price selections for the model's base case. All prices in $/mmBtu [IE A (2), 2002], [E IA ] ............................................................................................ 106 Table 12 - Import and export locations selected for inclusion in the model................... 108 Table 13 - User Specific Purposes for Using a Feasibility Model................................. 109 Table 14 - Natural Gas Consumption Estimates of Selected Countries. Units: trillion cubic feet per year................................................................................................... 134 Table 15 - Estimate of Natural Gas Reserves in 2030 without Existence of Additional LN G Exports [IEA (2), 2002]................................................................................. 136 Table 16 - Import Locations Matched with Optimal Supply Locations by Considering Financial Metrics, Demand Forecasts, Supply Estimates, and Risks Associated with Security of Supply................................................................................................... 140 Table 17 - Model Results for Five Best Trade Routes. Based on IRR Under Base Case C on d ition s ............................................................................................................... 14 8 Table 18 - Model Results for Five Best Trade Routes. Based on Highest NPV Under Base C ase C onditions ...................................................................................................... 149 Table 19 - Model Results for Five Best Trade Routes. Based on Lowest CapEx Under B ase C ase C onditions ............................................................................................. 150 Table 20- Model Results for Five Best Trade Routes. Based on Highest Net Income Under B ase C ase C onditions .................................................................................. 151 Table 21 - Distance Between Ports in Nautical Miles (Import Along the Left & Export A long the R ight) ................................................................................................... 152 11 Nomenclature and Acronyms AGA - American Gas Association BANANA - build absolutely nothing anywhere near anything bcf - billion cubic feet of natural gas bcm - billion cubic meters of natural gas CapEx - capital expense CHP - combined heat and power plant CIF - Cost, Insurance, and Freight cm - cubic meters of LNG DEQ - Delivered Ex-Quay or "tailgate" DOE - Department of Energy DOT - Department of Transportation EIA - Energy Information Agency EPC - Engineering, Procurement, and Construction FEED - Front End Engineering and Design FERC - Federal Energy Regulatory Commission FOB - Free-On-Board IEA - International Energy Agency IEEJ - Institute of Energy Economics, Japan IPP - independent power producer IRR - internal rate of return LNG - liquefied natural gas mcf - thousand cubic feet of gas mcm - thousand cubic meters of gas mmbtu - million British thermal units mmcf - million cubic feet of gas mmtpa - million tons of LNG per year NIMBY - not in my back yard NPV - net present value OPS - Office of Pipeline Safety SPA - Sale and Purchase Agreement TCF - trillion cubic feet of natural gas 12 Chapter 1 - Introduction In recent years energy shortages and surging gas prices have brought public attention to the fragility of the natural gas market in the United States. Gas consumption in the US has been steadily rising, and the infrastructure required to handle the gas supply has seen increased utilization. Unfortunately, infrastructure expansion and improvement have not kept pace with consumption growth. Today, stake holders in the US natural gas market are analyzing their options for supply and infrastructure enhancements that will support consumption that is expected to grow almost 50% by year 2020. Internationally, countries are restructuring their energy portfolios to reap the benefits of natural gas. In nearly all well developed countries, pollution restrictions are encouraging the shift to clean burning natural gas. In most of these countries, this requires development of new infrastructure to handle the commodity. While other countries require import programs to extend the life of indigenous supplies while complementing existing gas infrastructure. Developing nations are interested in using natural gas for power to spur economic and residential development. In most cases, decision makers are faced with the option to develop indigenous reserves in primitive regions or accept delivery of imported natural gas. These issues facing international and domestic markets are forcing decision makers to accept the need for imported natural gas. Importing the gas can occur by way of two proven means: pipelines and tankers. Both means require a sophisticated supply chain to link suppliers and customers; however, transporting natural gas on a tanker becomes the cost-effective solution when long distances, oceans, or rugged terrain separate supply and demand. 13 The purpose of this research is to develop a means for evaluating the feasibility of developing liquefied natural gas (LNG) supply chains. The developed method consists of a computer-based simulation model capable of calculating financial metrics for a variety of user inputs. The resulting metrics are combined with information regarding available supply, consumer demand, and potential risk to determine supply sources that would be most attractive for an LNG supply project. The discussion of the research begins with a thorough analysis of natural gas consumption in the United States as described in Chapter 2. This includes examination of the factors affecting consumption within the many consuming sectors. Chapter 3 consists of a general explanation of the natural gas supply chain in an effort to capture the logic behind introducing LNG. This discussion is followed by Chapter 4 which presents consumption and supply information for selected countries. Although it is essentially a country by country summary, this discussion is similar in nature to the supply and demand issues addressed in the previous chapters. The LNG supply chain is described in Chapter 5 with focus given to details having the greatest effect on cash flows, risk, and the overall viability of the project. Chapter 6 presents the major risks inherent in LNG projects and how the Sale and Purchase Agreement (SPA) addresses these risks. Chapter 7 is a thorough description of the model used for financial evaluation including the model structures, optimizations, and inputs. Chapter 8 interprets results generated by the model. The relevance of these financial metrics is explained with regards to various user groups. Recognizing that the model is far from perfect, Chapter 9 presents opportunities for improvement within the model and the analysis of LNG projects in general. Conclusions in Chapter 10 focus on determining the most feasible match of import market with gas 14 supply source based on a combination of model results, risk analysis, and the sources' ability to meet the customers' demands. 15 Chapter 2 - Natural Gas Consumption in the United States The US Department of Energy's (DOE) Energy Information Agency (EIA) estimates 22.6 trillion cubic feet (TCF) of natural gas were consumed in 2001. Based on common intuition of US energy dependence, one would think that this is the highest level of natural gas consumption ever. Furthermore, one would think that it dwarfs consumption from a decade earlier let alone a quarter century ago. However, this intuition is somewhat incorrect. As shown in Figure 1, the US has only been consuming natural gas at record rates since 1995. Consumption peaked in 1973 during the Arab Oil Embargo; however it took over 20 years to return to that level. Furthermore, the average rate of increase of consumption since 1986 is only half of the 0.75 trillion cubic feet/year average increase experienced from 1949 to 1973. 24 1973 - Oil Embargo N 4A 21 V 18 =12 :E 9 6 1949 1953 1957 1961 1965 1969 1973 1977 1981 1985 1989 1993 1997 2001 Figure 1 - US Natural Gas Consumption, 1949 - 2001 [EIA (3), 2002] Focusing on recent history, consumption has grown a steady 1.6% per year from 19.2 trillion cubic feet of natural gas consumed in 1990. Natural gas consumption (i.e. 16 demand) is segregated into five sectors of consumers. The sectors are as follows: Industrial, Residential, Electricity Generation, Commercial, and Transportation. Figure 2 shows the breakdown of consumption by sector since 1990. Figure 3 and Figure 4 show the percent breakdown of sectors in 1990 and 2001. 25 20 15 *Transportation OElectric Power Olndustrial MCommercial EResidential 10 0M 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 Year Figure 2 - US Natural Gas Consumption by Sector, 1990 - 2001 [EIA (3), 2002] Electric Power 17% Residential 23% Transportation 3% Commercial 14% Industrial 43% Figure 3 - US Natural Gas Consumption by Sector, 1990 [EIA (3), 20021 17 Electric Power 23% Transportation 3% Commercial 14% Industrial 39% Figure 4 - US Natural Gas Consumption by Sector, 2001 [EIA (3), 2002] Industrial Industrial consumers are traditionally the largest sector consuming 8.69 trillion cubic feet of gas in 2001. [EIA (3), 2002] This group, as seen in Figure 5, consists mainly of mills, refineries, and manufacturing facilities. There is also a small amount of industrial consumption from combined-heat-and-power (CHP) facilities and independent power producers (IPP's). CHP's and IPP's who focus on only industrial customers are included in this sector. Figure 6 shows the breakdown of natural gas consumption by end use. Although still considered "industrial," CHP's and IPP's consumed 35% of the gas burned in boilers in 1991 and 1994. CHP/IPP gas consumption grew 27% between 1991 and 2001. 18 37 38 Chemical Petroleum Q1214 12 12 Primary Metal D 1991 Food m 1994 Paper 8 Stone, Clay, and Glass 6 Fabricated Metal O 1'0 2'0 h' Percent 40 Figure 5 - Percent of Total Natural Gas Consumption for Selected Industries, 1991 & 1994 tEIA (9), 19941 i42 P rocess 42 34 Bailer Fuel El 1991 M 1994 112 N onprocess 11 Feedstock 10 0 10 20 30 40 50 Percent Figure 6 - Industrial Natural Gas Consumption by End Use [EIA (9), 19941 An industrial consumer's energy requirements are affected by the following factors: 0 Changes to industrial output " Improvements in technology " Changes in oil/gas prices Changes to industrial output As production increases, energy requirements should increase. This is especially true as facilities produce beyond optimal levels and lose efficiency. Larger increases in 19 production require more expansion of facilities. Building new production lines and factories increases the base load of gas and energy required. Improvements in technology Through most of the twentieth century, improvements and developments in technology resulted in machines replacing labor. With so many more machines to operate, power requirements increased. However, today there are fewer opportunities to replace existing manual labor with machines. In fact, computerized machines that produce more efficiently and require less energy input are replacing older, inefficient machines. Although this power savings is most obviously true for electrically powered equipment, sophisticated computerized controllers improve the efficiency of gas process equipment. Large industrial parks are becoming more efficient power producers. As mentioned earlier, CHP's and IPP's are increasingly used for the power and heating needs of industrial facilities. They produce more efficiently and at a larger scale than individual industrial facilities. To protect against large price swings in fuel costs, many industrial consumers are installing steam/power generating and process equipment that permits easy switching from oil to gas. This allows the plant to substitute and bum the cost efficient fuel. In addition, industrial parks do not suffer the line losses inherent in a large distribution grid. Fluctuations in oil and gas prices Although industrial demand contributes to the pricing of fossil fuels, other factors, alone or in tandem, affecting aspects of supply and demand can have a large immediate effect on prices. Short-term response to changes in prices may be changes in production 20 levels, switching fuels in a dual fuel plant, or hedging against further changes with financial derivatives. Medium-term response may include small investment in facility efficiency improvements. Long-term responses include significant changes in the means of production, installation of dual fuel capability, or new equipments for complete substitution of fuel used. Since energy prices can have a large influence on a manufacturer's profitability, there is incentive in investment that reduces the total cost of gas and/or power. Therefore industrial gas consumers will typically respond to changes in gas prices. This was evidenced in the winter of 2000/2001 as ballooning gas prices caused industrial consumers to re-examine their energy needs. Extreme cases saw many industrial gas consumers with fixed priced contracts finding it more profitable to reduce or halt production in order to sell their lower priced gas on the open market. [EIA (8), 2001] Residential Residential consumers use natural gas predominantly for home heating purposes (i.e. air, water, and cooking). Their consumption of natural gas is affected by: " Weather " Home growth " Public perception " Gas prices 21 Weather Since heating is the main use of natural gas, cold weather is the major influence on consumption. Residential consumers expect to use increased amounts of gas during winter months. Home Growth Increased levels of home ownership and larger homes in general increase the need for heating fuels. More homes are built in order to shelter a growing population and to accommodate the population's increasing desire to move from apartments to houses. Since homes are larger, residents have a need to heat more space. This need is enhanced as the average size of new homes increases. From 1996-1999, the average new home was built with 22% more square footage. [EIA (8), 2001] Public Perception Natural gas competes with electricity and oil in the residential market. While it may be cost effective for apartment complex builders and owners to use electricity, homeowners typically prefer fossil fuels for heating. Because it is more environmentally friendly and a less obvious fuel (i.e. no soot, oil tanks, or delivery issues), natural gas has enjoyed preference over oil. In fact, from 1986 to 1999, the percentage of new homes constructed with natural gas capability increased from 46% to 77%. [EIA (8), 2001] Gas prices Since people need to eat and stay warm, residential consumers have limited ability to respond to changes in natural gas prices. Short-term responses to higher prices include dressing warmer, repairing windows, and using less heat. Medium to long-term 22 responses may include replacing furnaces and thermostat systems with more efficient units. Because these responses have a limited effect, residential consumers are considered "captive." As a result, residential consumers' potentially most effective tool against high gas bills is through political channels. Although the federal government has deregulated most of the gas and electricity markets, the government through legislation or subsidies is committed to keeping prices relatively stable over the long term. Electricity Generation The electricity generation sector is the fastest growing consumer sector having grown 63% from 3.23 TCF in 1990 to 5.26 TCF in 2001. This is impressive growth considering net electricity generation only increased 23% over the same time period (reference Figure 7). Figure 8 shows the breakdown of power sources comprising this growth. Factors encouraging added electricity generation include population growth and inflation adjusted GDP growth, which grew 13% and 32% respectively over the same period. Although electricity generation and gas consumption has shown significant growth, natural gas is used to produce only 15% of the nation's electricity as shown in Figure 9. 23 4- Total (All Sectors) 30 Electricity-Only Plants Z: 0 Combined-Heat-and-Power r Plants 0 -1950 1955 1960 1965 1970 1975 1980 1985 1990 1995 2000 Figure 7 - Net Electricity Generation, 1949 - 2001. [EIA (10), 20021 -20% -10% 0% 20% 10% 30% 40% 50% % of Growth Figure 8 - Breakdown of Net Electricity Generation Growth by Power Source, 1990-2001 [EIA (10), 20021 24 6% 1% 353 Figure 9 - Existing Net Electricity Generation Breakdown by Power Source, 2001. Electricity generation sector only [EIA (10), 20021 The following factors are making natural gas a more attractive option: " Pollution restrictions " Failure of other energy sources * Sophisticated power requirements Pollution Restrictions Pollution legislation enacted in the 1990's has increased restrictions on a power plant's ability to pollute. Although coal is an inexpensive and abundant domestic resource, the cost of cleaning exhaust and/or purchasing higher pollution quotas is making coal an expensive option outside of baseload generating. Natural gas has become the clean burning fossil fuel alternative to coal. 25 Failure of other Energy Sources Although nuclear power contributes significantly to power generation in the US and capacity utilization is high, firm plans for new capacity are nonexistent due to a lack of public support and prohibitive construction and operating costs. The strong gain in nuclear electricity generation shown in Figure 8 is 100% attributable to increased utilization of existing facilities. Hydroelectric power has long been considered an effective alternative to fossil fuels and has become a major source of power for consumers in the Pacific Northwest. However, since 1996 the reliability of hydroelectric power has been tested by low water levels in source rivers. This phenomenon has put a large strain on the available supply of power on the West Coast and contributed largely to the energy shortages of 2000 and 2001. Again referring to Figure 8, hydroelectric generation decreased from 1990 to 2001. Referencing Figure 10, the long-term response to high generating costs has been the construction of natural gas fired power plants. -20% -10% 0% 10% 20% 30% 40% W0% 60% 70% % of Gr owt h Figure 10 - Breakdown of Changes in Installed Generating Capacity by Power Source As a Percent of Total Generation Capacity Growth, 1990-2001. Electricity generation sector only. [EIA (10), 20021 26 Sophisticated Power Requirements When analyzing the electricity requirements for a region over a decade, consumption is relatively flat with perhaps signs of steady growth or a divot during an energy crisis. When analyzed over a few years, the seasonal peaks and valleys appear. However, when analyzed over the course of a day or two, there is the potential for great volatility. There are numerous reasons for this volatility including use of lights at night and operating the air conditioner at home overnight. Whatever the requirement, electric power providers are obliged to ensure that the electricity is available. This creates the separation of baseload and peak operating conditions. Baseload is determined through standard minimum conditions. Regardless of the time of day, there is a minimum predictable power requirement for all consumer groups in a given area and season. Electricity generators typically meet this requirement with steam or hydroelectric generating capacity. Steam plants utilize coal, nuclear, and sometimes natural gas to generate power. Due to the nature of steam plant technology, it is only efficient when generating a steady output. Similarly, hydroelectric power utilizes a steady source of water that is almost always flowing. Peak conditions are met by generating equipment capable of flexible operations. As opposed to steam plants, natural gas powered turbines can be brought on and offline without sacrificing a great deal of efficiency. Although nuclear and coal-fired steam plants are typically a more cost effective baseload solution, gas turbines are replacing steam plants and diesel engines to satisfy peak requirements. 27 Commercial Commercial consumers include firms involved in business but not directly involved in a factory environment. Typically, commercial consumers reside in office buildings, malls, or even homes. Similar to residential, commercial consumers require gas largely for heat and less for business services. For these reasons, commercial gas use is affected largely by weather. As firms grow, they require more gas; however, net growth for commercial consumers should correlate well with growth of employees in the active workforce. Over the period 1990 to 2001, active employment rose 15% while commercial sector natural gas consumption rose 24%.[BLS] The difference in growth can be attributed to the economic benefits of natural gas that make it the preferred energy source for new installations. Since costs related to gas are relatively low compared to other business costs and substitution is not a ready option, these consumers are "captive" to gas prices. Another factor, although difficult to gauge, is the transformation of US industry from one oriented to physical "production" to one moving towards "service." Therefore, it is likely that jobs will move from the industrial to the commercial sector. Gas consumption should follow accordingly. Transportation The transportation sector has two main uses for natural gas. Natural gas consumed to power pumps and compressors for the transportation of pipeline fuels (i.e. predominantly gas but also oil) comprises 98% of the transportation sector's consumption. The remaining gas is consumed in vehicle engines. Although vehicle transportation natural gas consumption is relatively insignificant, it is a new, fast growing 28 concept. Consumption grew 525% from 1992 to 2001. Considering the rapid growth, it is likely that the EIA's reporting system is somewhat inaccurate and still catching up with new end-users. Overall, transportation sector consumption has been steady since the 1970's at 3% of total gas consumption. Consumption Patterns & Profiles The factors discussed above heavily influence consumer gas consumption; however, the nature of these factors, whether cyclic, random, or steady, contributes to a more accurate assessment of a consumer sector's consumption profile. Consumption profile information is critical to the design of a gas distribution company's supply chain. The following subsections discuss the trends in sector consumption as evidenced by Figure 11. 1.2Residental 0.9- Induattial 0.6- 0.3- - 0Commtrcal 002002 Figure 11 - Monthly Natural Gas Consumption by Sector [EIA (11), 2002] Industrial The major factors that promote change in overall industrial consumption are largely predictable and stable. This makes industrial consumption a cornerstone of baseload gas consumption. Since gas companies are interested in a large base level of 29 production, gas companies attract industrial customers with long-term contracts consisting of favorable discounted gas prices and service flexibility. Although national industrial consumption as shown in Figure 11 appears relatively steady, regional consumption profiles do vary as evidenced by state data in Figure 12 and Figure 13. Both figures clearly demonstrate that there is a significant deal of volatility ranging from standard deviations of growth of 8% to 26% (see Table 1). However, as referenced in Table 2, the individual profiles show poor correlation with each other. In fact there is not a single correlation above 0.5 with 1 being perfect correlation. Although these figures are based on less than 2 years of monthly data, the figures reinforce the concept of stable industrial gas consumption for the following reasons: * Variation in national economy: early 2000 was strong but late 2001/2002 was poor * Due to poor correlation and relatively low volatility, industrial gas consumption as measured nationally is "diversified." As per Table 1, the national standard deviation is 5%. There are two major points to take out of the behavior behind industrial gas consumption: 1. Gas companies with customer interests located nationally, as opposed to just regionally, can expect steady consumption from industrial consumers regardless of the state of the economy. 2. Gas companies with industrial customers located regionally or locally are subject to greater volatility of industrial consumer demand. Both of these points influence the decisions behind the composition of natural gas supply chain infrastructure. 30 0.25 -*-CA 0.15 -U-FL MA -X-NJ --- NY -TX ---MI S0.05 00 Figure 12 - Monthly Industrial Gas Consumption in Selected States, January 2000 to October 2002 [EIA] 0.04 0.035 &0 --LL FL 0035 0.02 MA -4-NJ -W-NY - M' 0.005 Figure 13 - Monthly Industrial Gas Consumption in Selected States (not including CA and TX), January 2000 to October 2002 [EIA] 31 Standard Deviation CA FL MA NJ NY TX M1 13% 8% 26% 11% 12% 8% 10% USA 5% Table 1 - Standard Deviation as a Measure of Volatility of Monthly Industrial Gas Consumption. Reference Figure 13 CA FL MA NJ NY FL MA NJ NY TX M1 -0.213 0.152 -0.331 0.315 0.429 -0.511 0.104 0.456 0.492 0.065 0.157 0.341 0.427 0.276 0.447 0.252 -0.351 0.360 0.095 -0.065 TX 0.060 Table 2 - Correlations of State Monthly Industrial Gas Consumption. Reference Figure 13 Residential The major factor affecting residential consumption, seasonal weather, is somewhat predictable; however, the level of consumption over daily and weekly periods during the winter can be unpredictable. Extreme cold snaps create spikes in the residential power profile and often come with only a few days warning. By comparing national residential consumption as shown in Figure 11 and state consumption as shown in Figure 14, the correlation of winter peaks and summer lows is obvious. Geographic differences contribute to the level and duration of peak usage. In Figure 14, California has the highest monthly consumption. Since the weather in most of California is considered to be stable year round, the peaks are influenced by the shear size of the state's population. Comparing the profiles in Figure 14 by calculating standard deviations of monthly growth is proven to be a better means of judging state consumption 32 volatility. Referencing Table 3, California and Florida enjoy the lowest volatility while the northern states are predictably more volatile. Texas has the highest volatility at 49% that at first seems awkward. However, it has been the author's experience that although Texas has the reputation for temperate weather, North and West Texas typically experience freezing winter weather. This coupled with typically warm fall and spring seasons that require little gas heat contribute to a high standard deviation. Lastly, the correlation of consumption amongst states is clearly high. This explains the high volatility of national residential consumption (see Table 3) that does not benefit from a diversification of different consumers. Therefore, gas companies serving local or national customers are faced with comparable residential customer volatility but varying, yet predictable, levels of peak consumption. Regardless of the customer base, gas companies must have infrastructure capable of efficiently handling these peaks. 0.09 0.08 0.07--- 0.06 Q 0.04 CA o~oe FL F -m- MA - NY 0.03 S0.02 0.01 Figure 14 - Monthly Residential Gas Consumption in Selected States, January 2000 to October 2002 [EIAI 33 Standard Deviation CA FL MA NJ NY TX MI USA 26% 34% 42% 46% 39% 49% 52% 45% Table 3 - Standard Deviation As a Measure of Volatility of Monthly Residential Gas Consumption. Reference Figure 14 Generation As discussed earlier, non-baseload electric power demand drives consumption of natural gas for electric power producers. This demand typically occurs in the summer and correlates oppositely to residential and commercial gas consumption (see Figure 11). Similar to the residential situation, consumption amongst states is well correlated. For this reason, gas companies find it difficult to minimize volatility through diversification. Although consumption across states is well correlated, the volatility as seen in Table 4 is not as severe as in the residential sector. This can be attributed to the greater importance of heating to cooling. In almost all states, homes are built with a means of space heating. This is definitely not true for air conditioning equipment. However, as the cost of air conditioning equipment declines, it is likely to see more new homes built with a/c capacity. In conclusion, similar to winter needs, gas companies must ensure infrastructure exists to supply power plants during the hot summer months. 34 0.18 0.16 0.14 * o 0.12 0.1 0.08 -.- u CA FL FL __---NY TX 0.06--M 0.04 0.02 0 Figure 15 - Monthly Electric Utility Gas Consumption in Selected States, January 2000 to October 2002 [EIA] State Standard Deviation CA FL NY TX MI USA 28% 18% 26% 24% 54% 20% Table 4 - Standard Deviation As a Measure of Volatility of Monthly Residential Gas Consumption. Reference Figure 15 Commercial Similar to residential consumers, commercial consumers are affected mostly by weather. Commercial demand is not as high as residential demand for two main reasons: 1. more of the entire population contributes to residential demand than commercial demand. 2. commercial properties are typically more efficient and have less square footage/person to heat. Figure 16 illustrates regional profiles of commercial consumption. Similar to the residential consumer profile, there is not much of an opportunity to diversify commercial demand because state demand is well correlated. The standard deviations given in Table 5 are less than those for residential consumption; 35 however, the volatility of US commercial consumption is still closer to a national average because there are no benefits of diversification. In order to satisfy commercial customers during the winter months, gas companies must size their supply chain infrastructure to handle the added demand. 0.06 0.05 - I.0.04 -m- MA 0.03 0 CA -i-MI NJ - 0.02 NY 0.01 0 Figure 16 - Monthly Commercial Gas Consumption in Selected States, January 2000 to October 2002 [EIA] State CA FL MA MI NJ NY TX USA Standard Deviation 14% 9% 30% 36% 35% 16% 25% 26% Table 5 - Standard Deviation As a Measure of Volatility of Monthly Commercial Gas Consumption. Reference Figure 16 Forecasts As indicated in Figure 17, the EIA predicts that most consumer sectors will steadily consume more natural gas. The exception is the electricity generation sector which is expected to enjoy strong growth. The impetus behind this growth is the assumption that lower pollution limits and gas power plant efficiency improvements will 36 encourage power producers to drop coal in favor of natural gas for baseload generation. In 2001, 22.6 trillion cubic feet of natural gas was consumed in the United States. The EIA predicts that 27.1 trillion cubic feet will be consumed in 2010 and 32.1 in 2020. This is equivalent to 2% annual growth until 2010 and 1.7% annual growth from 2010 to 2020. 1- Hj.,an-, I A .1 t 4: .pi Mt Figure 17 - Forecasted Natural Gas Consumption by Sector to 2025 in Trillion Cubic Feet [EIA (1),20031 37 Chapter 3 - The Natural Gas Supply Chain To justify an LNG import project, it must be proven that the LNG supply chain is cost competitive with other sources of natural gas. Sources are located onshore or offshore within domestic or foreign jurisdiction. Regardless of their location or means of extraction, all sources share a common general supply chain. Presented very generally in Figure 18, the supply chain is segmented into four principal groups with Consumption having been discussed in Chapter 1. The purpose of this chapter is to discuss the influences and relationships within each segment of the supply chain. Special attention is given to the supply chain's response to forecasted demand changes. This discussion lays the groundwork for analyzing the introduction of LNG into the supply chain. As a note to the reader, unless otherwise cited, the information contributing to this chapter's discussion is sourced from numerous publications, papers, and data presented by the EIA. Exploration == Production Tran sttion Consumption Figure 18 - The Natural Gas Supply Chain in General Terms Exploration The purpose of exploration is to find new gas reservoirs and to refine the data pertaining to existing ones. When a previously unknown gas deposit is discovered, it is labeled as a "discovered natural gas resource." The end result of exploration is the reclassification of resources to "proved reserves" or "proven reserves." As shown in Figure 19, the steps in between are a refinement of information, which is done through scientific processes. The process is geologically intense and consists primarily of seismic 38 surveying, deep wireline measurements, and exploratory drilling. Improvements to seismic survey technology in the form of three dimensional (3D) measurement combined with computerized data processing has made it possible to accurately chart and evaluate large stretches of land. Comparing 3D seismic data over time (i.e. "4D") makes it possible to analyze the movements of gas within the reservoir. This allows drillers to site the ideal location for wells. The exploration process is intent on promoting the most economically recoverable resources to proven reserve status first. This requires a deep knowledge of likely supply chain costs as well as influential factors from the economic environment such as demand forecasts. Although it is the first step in the gas supply chain, the data interpretations have tremendous influence on the future direction of the gas companies and their consumers. 39 20 Total 41& Gas Resource Base Undscove'ed Resources IT DUsovered Resources (Os and Gas In-place) Economcmy Unrecoveradle Resources ot conomca y Recoveaie Resources (UItnate Recovery) Proved Ultimate Recovery Reserves (W1 Proved) Possible Reserves Probablie Reseves Proved Reserves Form EIA-23 Includes Proved Non-Producing Proved Undeveloped Cumulative Producton Proved Developed Producing Proved Developed Non-Producing Figure 19 - Classification Breakdown of Oil and Natural Gas Resources [EIA (5),20011 Although it is a necessary and expensive requirement for producing gas, exploration has a cost that is not always traceable to a specific supply chain. For instance, accurate exploration has been rampant in areas such as Texas, Oklahoma, and Louisiana, but many of these discovered resources are still waiting to be exploited. In these cases, profits from existing gas production are supporting exploration for new resources. In addition, gas and oil are often found in the same reservoirs and often with an uncertain estimate of commodity breakdown. Separating exploration costs is further complicated because gas and oil follow separate supply chains. However, there are notable exceptions to costing exploration occurring where researching and obtaining gas resources is likely to push technology, costs, and risk beyond established limits. Examples of potential resources requiring extensive exploration currently include deep 40 offshore, Alaskan, and Rocky Mountain resources. Due to the multitude of obstacles involved in acquiring these gas resources, costs throughout the supply chain are certain to be astronomical as well as unique. To offer some perspective on the size of the domestic resource base, 2001 EIA survey data estimates resources at 1,431 TCF with additional proven reserves of 183 TCF. Considering consumption estimates discussed earlier, it would take about 8 years to consume the remaining proven reserves and 73 years to consume all available gas resources. [EIA (5), 2001] Production As shown in Figure 20, production is the means of converting proven reserves to a marketable product. Developmental drilling is the first step in the production stage. Advances in exploration technology have increased the success rate for finding and completing producible wells over unsuccessful drilling or "dry holes." Analyzing trends in unsuccessful drilling by way of percent of wells drilled can be dubious across commodities. Therefore, Figure 21 is presented to show the 50% decline in "dry holes" since 1990 despite increased overall drilling. Upon completion of successful wells, gas is extracted and refined in production facilities for consumer use. Although not shown in Figure 20, the refining of extracted gas to market quality product typically yields a significant amount of losses consisting of gas impurities (such as gas dioxides, helium, hydrogen sulfide, and nitrogen) and liquid hydrocarbon constituents (such as propane, ethane, and butane). In 2001, losses attributed to non-hydrocarbon gases amounted to 0.47 TCF. Also, losses attributed to liquid hydrocarbon constituents amounted to 0.93 TCF. [EIA (3), 2002] 41 & Transportation Distribution Production r -------------- I --- --- -- --- -- --- --- -- --- -- --- -- By-Pass Storage Exploration Gas Production Piein yse Proven Gas ReservesExtraction -----------------ReclassificatioInrdcint IntroduStirngt Strg Storage Natural Gas Resources Net Additions Distribution Deliveryi ------------------------------ |---- Consumption Figure 20 -Simplified Stock and Flow Diagram of the US Domestic Natural Gas Supply Chain 42 -~1 35,000 30,000 - "'v'""" Dry Deve opment r Developmental Total 25,000 20,000 4 15,000 1 0,0001 5,000 0 1990 1992 1994 1996 1998 2000 2002 Figure 21 - New Developmental Wells Drilled per Year per Commodity [EIA] Since the mid 1990's, gas producers have been moving toward 100% utilization of existing production facilities. The FERC considers this to be an industry wide move toward "just-in-time" delivery of natural gas as evidenced by Figure 22. With that said, the current ability to increase production levels is almost completely dependent on the number of drill rigs in service. Gas companies' ability to meet production requirements by employing rigs is discussed later in this chapter. 43 IIIIIIIII---..................- . . . . . . ......------ 80 U ---- -- -- - - III -I .5 40 JOrn-95 Jar)-96 Jan-97 Jar,-99 -Gas Production J an-99 -Productive Jaf)-0 JJ-0I J0 ,J-02 Capacity Figure 22 - Graph of Domestic Natural Gas Production and Productive Capacity (BCF per day), 1995-2002 [FERC (1), 20031, [AGA] Transportation and Distribution Pipelines Pipeline infrastructure and storage capacity are the major segments of this category. Pipeline infrastructure consists of piping, valves, compressors, and communications and measuring devices. Pipelines are divided into three scope-sensitive groups, gathering lines, major pipelines, and distribution lines. Gathering lines are minor pipelines that transfer gas from the wellhead to the production facilities and/or from the production facilities to a pipeline station. Typically gathering lines are proprietary and owned by drillers or gas producers because they are on the property of their drilling or production facilities. However, in some cases, such as where the gathering lines provide a public service to gas owners, the gathering lines are 44 --- -I- -I-- _ - LL-_ .'I I- ,-I, - LL"LL required under US law to be owned and operated by a pipeline company. Gathering lines are typically considered part of the production stage. Major pipelines are equivalent to interstate and intrastate highways in that they are open to the public, require public approval for construction, and have published and approved tariffs. Major pipelines connect producers with gas retailers. The Federal Energy Regulatory Commission (FERC) regulates construction/expansion approval authority and business practices for interstate as well as "qualifying" intrastate pipelines. The U.S. Department of Transportation's Office of Pipeline Safety (OPS) holds and regulates the standards of pipeline construction and safety procedures. All intrastate pipelines are regulated to some extent by state authorities. Pipelines are required to be owned by companies who maintain business practices no closer than an "arm's length" away from gas owners. Pipeline companies are not permitted to own the gas transported through their pipelines. Distribution pipelines connect gas retailers with end use consumers. Ownership and business practice requirements are no different on the distribution level; however, regulation is maintained predominantly by state and local authorities. Pipeline companies serving the retail market deal with different issues than those that serve the immediate producers and the mass-transportation of natural gas. On a retail level, there are predictable limits to what individual consumers will consume. Expansion of the retail network entails laying relatively light pipe over short distances at a relatively low cost. In many cases, local right-of-way may not be such a burdening issue because property developers have already tackled it. A reliable quality of service is of the utmost importance and incurs higher operational expenses from maintenance, communications, 45 metering, and general customer service. Pipeline companies owning and operating major pipelines are faced with a growing demand from regional consumers as well as a "spreading" network of producers. When utilization reaches 100%, pipeline companies are faced with the dilemma of increasing capacity through pipeline replacement, enlargement, or construction of new pipelines or of losing business. As gas companies spread production to service smaller, more remote gas reservoirs, pipeline companies expand their pipeline network to meet production. Since major pipelines enjoy large economies of scale, service expenses are less of an issue; however, large pipeline projects confront high construction costs (esp. offshore) and potentially large scale right-of-way conflicts. Storage If not for storage infrastructure, the supply chain's response to increases in consumer demand would quickly be faced with bottlenecks. As is discussed in greater detail later in this chapter, storage acts as a buffer between production and consumption. By making storage available to its customers, pipeline companies are able to reduce the variation of major pipeline utilization. The opportunity to store natural gas during offpeak seasons offers gas owners the ability to purchase gas at lower prices in order to sell it when the market is "hot." While storage is a necessary part of the supply chain, not every cubic foot of gas passes through a storage facility. Due to natural gas's physical characteristics of low density and high volatility, traditional storage tanks used for propane and oil are not a viable option. In 2001, 86% of deliverable natural gas was stored underground in natural geological reservoirs such as those shown in Figure 23. These include depleted oil fields and gas reservoirs as well as 46 aquifers, caverns, vacated mines, and other open formations found underground. Naturally occurring salt domes that are found in abundance in and along the Gulf of Mexico are commonly hollowed into underground storage facilities. [EIA (4), 2002] Source: PB-KBB, Inc. A Salt Caverns B Mnes C Aquifers D Depleted Reservoirs E Hard-rock Caverns Figure 23 - Types of Underground Storage Facilities [EIA (4), 2002] Freestanding LNG storage facilities comprised the remaining 14% of deliverable gas in 2001. Without having to rely on naturally occurring geological formations, LNG storage can be located closer to end-use consumers. Due to the steep costs associated with liquefaction and re-gasification, stored LNG is typically dispersed to customers during peak consumption when the market price is justified. In other situations, LNG is trucked to remote LNG storage facilities designed to service customers whose network is small and isolated from or under serviced by feeder pipelines. In closing the general discussion on natural gas transportation, Table 6 is presented to illustrate the relationship between consumption, production, storage, and pipeline utilization for the states in the consumption discussion. The importance of storage is best shown in Michigan (MI) where deliverable storage exceeds the required 47 gas demand from interstate sources. Since interstate pipeline utilization is already near 100%, adequate storage is absolutely necessary in order to service Michigan's gas consumers. [Tobin, 2001] CA FL MA Consumption 6,848 1,582 1,693 Production 1,055 16 Net Storage 624 MI 4,064 Needed Utilization of Net Interstate Pipeline Capacity NY TX 4,225 11,892 17,413 - 496 - 49 - - 2,020 - 560 -805 5,169 1,566 1,693 1,548 2,826 3,616 -4,716 74% 99% 88% 96% 70% 40% Withdrawals Net Interstate Gas NJ 2,826 95% I Table 6- Interstate Pipeline Utilization per State During Their Peak Demand Month of 2000. All measurements in MMCF/day [Tobin, 20011 Traditional Responses to Changes in Customer Demand This section utilizes a quasi-system dynamics approach to analyzing the manner in which the natural gas supply chain responds to changes in consumer demand. Since nearly all forecasts predict overall gas consumption to continue to steadily increase, this section only discusses responses to increases in demand. Immediate When responding to the consumers' immediate increase in demand, the supply chain is actually responding to a forecast of roughly six months. Since immediate changes in consumer demand are instigated by seasonal weather, a six-month time frame is large enough to gain proper perspective through the capture of demand peaks and valleys. Referencing Figure 24, an Immediate Supply Shortfall is perceived as the difference between the immediate forecast and all of the gas in route to the consumer. This gas is comprised of stored, pipeline, and recently extracted gas that can be brought to the consumer in six 48 11111111111111111111111 -------. ..... ............................ ........ 11 1 1............. months time. Should the supply chain have difficulty meeting the forecasted or even momentary demand, the market adjusts gas prices quickly. If there is adequate time to handle the perceived shortfall, the supply chain manipulates storage levels and pipeline utilization. "Adequate time" may be less than a month in regions close to production or around two months in heavily populated regions such as the Northeast. Importing natural gas is also a response option. Increasing imports from Canada is subject to the same issues as increasing supply from domestic storage and producers and is therefore limited. Increasing LNG imports by utilizing more of the existing LNG supply chain capacity or engaging in spot contracts is also an option. 1 -1 Extraction GasnPieieSsm Production Pipeline System Canadi LNG Imports Impo s P~roven Gas Reserves Reclassification Nasure Resources Immediate Suppl Shortfall + Distribution D : Delivery 6 m onths + Demand Forecas Net Additions +< + Market Gas Price Net Price Increase Fractional Influence of Immediate Supply Consumption Figure 24 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Immediate Changes in Demand 49 Short-Term As per Figure 25, the short-term response is determined from a perceived Shortterm Supply Shortfall that is based on a six to eighteen month demand forecast. This forecast should not hold too many demand surprises for supply chain participants. Instead, the supply chain focuses particularly on production as the means of meeting demand needs for the period following next demand season. Since the typical lag between the times drilling operations are mustered and a new well's gas reaches consumers is six to eighteen months, producers evaluate the need for new wells. The evaluation is based mostly on the productivity status of existing wells and the progress of still unproductive drilling projects. Typically, new drilling projects that are undertaken to satisfy this shortfall have been well explored, are often extensions of existing projects, do not require exceptional capital outlays, contain "quick-to-market" gas, and are generally not risky. Canadian and/or LNG import options similar in nature to the immediate response are also viable. 50 - Pipeline System Gas Production Canadian Imports Extraction Prveas11 LNG Imports Injection to Storage + Drilling By-Pass Storage +at Reserves + Reclassification torage D e n FS Short-term Supp Shortfall Natural Gas Resources Distribution Demand Forecas 6-18 months + TNet Additions +o Net Price Inctease Delivery sFractionalInfluence of Short-term Supply Consumption MPrice~a Figure 25 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Short-term Forecasted Changes in Demand The market adjusts natural gas prices based on the perceived size of the shortfall. Since the shortfall is forecasted to be six to eighteen months away, the effect on current gas prices through FractionalInfluence ofShort-term Supply is much less than an immediate shortfall; however, the short-term shortfall affects the price of natural gas derivatives more than the immediate shortfall. Mid-Term As per Figure 26, the mid-term response is determined from a perceived Mid-term Supply Shortfall that is based on an eighteen month to five-year demand forecast. In order to meet the demand at this later time, the supply chain focuses on pipeline 51 I1- -11 A ................ .. ........ - - 1. 1. 1..... . ........ - - infrastructure and available production. In this window of time, future new consumers are identified such as power plants and major industrial facilities. Pipeline companies begin the process of meeting these new customers' needs. With regards to production, producers are willing to engage in larger and riskier drilling projects where most of the exploration has already been done. For example, offshore drilling projects, short of those located in deep waters, are feasible at this point because there is adequate leadtime for gathering investment funds and construction. Expansion of existing LNG supply chains in the form of new ships and export trains are also options at this point. A mid-term supply shortfall has a limited effect on gas prices. In fact, the shortfall would have to be very serious to have virtually any effect. By-Pass Storage Gas Production Pipeline System to PecassGciInjection +pStorage vers res ReservesExtraction Storage Drilling Rate Reclassificatio4 Natural Gas ResuresMid-term +Distribution Supply_1 Shortfall D -Delivery Net Additions Demand Forecast, 18-72 months + + Gas Infrastructure Improvements & Import Plans Fractional Influence of Mid-term Supply + M ar e eG a s Net Price Increas r + Consumption -1 Figure 26 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Mid-term Forecasted Changes in Demand 52 - - - __ - IA Long-Term As per Figure 27, the long-term response is determined from a perceived Longterm Future Supply Shortfall that is based on a demand forecast over five years in the future. The major concern facing the supply chain is the status of the natural gas resource and proven reserve base. Enormous exploration budgets are allocated to determine the specifics of reservoirs required for producing gas in the distant future. This is also the time when the largest projects are considered for future production. Projects such as deep offshore, mountainous, and arctic drilling and entire LNG supply chains are evaluated because enormous exploration, development, and production investments may be tied specifically to individual projects. In order to satisfy growing demand locally or regionally, pipeline and storage infrastructure are evaluated to determine their ability to safely meet the requirement. This results in added capacity to existing growing networks and new infrastructure to unconnected or potential networks of consumers. Pipeline companies also work to identify opportunities for cost savings where pipelines and delivery systems and networks can be streamlined. Unless it is catastrophic in magnitude, a long-term supply shortfall has little to no effect on natural gas prices. 53 GasReipslen Production ductioneSy Injection to Storage Extractioni Reclass/Refine Gas Data Natural Ga Resources Storage Development of Major Production Projects Explorati Budgets Distribution ~Net Budge Net Additions + + i , Proven Gs ReseDrs Ste Dlvr I Long-term Future _ Supply Shortfall Consumption Gas Infrastructure Investments & Import Plans Demand Forecast. 5+ years + Resource & Reserve Forecasts + Figure 27 - Stock and Flow Diagram of the Natural Gas Supply Chain's Response to Long-term Forecasted Changes in Demand 54 Chapter 4 - Supply and Demand Portfolios of Major Natural Gas Consuming Countries Although Chapters 2 and 3 only specifically cover the United States, the factors affecting US consumption are similar in nature to those present in other countries. A major difference between the US and most other major gas consuming nations is that the US has enjoyed an abundant supply of domestic gas as well as other energy sources. The purpose of this chapter is to summarize the gas consumption and supply portfolios of selected countries. Focus is given to countries that are being evaluated for the import of LNG or currently receive LNG imports. Belgium Figure 28 shows that Belgium's gas market is well diversified because power generation and industrial customers consume the majority of gas. Despite their steady consumption, residential consumption is still high enough to make peak monthly consumption swings as high as 2.3 times the lowest monthly consumption. As shown in Figure 29, the lack of storage combined with a non-existent indigenous gas supply contributes to a cyclic need for imported gas. 1% 39 12% Commerce - Public services SC * Residential * Power generation * [ndustry 0 0the rs 23% Figure 28 - Breakdown of Natural Gas Consumption in Belgium by Sector, 2000 [IEA (1), 20021 55 2500 2000 11111( 500 10 -500 --- Stock changes -Gross inland consumpticin - imprt '--Iota] Figure 29 - Trends in Monthly Natural Gas Consumption, Imports, and Storage Changes in Belgium, 1998-2000 [IEA (1), 2002] China China has tremendous natural gas reserves estimated at 53 trillion cubic feet; however, the mountainous terrain, distance from major population centers, and lack of interior development in general has made exploiting gas reserves difficult. The population's potential for consumption in all sectors is encouraging foreign direct investment in gas pipelines and regasification terminals. As of 2001, natural gas comprised less than 3% of the country's fuel needs. In 2001, China consumed 1 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 2.3 trillion cubic feet in 2010 and 4.5 in 2020. [EIA (2), 2003] France France's natural gas consumption profile is not well diversified. As evidenced by Figure 30, consumption is virtually split between cyclic residential and commercial consumers and consistent industrial consumers. This creates tremendous seasonal swings in consumption which can vary by a factor of 4 as per Figure 31. Although their 56 consumption profile is disadvantageous, their aggressive use of available storage enables them to import a steady amount as shown in Figure 32. 2VK% U 41 Crnerc-- Public services IRsidenrtial PPower geniration Ilndustry LJ U 27%- Figure 30 - Breakdown of Natural Gas Consumption in France by Sector, 2000 [IEA (1), 20021 mcrn -7000 6000 5000 4000 3000 2000 1000 0- 0 C C 14 4e p 1 Residential, cornmercial and small industry * tndustry Figure 31 - Monthly Consumption Patterns of France's Major Natural Gas Consumers, 1998-2000 [IEA (1), 20021 57 main 80006000400020001 p, o -2000 -4000 --- StoA~ ciiangc-, - (1io inland corimpci Pr( uci ~ - -- tal irnporis Figure 32 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in France, 1998-2000 [IEA (1), 20021 In 2001, France consumed 1.5 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 1.6 trillion cubic feet in 2010 and 2.6 in 2020. [EIA (2), 2003] Greece As it accounts for only 6% of its energy needs, Greece is still developing natural gas infrastructure. The push for more efficient, cleaner burning power plants contributed to gas development in the area of power generation which comprises the great majority of Greek consumption (see Figure 33). However, the nature of the consumer is such that consumption is rather steady that is until air conditioning becomes more predominant. Figure 34 illustrates the growing use of gas and the lack of storage changes available to handle consumption fluctuations. Currently, storage facilities are limited to LNG tanks at the import terminal. 58 ' Commerce - Public ervices N ResidenCial E Power generation 0 Industry 0 Othiers 76% Figure 33 - Breakdown of Natural Gas Consumption in Greece by Sector, 2000 [IEA (1), 2002] ifcm r 250 200 150o 100 -0- 1; Cb0-----------------------------------------------*w $C6 - - - Stock changes 4 Gross inland consumption "N - Production - - 50 4-&"r Total imports Figure 34 - Trends in Monthly Natural Gas Consumption, Production, and Storage Changes in Greece, 1998-2000 [IEA (1), 20021 India India is strongly pursuing gas infrastructure development as it continues to develop electrical power delivery to the nation's enormous population; however, energy development in general has gone much slower than expected. In 2001, India consumed 0.8 trillion cubic feet of natural gas despite advanced EIA forecasts of 2.7 trillion cubic feet per year. The EIA predicts that consumption will grow to 1.8 trillion cubic feet in 2010 and 3.1 in 2020. [EIA (2), 2003] Italy Italy has a well developed gas market that comprises 34% of domestic energy requirements. Although consumption is split evenly between power generation, 59 industrial, and residential consumers (see Figure 35), Italy still experiences large fluctuations in consumption. The seasonal peaks are about 2.7 times higher than the lowest consumption periods as illustrated by Figure 36. Since Italy has storage capable of handling 50% of the annual residential consumption, fluctuations are handled through inventory adjustments and variations to import volumes (see Figure 37). 32Wj 1 Power genertio n M IndUStry (Others Figure 35 - Breakdown of Natural Gas Consumption in Italy by Sector, 2000 [IEA (1), 20021 mcm 10000 9000 8000 .000 6000 5000 4000 2000 - 3000 1000 0 I Pr wcr gencration E [ndustrial U Residential - Commercial Figure 36 - Monthly Consumption Patterns of Italy's Major Natural Gas Consumers, 1998-2000 [ILEA (1), 20021 60 TICI11 12001-1 10000 t 4000 40(10 -pW# F -60 0 0 go M on EP 41 M I 23000# -4000C91 'N' - Stcs -I.iIg~ (arLm Ulrlid C(Il tjfril - liuto - -total imlport's- - Figure 37 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Italy, 1998-2000 IIEA (1), 2002] In 2001, Italy consumed 2.5 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 2.7 trillion cubic feet in 2010 and 3.4 in 2020. [EIA (2), 2003] Japan Japan has a sophisticated natural gas market that relies almost completely on imported LNG. Although Japan's consumer profile is terribly one-sided in favor of power generation (see Figure 38), the annual consumption profile is actually quite stable as per Figure 39. The reason for this is the heavy utilization of electricity for heating and cooling purposes. Stability is such that the peak seasonal consumption is only 40% higher than the lowest month's consumption. As is discussed in later chapters, Japan's stable profile enables their dependence on LNG. Stability also permits minimal use of storage facilities which are entirely above ground LNG tanks at regasification terminals. Figure 40 shows how consumption and imports are practically equal. Japan protects 61 itself against supply risk through a diversified portfolio of LNG suppliers. Eight countries are engaged in LNG trades with Japan, and they service 22 regasification terminals throughout the country. 0 Commerce - Public servitcs * Rusidcntial * Power generation * Industry 0 Others Figure 38 - Breakdown of Natural Gas Consumption in Japan by Sector, 2000 [IEA (1), 20021 ncm - - 6000 S000 6000 E IPower gencration .3000 UCity gas 2000 1000 * ohdustrial 0 Figure 39 - Monthly Consumption Patterns of Japan's Major Natural Gas Consumers, 1998-2000 [IEA (1), 2002] incm 9000 6000 e% - ou%. 4 4000) 2000 -2000- - - - StOck changL ---- Css inland anSumptin1s Production - - - Tbtal imports Figure 40 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Japan, 1998-2000 [IEA (1), 20021 62 In 2001, Japan consumed 2.8 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 3.2 trillion cubic feet in 2010 and 3.4 in 2020. [EIA (2), 2003] Korea Similar to Japan, Korea's natural gas supply is composed of 100% imported LNG. However, unlike Japan, Korea suffers from consumption fluctuations despite a better diversified consumer profile (see Figure 41). Seasonal residential consumption drives peak consumption 2.8 times higher than the lowest month's consumption as per Figure 42. Similar to Japan, Korea does not have underground storage infrastructure and therefore relies on LNG tanks storage at the country's two regasification terminals. With little flexibility for storage, LNG shipments must practically match consumption as shown in Figure 43. With such fluctuations, Korean gas buyers must make contractual concessions (see the chapter on contracts); however, this is facilitated by spreading supply across 5 different long-term LNG suppliers and at least one spot supplier. cI 2 1 U mCommercc - Public services M Rsintial M E Power genlerati0on Idustry Figure 41 - Breakdown of Natural Gas Consumption in Korea by Sector, 2000 [ILEA (1), 20021 63 nic ni 2500 2000 1 500 1000 0 R-osidential 500 B Commercial 0 Industry 13Pwer ecririltion Figure 42 - Monthly Consumption Patterns of Korea's Major Natural Gas Consumers, 1998-2000 [IEA (1), 20021 m cm 3000 2500 2000 500 1998-2000 [IEA (1), 2002] In 2001, Korea consumed 0.7 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 1.2 trillion cubic feet in 2010 and 1.7 in 2020. [EIA (2), 2003] Mexico Natural gas consumption in Mexico is limited to power generation and industrial uses and comprises 24% of the country's fossil fuel needs. Adequate distribution infrastructure to residents, especially in the northern half of Mexico, does not exist. 64 Proven reserves measured 8.8 trillion cubic feet in 2000, but due to poor pipeline infrastructure, domestic production is limited to southern Mexico. Imports from the United States supply northern Mexico and comprise 8% of the country's total annual supply. Mexico is looking at LNG imports as a means of ensuring its long-term supply portfolio and as a means of reducing high-priced US imports. [EIA] In 2001, Mexico consumed 1.4 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 2.4 trillion cubic feet in 2010 and 4.3 in 2020. [EIA (2), 2003] Portugal Driven by the power generation sector (see Figure 44), Portugal is further developing its small natural gas infrastructure which is supplied only by pipeline from Algeria and LNG from Spanish terminals. Since power generation provides for cooling, seasonal fluctuations are 2 times higher than the year's lowest consumption month. Consumption fluctuations and the rate of gas development are illustrated in Figure 45. Portugal has no storage infrastructure. U Commerce - Public servcs SResiden tial Pciver g1ernron * Industr Fbther, Figure 44 - Breakdown of Natural Gas Consumption in Portugal by Sector, 2000 [EEA (1), 2002] 65 mcm 300- 250200 100 0-A50 --- S tck changes Gross inland consumption - Total imports Figure 45 - Trends in Monthly Natural Gas Consumption, Imports, and Storage Changes in Portugal, 1998-2000 [TEA (1), 2002] In 2001, Portugal consumed 0.08 trillion cubic feet of natural gas. Portugal's Ministry of Economy expects consumption to grow to 0.2 trillion cubic feet per year in 2010. [IEA (1), 2002] Spain Spain's gas market is dominated by industrial consumers at 63% of annual gas consumption (see Figure 46). The small seasonal presence of residential and commercial buyers comprising 17% of consumption is able to generate peak consumption months that are twice that of the lowest consumption month. Despite limited storage capabilities, a buffer between consumption and imports (see Figure 47) is made possible through take flexibility in the LNG contracts (discussed more in later chapters). LNG comprises 50% of imports and is supplied from at least five different ventures. 2%~4 %i.~ * Commerce - Public services Residenrial Power gceration R 63% !!_1__ 0 Industry 0 Others Figure 46 - Breakdown of Natural Gas Consumption in Spain by Sector, 2000 [LEA (1), 20021 66 incin 2000- 1000-N m 0- --- Stuck cha nges --- G ss Inak nd collRIMumptOn - Production - -- Otal imnports Figure 47 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in Spain, 1998-2000 [IEA (1), 20021 In 2000, Spain consumed 0.6 trillion cubic feet of natural gas. Based on supply projects under construction, Eurogas Corporation predicts that consumption will grow to 1.3 trillion cubic feet in 2010 and 1.8 in 2020. [Eurogas, 2002] Taiwan Natural gas represents 6% of the island's energy consumption where most is used in power generation and some for industrial purposes. Taiwan has no indigenous reserves and therefore imports LNG from Indonesia and Malaysia to one terminal. In 2001, Taiwan consumed 0.23 trillion cubic feet of natural gas. The EIA estimates that consumption will grow to 0.7 trillion cubic feet in 2010. [EIA] Thailand Natural gas represents 25% of the country's energy consumption where most is used in power generation. In fact, all oil-fired power plants have been converted to gas. Thailand has significant gas reserves, both onshore and offshore, measured at over 12 trillion cubic feet; however, physical and financial difficulty in exploiting the reserves has prompted Thailand to seek pipeline and LNG import options. In 2001, Thailand 67 consumed 0.66 trillion cubic feet of natural gas. The EIA estimates a 6% growth rate which should increase consumption to 1.1 trillion cubic feet in 2010 and 2.0 in 2020. [EIA] United Kingdom The UK has a strong natural gas market that comprises 38% of all energy requirements. The consumer profile is somewhat diversified (see Figure 48) because much of the power generation is stable base load generation. This point is made in Figure 49 where the consumption profile has peaks that are only twice as high as the lowest consumption quarters. Less than 2% of total gas supplies are imported because of adequate production from North Sea gas fields. Since the fields are close to the market and can produce flexibly, storage requirements are relatively small (see Figure 50). The UK's Reserve-to-Production ratio is only 7 which means that current production rates could only continue for 7 more years. This is a major issue for a country with limited import infrastructure and heavy dependence on natural gas. 9% 2CP*4 9% U Cornmerce - PuIhbic serv ices * lksidenitial 3 I0wer generation * [ndustry O Others 1) 29% Figure 48 - Breakdown of Natural Gas Consumption in the United Kingdom by Sector, 2000 [IEA (1), 20021 68 G;wh 400000 350000 300000 250000 200000 I 0000 100000 50000 0 5~ E Rideta SOthers 4 C emmerciaI M Industry 0 Electricity gLeneraton Figure 49 - Quarterly Consumption Patterns of the United Kingdom's Major Natural Gas Consumers, 1998-2000 [IEA (1), 20021 mcm 14000 12000 I 0000' 8000 6000 4000' 2000 1z 0 -m -2000 - - - Stock changes - Gs inland onsumption Productin - - Toal imports Figure 50 - Trends in Monthly Natural Gas Consumption, Production, Imports, and Storage Changes in the United Kingdom, 1998-2000 [IEA (1), 20021 In 2001, the UK consumed 3.3 trillion cubic feet of natural gas. The EIA predicts that consumption will grow to 3.7 trillion cubic feet in 2010 and 4.8 in 2020. [EIA (2), 2003] 69 70 Chapter 5 - The Liquefied Natural Gas Supply Chain The purpose of this chapter is to briefly describe the segments of the LNG supply chain: feedgas acquisition, liquefaction plant and terminal, LNG tankers, and regasification plant and terminal. Instead of delving into great detail about the specific processes and equipments involved in each segment, the discussion focuses on the issues and sensitivities that have the greatest effect on required capital, operating expense, and project risk. Feedgas Like supply chains based on traditional pipeline gas, the LNG supply chain begins in gas and oil fields located deep in the earth. Therefore, traditional means of extraction such as those discussed in Chapter 3 are utilized. The raw gas is piped to the liquefaction plant for processing. The quality and composition of the feedgas influences decisions regarding the design of the liquefaction plant and/or the possible target markets. Just as associated natural gas is an issue for crude oil producers, byproducts and contaminants are a problem for natural gas producers. Byproducts such as hydrocarbon condensates and liquid petroleum gases (i.e. propane and butane) are separated from the feedgas early in the liquefaction process. They are removed for several reasons. Removing the heavier hydrocarbons brings efficiency to the liquefaction process. LPG's are used as a refrigerant within the liquefaction process. Feedgas composition varies from gas field to gas field, and therefore regional markets have set standards for gas composition that reflect the typical composition of regional gas supplies. Lastly, the LPG and condensate byproducts are marketable products; however, this varies heavily from region to region. 71 The extent and manner to which these byproducts are dealt with influence the costs and revenues involved with the project. [Greenwald, 1998] Typical contaminants include carbon dioxide, water, hydrogen sulfide, and mercury. These must be removed before liquefaction because they contribute to the rapid and, in some cases, immediate degradation of the equipment involved in liquefaction. Not only must equipment and processes be designed for the removal of contaminants, but disposal must also be arranged that is satisfactory with the host government. An excellent example of the problems presented by contaminants is the lack of development of the Natuna gas field in Indonesia. Natuna is estimated to hold 46 trillion cubic feet of recoverable reserves but is estimated to contain 200 trillion cubic feet of carbon dioxide. Despite the field's close proximity to Japanese and Korean LNG markets, the massive amounts of carbon dioxide continue to make the costs associated with liquefaction prohibitive. [Drewry, 2001] Lastly, gas reserves must be large enough to supply the LNG project for the intended period. For instance a small LNG plant producing 1mmtpa requires at least 51 billion cubic feet of gas per year or over 1 trillion cubic feet over 20 years. This may be a major issue limiting the viability of exporting small gas reserves in LNG form. Utilizing several small gas sources within a single project may improve long-term viability although different types of gas filtering may be required. Liquefaction Plants Liquefaction plants are comprised of many stages including feedgas filtering, liquefaction, storage, and cargo loading. Issues influencing the filtering of feedgas were discussed in the previous section. The liquefaction stage involves cooling the filtered 72 feedgas to -253'F (-161'C) where it becomes a liquid. This is done using a licensed process that resembles the refrigeration process in a typical refrigerator. ConocoPhillips (formerly the Phillips Company) and Air Products and Chemicals Inc. own the rights to the two most commonly used processes. The plant's complete series of equipment and processes required to produce LNG from feedgas is referred to as a train. To allow for maintenance and to avoid the full consequences of minor failures, liquefaction plants are typically designed into multiple trains. Building multiple trains requires a greater initial investment and larger operating costs but offers the potential for early revenues and reduced operating risk. [Greenwald, 1998] When building a plant with multiple trains, there are benefits to constructing the trains in "series"(as opposed to in parallel). Most liquefaction plants do not begin producing LNG at rated capacity when initially commissioned, but instead they experience a "build up" or "ramp up" period where production gradually increases to rated capacity. There are several possible reasons for this situation. " Due to drilling and well production limitations, feedgas to the liquefaction plant may not immediately reach capacity levels. " Construction schedules may focus on one liquefaction train at a time. The same can be said for one storage tank or loading pier. " Equipment for condensate and by-product handling can limit production and may be left for the end of construction. * Project financial requirements may necessitate early income from sales. 73 * The fleet of newly built ships required to service the new trade will not be ready all at once without bearing significant cost. A "build up" period may coincide well with vessel deliveries. The choice of storage facilities weighs significantly on a plant's overall costs. Storage capacity is dictated by the plant's output, shipping frequency, tanker capacity, and an inventory safety factor. Storage tank design is also a factor. In general, the tank may be a single, double, or full containment design. The single containment tank is a well-insulated, single-skin structure as opposed to the full containment design which is double-skinned with a concrete outer wall. Although the full containment tank is airtight, the single and double containment tanks are not. In case a spill does occur, all tanks are surrounded by a low earthen or concrete dam known as a bund. The bund's required dimensions, as dictated by designers and local regulations, change significantly with the choice of containment system. A single containment tank requires the most area for the bund and the greatest distance between tanks. [Greenwald, 1998] Loading options are fairly limited but conservative design decisions may reduce risks of delay while initially costing more. One loading pier is required; however, a second loading pier may reduce vessel delay. In addition, investment in construction of a breakwater may reduce delays due to weather. In both cases, detailed simulations can be performed during project analysis to determine the best course of action. LNG Tankers On a relatively long distance supply chain, shipping capital costs are likely to be the largest expense. Tanker designs are fairly standard; however, there are options that influence capital and operating costs. Similar to most shipping trades, increasing vessel 74 capacity generates the greatest economies of scale. LNG tankers range in capacity from 19,000 to 145,000 cubic meters with tankers between 125,000 and 135,000 cubic meters comprising over 80% of the world fleet. It is rumored that tanker capacities over 200,000 cubic meters are being considered for new projects. Operational factors have limited the foray into larger ships. Restrictions on vessel draft and length have limited access to existing and potential ports. The development of an LNG spot trade might also prevent construction of larger ships if they would not have access to the spot cargos. Since LNG must be kept below its dew point to prevent flashing back into its gas phase, the method of containing the cargo during transport is critical. This flashing is referred to as boil-off and special cargo containment systems attempt to minimize it. Currently, there are four different licensed designs that dominate the existing LNG fleet as well as those under construction. The four containment systems and their proprietors are listed in Table 7. The choice of system generally has little effect on the newbuilding price, and each system permits a comparable amount of boil-off. The acceptable level of boil-off as specified by the newbuilding contract can be decreased by adding more insulation to the containment system. Of course, this comes at additional cost. A significant difference between systems is that membrane designs require a heel that is about 30% of that required by Type 'B' designs. Heel is LNG that remains in the cargo tanks for the return trip to the liquefaction plants and is intended to keep the tanks cool. [Greenwald, 1 998] Table 7 - LNG Tanker Cargo Containment Systems [Greenwald, 19981 Cargo Containment System Self-Supporting Prismatic Type 'B' Dual Membrane Single Membrane Licensor Conch/IHI Gaz Transport Technigaz Self-Supporting Spherical Type 'B' Kvaerner Moss 75 Boil-off must be removed from the cargo tanks to keep the LNG cool and to prevent an explosive situation. In nearly all existing tanker designs, boil-off is used for fuel in the ship's steam plant. As opposed to the rest of the merchant shipping fleet, even new LNG tankers are designed with steam plants for propulsion and electrical generation. The steam plant has been required in order to burn the boil-off. Currently, technology is working to free the LNG tanker of the need for steam plants. For instance, one of the world's leading diesel engine manufacturers, Wartsila, is installing their first dual-fuel marine engines aboard LNG tankers currently under construction. [Wartsila] Instead of burning the boil-off, several engineering and refrigeration companies are designing onboard re-liquefaction plants. This would also allow for a diesel engine propulsion plant. Since natural gas prices have been unusually high for the last four years and often above oil prices, onboard re-liquefaction permits maximum revenue from a vessel's cargo and the ability to burn only the low cost bunker fuel for the ship's power. Unfortunately, the costs and risks involved in both concepts have delayed their acceptance within the LNG shipping community. Regasification Plants There are four major aspects to regasification plants: unloading, storage, regasification, and security. The unloading aspect is similar to the loading aspect of liquefaction plants. This includes the optimal combination of unloading piers or berths and perhaps a breakwater as determined by a sophisticated transportation simulation. LNG storage considerations are also similar to those of the liquefaction plant. The major difference is "location." Most liquefaction terminals are located away from population centers and sometimes in undesirable locations where real estate is 76 inexpensive. The supply chain stands to profit the most on higher gas prices which encourages the regasification plant to be located near populated consuming centers. Terminals in Japan, Boston, Massachusetts, and Savannah, Georgia are examples of such locations. In these areas, waterfront real estate is at a premium. The price and availability of land certainly affects the choice of storage containment system and the number of ship berths. Regasification needs at the plant fail in comparison to liquefaction equipment needs at the export facility. Regasification takes place in two ways. LNG in storage is constantly producing boil-off. Large vaporizers are sized to meet the peak needs of local gas consumers. The plant vaporizes the LNG in a manner such that the quality and pressure is suitable for downstream consumption. [Marcus, 1977] Security is an issue that touches all other plant aspects. The author believes than an entire paper can and should be devoted to the subject of LNG tanker and terminal safety. To date regarding the handling of combustible cargo, LNG tankers and terminals have enjoyed a flawless safety record. In response to the events of September 11, 2001, ports and terminals have responded to the public's desire for greater security around terminals and around tankers operating in confined, populated waterways. Heightened security concerns have contributed to the public's general disapproval of locating an LNG terminal anywhere near population centers. Large sums of money used to sway public opinion and judicially defend the project's viability are required from the start for an LNG venture to attempt such a feat. Offshore terminals are currently being considered to mitigate security concerns and other general concerns of society. 77 A recent example of public opinion negating a project is the proposed import facility by Shell and Bechtel at Mare Island in Vallejo, California. Both companies offered many concessions in the form of subsidies to local organizations and government, public specification of pollution and aesthetic requirements, and subsidization of numerous third party project evaluations. The public's overwhelming support against the project ultimately caused Shell and Bechtel to abandon the project. This event has contributed to the coining of the term "BANANA" ("build absolutely nothing anywhere near anything"). The Vallejo News has covered all aspects of the proposed project thoroughly, and a detailed summary is available on their website at www.vallejonews.com. 78 Chapter 6 - The Effect of Contract Terms on Risk and Project Feasibility From the concept engineering to the daily operation, LNG projects are surrounded by risk. The sheer magnitude of the required investment, the volatility of the natural gas market, and the global nature of the project are major factors that contribute to the unique and unprecedented risks inherent in LNG projects. The risks are managed by a complicated web of contracts, agreements, and trust as indicated by the flow chart on the next page. The cornerstone of an LNG project is the Sale and Purchase Agreement (SPA). The SPA establishes the terms and conditions by which the buyer and seller will cooperate throughout the life of the project. The contract covers every specific aspect of the buyer-seller relationship including, but not limited to: contract effective, plant startup, and termination dates, terms of delivery, annual and monthly delivery volumes, schedule of deliveries, demurrage, gas quality, methods of payment, methods for dispute resolution, applicable law, and most importantly the gas pricing structure. This chapter discusses how some of these aspects affect the feasibility of the LNG project. Due to their paramount significance, the discussion focuses on price structure, terms of delivery, and volume agreements. Addressing all facets of LNG contracts and risk is a thesis in itself; however, the author invites the reader to read Greenwald's Liquefied Natural Gas: Developing and FinancingInternationalEnergy Projects for detailed discussions or read Parker Larson's thesis The Technology and Economic Feasibilityof Offshore Liquefied Natural Gas Receiving Terminals in the UnitedStates for a thorough summary of countermeasures to risk. [Greenwald, 1998], [Larson, 2003] 79 Port Authorities Neighboring LNG Project Insurance Company Capital Expenditure Onshore FEED Offsh ore FEEDci/ Cooperation and Coordination Agreement 71 . ~i Parent rance Policies Company Insurance Reports Port Usage Agreement 100% Guarantee - EPC Contracts - Drilling Sources Agreements - Drilling . ' - Sources - SFC Techn ical Reports - Finai ncing Agree ments LNG Project Services Agreement Joint Venture Agreement - Debt Debt Financing Private Sponsor Servic State Enterprise Sponsor Lease for Sale and Purchase Project Site Agreement (SPA) Offshore Bank Accounts Revenues , 100% LNG Buyer Development and Fiscal Agreement or Production Sharing Contract 80 Guarantee Host Government I Pricing Structure Results in Chapter 8 show that the selling price of imported gas is critical to the feasibility of the LNG project. Therefore, well before project capital is allocated, the pricing structure must be agreed upon between buyer and seller within the SPA. Because LNG is not yet a publicly traded commodity on financial exchanges, pricing structures are agreed upon based on a combination of arbitrage opportunities, project risk, and negotiating strength. The concept of basing part of the price of LNG on arbitrage opportunities is based on the premise that LNG is merely another energy source with a commonly accepted, measurable heating value that must be delivered to a specified location. For example, in a perfectly competitive market, the price an energy buyer is willing to pay for natural gas at the "tailgate" or output point of a regasification plant should be equal to the delivered price to that location of an equivalent amount of a prevailing fuel such as oil or coal. Therefore, the LNG pricing structure can be tied to an index of publicly traded fuel commodities. In his 2002 IMF paper, Okogu explains the gas pricing formula commonly used in LNG SPA's. The index based formula is as follows: Pt = z*Ki (1) where: P is the price of gas at time t 7r is the "pass through" coefficient negotiated under the contract K is the price of the competing fuel at the agreed time i = 0, 1, 2... .(usually measured in months) 81 K refers to the publicly traded fuel commodities mentioned above at the time of delivery. ir reflects the heating value conversion from the fuel index (i.e. barrels of oil) as well as other factors that are discussed later in this section. Okogu provides the example of the index commonly used for Japanese LNG imports, the JCC or Japanese Crude Cocktail. The example is as follows: JCC, = S + p*QLC, (2) where during period t: JCC is the price per barrel of a cocktail of crude oils imported into Japan QLC is based on the forecast price per barrel of the OPEC basket p is the historic market correlation between prices of the OPEC basket and the comparable basket in Japan. (Okogu's example suggests 0.95297774) S represents shipping costs and other required price mark-ups (normalized per barrel) for delivery to Japan (Okogu's example suggests 2.2252145) In these examples, JCC is substituted for K in formula (1). While the oil based indexes have been commonly used since the beginning of LNG SPA's, Okogu and the IEEJ's Morita suggest changes have occurred and more is coming. [Okogu, 2002], [Morita, 2003] They suggest the biggest change is the move toward an oil free index and the onset of gas-on-gas competition. This can really only occur in countries with competitive gas markets. Some European countries are moving in this direction because some LNG contracts have been linked to the price of imported Russian gas at the German border; however, the price of Russian gas at this point is tagged to an index of oil prices. With the advent of unregulated and active gas trading markets, the US import projects include gas and oil indexes in their pricing structures. Should an LNG import project be 82 developed, the UK's large and active gas trading market would encourage full gas indexing. This may not be an option for countries with a relatively infantile natural gas industry, such as China. Although regasification plants are not yet in operation, it is expected that the LNG pricing structure will be indexed off a 30% to 70% split between coal and oil. [World Bank (1), 2000] LNG buyers and sellers have no control over the price dictated by the agreed upon indexes. This lack of control presents the supply chain participants with a great deal of risk. In order for buyers and sellers to commit themselves to a long term contract, there is incentive to preventing contract prices that may be too high or too low for either party to accept. This has brought about the concept of price floors and ceilings. This creates an "s" effect on the contract price curve similar to that displayed in Figure 51. Contract Ceiling Floor Index Price Figure 51 - S-curve Created From Instituting a Price Ceiling and Price Floor If both a floor and ceiling are included in the price structure, formula (1) becomes: P, = Minimum(fJ+ 7r*K,-i , r) (3) where: T is the ceiling price P is the floor price 83 Imposing a floor or ceiling cannot be taken for granted and is not done without compromise.. Since the adjustment significantly reduces risk for one party while reducing cost or revenues for another, a limitation cannot be added without a comparable contract concession or risk reduction benefiting the other party. Morita suggests that it is also possible for price structures to be based on fixed or quasi-fixed prices. [Morita, 2003] This may be the case in situations where a gas monopoly exists. There may be only one possible LNG buyer (such as a national or state-owned gas company), and this buyer owns or has controlling interest over the LNG venture. In this case, the value of r in formula (3) is greatly reduced, r and the "minimum" are removed, and ,6continues as the base price. Terms of Delivery The terms of delivery indicate the point in the supply chain where the seller relinquishes the cargo to the buyer. The choice of terms affects the structure of the participants in the LNG supply chain, the pricing structure, and type and level of risk accepted by each participant. Table 8 lists the common terms of delivery and the respective transaction points for an LNG project. Table 8 - LNG Terms of Delivery Terms of Delivery Free-on-board (FOB) Cost, insurance, and freight (CIF) or "landed" Delivered ex-guay (DEQ) or "tailgate" Transaction Point LNG tanker manifold at the export terminal LNG tanker manifold at the import terminal Gas exit point from regasification plant The model developed for this thesis assumes "tailgate" delivery from the regasification plant. This allows a single LNG venture to own and control all aspects of 84 an LNG supply chain. This permits a great deal of flexibility in optimizing plant outputs, transportation, and storage. It also allows the LNG venture to fully control its participation in spot cargo transactions. On the other hand, total control is commensurate with total risk. In this case, the buyer assumes security of supply risk and price risk. Security of supply risk is approachable from two directions. First, it may be seen as very serious because the seller is committed to the buyer only through contractual obligation. The second approach insinuates a mild amount of risk because the seller has committed to supplying the region by owning and operating a regasification terminal. As long as the price structure is competitive with the seller's other options, the seller has no incentive to default. Price risk is a legitimate concern for the buyer without an ownership share in the supply chain. Therefore, negotiating a ceiling to the price structure may require serious concessions such as accepting a pricing structure where the average price favors the seller, permitting a higher floor price, or agreeing to a higher minimum number of annual deliveries. The buyer gains contract leverage as delivery terms approach FOB. CIF terms are common in many LNG contracts. In this case, either the buyer or a third party owns and operates the regasification terminal. In a third party scenario, the buyer takes responsibility of the gas at the dock but pays the terminal to provide landing, storage, and regasification services. This process is known as tolling. [Margulis, 2003] In both cases, the buyer reduces price risk because he can leverage a more favorable pricing structure. However, the buyer assumes more security of supply risk because only favorable returns and contractual obligations are keeping the LNG venture from seeking greener pastures. The local LNG buyer must now be competitive with international buyers. 85 The playing field may be at its most even when the parties agree to FOB terms. In this case, the buyer owns or has contracted the regasification terminal and a tanker fleet. Security of supply risk is greatly mitigated because the liquefaction plant needs the buyer's capabilities. If the buyer has arranged contractual relationships with the shipping and regasification segments, the risks of owning are substituted for higher handling costs. Of course, this is assuming that the buyer could operate shipping and regasification more efficiently under "one roof." The buyer also leverages price agreements because liquefaction terminals may compete for the buyer's business. Effective contractual arrangements between supply chain segments have encouraged the trend toward joint venture LNG projects. [Greenwald, 1998] Returning to the discussion of price structure, terms of delivery are accounted for within the "pass-through" coefficient 7. In a "tailgate" delivery agreement, 7r is likely to be highest and approaching the heating value conversion. On the other hand, w is lower in the FOB case because the buyer assumes responsibility for transportation and regasification. Okogu points out that this is not always the case in two examples of import projects to Japan. The CIF contract for gas from Qatar has 7 equal to 0.1485 with a price floor of $1.00 per mmbtu. Although the FOB contract for gas from Oman has a higher w equal to 0.1515, the seller has not negotiated a price floor. Assuming an average Qatar contract price of $3.50 per mmbtu delivered CIF, the net-back price according to the Oman contract would be $2.55 per mmbtu. For a Immtpa annual volume, the buyer would pay an equivalent of $130 million per year for transportation costs. Using the model developed for this thesis and some conservative assumptions for repaying debt, transportation capital and operational costs for shipping should only run in the area of 86 $60 million per year. The Qatar-based LNG venture may have landed a bargain. [Okogu, 2002] Volume Agreements The SPA includes a detailed schedule of monthly and annual delivery requirements. A unique aspect to LNG SPA contracts is the "take-or-pay" clause which requires the buyer to provide payment for the volume designated by the minimum delivery requirements regardless of whether or not the buyer accepts delivery. This clause ensures that the LNG venture can satisfy debt requirements and earn a meager return. Generally, this clause holds even if the venture's gas and assets can serve another buyer on the spot market. [Greenwald, 1998] If it were not for the enormous risk assumed by the venture, the "take-or-pay" clause might seem completely unfair. A buyer's ability to handle "take-or-pay" conditions is dictated by the buyer's ability to handle other issues. A buyer may be able to accept a higher contract price if it can keep minimum delivery requirements low, or on the other hand, a buyer may need to keep prices low but can guarantee a high volume. However, all of these scenarios are dependent on the nature of the buyer's business. The buyer's customer base indirectly dictates the choice of contract it can engage in based on the cycles of consumption and price. Using the United States as an example, Figure 52 and Figure 53 show trends in gas consumption and gas prices across all sectors, and Figure 54 shows natural gas wellhead prices over a similar period. Industrial gas customers have a flat consumption profile although the prices paid are relatively lower and reflect the trends in wellhead price. The LNG buyer serving a diversified group of industrial customers can concede contract terms with a high minimum take while pushing 87 for a ceiling on gas prices. The buyer serving residential customers offers prices that are consistently higher than other sectors; however, the consumption swings are massive. This buyer can concede a price floor but needs to push for a low minimum take to last through the summer. The commercial buyer can act along the same lines; however, the lower consumption peaks and lower prices must justify the commitment. LNG buyers for the power generation industry are in a quandary. Their industry pays the least for gas but presently does not consume much. Buyers for base load natural gas power plants have steady requirements and therefore desire consistency. If the volumes are enough, they can concede a moderate to high minimum take but must achieve a price ceiling in return. Due to their unpredictability and the delay involved in sourcing LNG, buyers for peakshaving plants should avoid LNG import contracts altogether. 1.2Residential 0.9- Industfil/ 0.6P ~comnmerbal 0302 JFg-AMJ JASON J Figure 52 - MAMJtiASONDJBMAMJ JASON Monthly Natural Gas Consumption By Sector [ELA (11), 20021 88 -- Connercial -I-ndustrial El&ctric U14it 11 -390 10 .36'0 9 0 :300 2M0 7-6 - 2 4 - - 5 - 15) # 14, 120 - S3 90 2 2001 2002 2003 2005 2004 Figure 53 - Average Monthly Natural Gas Prices per Consumer Sector, 2001-2003 [EIA (11), 20021 -- C4t Gate 177 78.24D - 6 - 4 2- 2000 2001 2002 2003 2004 Figure 54 - Average Monthly Wellhead and City Gate Natural Gas Prices, 2000-2003 [EIA (11), 2002] 89 The discussion of consumer gas requirements dictating contract terms may be overly simplified. Large gas distributors, retailers, and merchants who are capable of engaging in an LNG contract should maintain a diversified customer base. However, just as there are benefits to a diversified demand base, these companies recognize the need for a diversified gas supply. By the nature of the trade, LNG supply chains can offer different guarantees and flexibilities when compared to traditional pipeline and storage options. When agreeing to an LNG contract, terms and conditions can be established that diversify price and security of supply risks inherent in an existing domestic gas portfolio. 90 Chapter 7 - Model Description A model has been developed to gauge the feasibility of establishing LNG supply chains. To determine the feasibility of such a project, the model returns traditional cash flow analysis such as net present value (NPV), internal rate of return (IRR), initial capital expenses (CAPEX) and maximum sustained after-tax net income (NI). While these metrics gauge the overall project viability, they are dependent on minor optimizations within the model that address specific requirements in specific areas of the supply chain. The following section walks the reader through the key assumptions, references, optimization structures, and general calculations that comprise the model. Model Structure The model's calculation structure is constructed using Microsoft Excel spreadsheet software. A "run" is performed for single values of assorted inputs such as LNG plant output, tax rate, and discount rate to name a few. A single run yields NPV, IRR, CAPEX, and NI results for 414 combinations of distance and contract price. Multiple runs were performed over small ranges of assorted inputs in order to accrue data for project sensitivity analysis. As runs were completed, results were imported into a simple Microsoft Access database. Although Access offers sophisticated charting and reporting tools, complications and a lack of flexibility required the author to export queried data parcels to another Excel program for final analysis. 91 Segment Cost Analysis - In General The model begins with analysis of the capital and operating costs inherent to each segment of LNG supply chains. The author has considered two means of calculating costs for specific segments. The first method entails breaking down the cost components of complicated projects and segments. Breaking the LNG supply chain into liquefaction, transportation, and regasification increases the accuracy and understanding of the overall project's costs. The same process can be implemented on the local segment level. For example, transportation segment costs can be divided in many ways. Capital costs can be distributed beyond simple newbuilding costs to include costs for the hull structure, the cargo containment and handling, and the power plant. Operating costs can be traced to fuel consumption, crewing costs, maintenance, and beyond. This method of cost analysis is limited only by the level of detail of known costs, the variance of these costs, and the information's availability and propriety. Driven by rapidly changing costs, technological improvements, and the drive for competitive edge, these limitations are especially evident in today's LNG industry. For these reasons a second method of cost analysis was required. This method includes normalizing overall segment costs from a large range of existing, planned, and theoretical LNG projects as well as related research. Liquefaction Plant and Terminal It was determined to approach the cost of liquefaction facilities from a normalized perspective. The reasons for this are manifold. In most available information, the influence of exploration and gas production costs is vague or omitted. However, overall project costs for liquefaction plants, terminals and storage facilities can be available and 92 normalized on a "per ton of LNG" basis. Exploration and gas production costs are difficult to obtain and appear to be driven by forces amongst competing companies and host nations. Therefore, exploration and production costs are assumed to be included within the gas commodity cost. Figure 55 shows a range of normalized data for the capital cost of liquefaction facilities. Data points stem from existing and planned projects by major energy companies as well as research from agencies such as the EIA and Cedigaz and consultants such as Drewry Shipping Consultants. Since the data is heavily weighted toward facilities in the 2 to 4 mmtpa range, high and low averages were calculated. As can be seen, the linear regression amongst all data points is similar to trend between average points. Surprisingly, the data does not suggest any significant benefits from economies of scale but rather a straight $350/tpa investment. The author attributes this to a lack of information on the costs of newer plants utilizing larger production trains (i.e. over 4mmtpa). . 550 0. All data 500+ points 450 Average 400X points U.' 350 __ 350 -Regression, all data oints p250 300200 0 4 6 2 Liquefaction Plant Size, mmtpa 8 Figure 55 - Liquefaction facility capital costs normalized per ton of annual output 93 Most sources suggest that liquefaction facility operating costs are 4% to 7% of capital costs. [Drewry, 2001], [Greenwald, 1998] These costs include plant labor, powering requirements, gas losses, and maintenance; however, these costs do not include the commodity cost of the natural gas that is converted to LNG. A similar analysis of operating costs was performed and is presented in Figure 56. Again, operating costs do not show a significant benefit from economies of scale, but rather steady costs of about $0.33/mmbtu per year. 3 0.70_ E 0.60 All data - points a d 0.50- 8. 0.40 Average points _ _U s0. 30 0.20 -- _ _ Regression, all data _ 00.10a: 0.00 0 2 4 6 8 Liquefaction Plant Size, mmtpa Figure 56 - Liquefaction facility annual operating costs normalized per ton of annual output Transportation Transportation costs are limited to the capital and operating costs for the required fleet of LNG tankers. Terminal facilities are included in the costs of liquefaction and regasification facilities. In order to determine total capital and operating costs, a fleet optimization was performed. Based on specific trade route distance and an annual level of liquefaction plant output, the optimization seeks the most economical match of fleet 94 size, tanker size, and vessel speed. The optimization metric is net present value. These calculations could be further complicated by the decisions for cargo containment systems and the type of propulsion plant. Since the purpose of this model is to examine the entire project and not the idiosyncrasies of any single segment, assumptions were made based on the average of best and worst cases. Newbuilding Costs An assumption for newbuilding costs was based on the current trends in the shipbuilding market. Figure 57 shows how newbuilding prices have declined since the early 1990's, and the polynomial trendline gives a solid indication of market prices over this period. The crest during the early 1990's is a carry-forward of conservative pricing based on a small number of orders. As orders increased, construction technology implementation and competition drove down market prices. As is evidenced by the plateau in current newbuild contract prices, recent technological gains have been completely realized. Unlike most other shipping segments, the influence of a second hand market and occurrences of scrapping only affect newbuilding prices by their virtual absence. Since LNG tankers are nearly always constructed as part of a long term, costly supply chain, there is currently a noticeable absence of readily available tanker tonnage and unclaimed LNG available for shipping. Since high-quality LNG tankers realize a life span much longer than the traditional 25 years and the LNG shipping industry is relatively young, LNG tanker scrapping is currently negligible. Based on available newbuilding data assembled by Maritime Business Strategies, LLC, this model assumes $165 million to be the cost of a new 137,500 cubic meter LNG tanker. [MBS], [Drewry, 2001] 95 $300 $2,500 $$/cubic meter * 137,500 cm Poly. (137,500 cm) ! - """"oly.($/cubic meter) , 250 $2,000 $200 $1,500 $150 $1,000 ~$100C 41 $50 $500 Note: ForallLNG tankers over 90,000 cubic meters. $0 1993 1995 1997 1999 Year 2001 2003 2005 $0 2007 of Delivery Figure 57 - Trends in newbuilding prices normalized for capacity (left axis) and calculated for a 137,500 cubic meter tanker [MBS] Tanker Size and Speed In order to limit the size of an LNG fleet, it seems logical to optimize tanker size and speed. However, there are several obstacles toward an accurate optimization. To begin, LNG tanker capacities for traditional large scale projects have ranged from 90,000 to 140,000 cubic meters with newbuildings contracted up to 145,000 cubic meters. The majority of tankers built during the current construction boom are above 125,000 cubic meters. Similar to oil tankers, a small increase in the capacity of an LNG tanker may necessitate the acquisition of fewer tankers to meet LNG delivery requirements. Unfortunately, the recent drop in LNG tanker newbuilding prices prevents the development of a matrix of vessel cost and capacity. Therefore, this model provides a linear price correction discount or premium for optimized capacities above the base case of 137,500 cubic meters. The price correction is calculated by multiplying the difference 96 between the optimized and base case capacities by the normalized newbuilding cost for the base case capacity. For instance, a 140,000 cubic meter vessel is 2,500 cubic meters larger than the base design. At $165 million for a 137,500 cubic meter tanker, the normalized newbuilding cost is $1200 per cubic meter. Therefore, the premium for a 140,000 cubic meter tanker is calculated to be $3 million. Since a suitable newbuilding matrix containing cost and vessel speed could not be developed either, similar logic is employed in determining a proper correction for optimized cruising speed. The cube law that relates horsepower and speed was used to determine the required horsepower for the optimized tanker. The cube law is as follows: 3 HorsepowerBseCase Speedptinized, Horsepoweroptimized The base case horsepower is 40,000bhp. In order to determine the premium or discount SpeedBaseCase for the optimized power plant, an assumption for the cost of the base case power plant was required and was estimated at 15% of the newbuilding price. The linear correction was then calculated as follows: (Horsepoweropimi.es Correction= Newbuilding _ priceBase x 15% x j -1 HorsepowerBaseCase Table 9 shows the capacities and speeds eligible for selection within the optimization model. The limited range of capacities was chosen in order to include only a small, realistic stretch from current shipbuilding capabilities. In addition, the author feels that much larger and/or faster LNG tankers will have hull forms and subsequent power requirements that are not as simply scalable from the base case tanker. Tankers approaching 200,000 cubic meters would likely depart from traditional steam plants and boil-off procedures that would bring unnecessary complications to the overall model. By using a small range of capacities and speeds in the model (as opposed to a fixed design), 97 The model is less likely to yield results that are served by a small fraction of a tanker. For instance, if 8.1 tankers are required for a trade route, the model assumes 9 tankers are built, but the results suffer accordingly. A small range of options prevents this from occurring. Table 9- Candidate tanker capacities and cruising speeds Capacity Cruising Speed Cubic meters knots 130,000 16.0 137,500 16.5 140,000 145,000 17.0 17.5 150,000 18.0 18.5 19.0 19.5 20.0 20.5 21.0 21.5 22.0 Fuel Consumption Based on data for comparable existing ships, the base case tanker bums 180 tons of bunker fuel per day for propulsion and power generation. This value is normalized to plant horsepower in order for scaling to the optimized plant size. An additional 12 tons per day is required to power compressors and heaters necessary for burning boil-off. Bunker prices are estimated at $125 per ton. Cargo Boil-off Various sources have estimated daily LNG boil-off at 0.10% to 0.15% per day based on the type of containment system and the degree of insulation. This model assumes 0.125% of LNG cargo per day will boil-off and be used as fuel in the ship's 98 steam plant. Boil-off is charged to the carrier at the delivered contract price of the gas (i.e. price after regasification) and is included as an operating cost. Heel Suggested values for heel range from 1.5% of capacity to 5,000cm. For the base case, a heel of 2,250cm was selected. This is equivalent to 1.6% of capacity. [Drewry, 2001], [Greenwald, 1998] Miscellaneous Vessel Operating Costs Costs necessary for the daily operation of tankers include costs for crewing, maintenance, provisions and stores, office overhead, and insurance. Based on investor information from LNG operators Leif H6egh and Golar LNG, a value of $10,000 per day per tanker is considered appropriate. This daily rate remains constant for all optimized tankers. [H6egh, 2002], [GolarLNG] Dry Docking Costs Since vessel drydockings are considered substantial improvements to the assets value, the related expenses are capitalized over the period of time between dockings. Leif Hdegh estimates the amortized cost at $2,300 per day. [H6egh, 2002] Taxes and Depreciation The base model assumes that the shipowner or joint venture is subject to a 40% tax rate. Using the straight-line depreciation method, the tanker is fully amortized over a useful life of 30 years at which time the tanker will be worthless. The transportation optimization utilizes a 15% discount rate. Lastly, the optimized transportation plan is 99 analyzed over a 12-year span because traditional ship financing periods range from 10 to 15 years. Regasification Plant Since detailed information for the capital cost of regasification facilities was not available, a normalized approach to gauging capital costs was implemented. Similar to the method used for liquefaction plants, overall project costs for modem regasification facilities were determined from existing and proposed facilities as well as research estimates. Regasification capacity is determined from the amount of gas delivered from the ships. Due to heel and boil-off, the regasification terminal receives less than the LNG plant exports. Figure 58 illustrates the strong economies of scale that exist for regasification facilities. These facilities are typically the least costly segment of the LNG supply chain. Due to a lack of information on the subject, operating costs are not included in the model. However, regasification losses are included. Natural gas is consumed in the regasification process at an estimated rate of 2.5% of gas delivered to the terminal. [Larson, 2003] Furthermore, this model does not consider offshore regasification terminals as an option. 100 1000 .0 i 0 900 800 700 600 500 400 o '6"' 300 200 100 o 0 0.00 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00 Regasification Capacity, bcf/d Figure 58 - Trend in normalized capital costs for regasification facilities Cash Flow Analysis Engineering Costs The model does not take all pre-construction costs into account. Costs required for concept and preliminary supply chain designs and front end engineering and designs (FEED) are not included; however, in most cases, the data used to develop liquefaction plant costs include engineering costs incurred by the engineering, procurement, and construction (EPC) contractors. Investment Schedule - Liquefaction and Regasification Plants The schedule of payment for the construction of liquefaction and regasification plants varies with respect to the unique terms of the EPC contract and the financial strength of the players involved. [Greenwald, 1998] Since the liquefaction plant is the most capital intensive asset, the model spreads the cost equally over each year of construction prior to production and an initial payment at contract signing (i.e. year 0). 101 The model's base case dictates that construction of both plants is completed at the end of year 3. The regasification plant payments are spread equally over years 2 and 3. Investment Schedule - Tankers LNG tanker payment schedules follow the precedents set in the world shipbuilding industry. [Greenwald, 1998], [Drewry, 2001] Although there is often a payment at contract signing, the model issues the first payment at the time of keel-laying. The payment schedule is shown below in Table 10. The model uses 30 months as the time required to build a LNG tanker. Table 10 - LNG tanker model payment schedule Payment Number 1 2 3 4 Construction Schedule 0% keel-laying 1/3 complete 2/3 complete Delivery Payment Amount 10% of vessel price 25% 25% 40% "Build up" The model assumes that the LNG plant starts at and steps up daily capacity annually by 333,333,333 cubic feet of natural gas. [Greenwald, 1998] This is equivalent to 5.3 million cubic meters of LNG per year or 2.27mmtpa. The model assumes that ample ships can be supplied each year to meet the entire annual shipping requirement. Plant production begins in year 4. Taxes and Depreciation The need for depreciation in a multi-national business environment is certainly debatable. There is no doubt that companies who introduce and operate LNG import/export projects will negotiate stellar tax incentives with host nations. That is, of 102 course, if they cannot devise a means to avoid taxes altogether. To be conservative, the model assumes an exogenous tax rate of 40% for the base case. Since the period of evaluation for the model's projects is 20 years, the liquefaction and regasification plants are fully depreciated over the evaluation period. It is unlikely that a liquefaction plant would be built to draw from gas fields with less than 20 years of producible life, but there is great uncertainty in estimating a large field's expected lifetime. Since regasification plants are typically built to service a specific liquefaction plant, the regasification plant is viable as long as the liquefaction plant continues to produce. The ships, on the other hand, are depreciated over a useful life of 30 years. Such a tanker could last over 30 years, but it would probably require life extending modifications/betterments. Although unique to the LNG trade and dependent on LNG plants, these tankers are flexible to just about any LNG trade route. Ownership and Capital Options for funding the project range from bond issuance, bank loans, state/national loans, venture capital, and through equity. The options are further complicated by the choice of ownership structure. A separate analysis in itself would be necessary to gauge the effectiveness of each ownership and financing combination with the accuracy comparable to this model. For these reasons the model assumes the project is financed with 100% equity capital through a joint venture. Contract price Not to be confused with "commodity price," the contract price represents the selling price of the imported gas at the "tailgate" of the regasification terminal. In the cash flow analysis, the contract price is required to calculate the income generated from 103 gas sales to the customer. Typically, this price will correlate with the floating pricing structures, terms and conditions discussed in Chapter 6. Since pricing structure specifics for LNG contracts are confidential, the choice of contract price is up to debate. Average LNG import prices are available from the EIA and IEA; however, the data does not accurately represent "tailgate" prices. To avoid confusion, the base contract price was determined to be LNG's competing gas price (i.e. pipeline gas prices). In the United States, the most accurate competing gas price was a state's average city-gate price. In Europe, the price of imported pipeline gas was chosen as the contract price. In South Korea and Japan, there is adequate and reliable data for the average price of imported LNG. Gas pricing information of any kind for the remaining Asian nations was unavailable. Although a correlation to oil prices is most likely, the average South Korean LNG price is used in these cases. 104 Table 11 lists the choice of contract prices at selected import locations. 105 Table 11 - Contract price selections for the model's base case. All prices in $/mmBtu [IEA (2), 20021, [EIA] Average Import Terminal/ MaktLNG Market Price Boston, MA Baltimore, MD Savannah, GA Lake Charles, LA Import Price of Pieie Pipeline Gas 2.92 3.20 Tijuana, Mexico Los Angelos, CA San Francisco, CA Seattle, WA UK Zeebruge, Belgium Montoir, France Portugal Fos, France Barcelona, Spain 2.79 2.34 2.93 2.34 3.03 La Spezia, Italy Piraeus, Greece Tokyo, Japan South Korea Shanghai, China Taiwan Hong Kong Thailand Mumbai, India 2.93 2.93 3.94 4.00 4.00 4.00 4.00 4.00 4.00 3.57 2.84 2.16 2.75 2.16 2.91 2.75 2.75 CiyMoe gate Model Contract Price Price 4.73 4.75 4.22 3.65 3.79 3.79 3.79 3.41 4.73 4.75 4.22 3.65 3.79 3.79 3.79 3.41 3.57 2.84 2.16 2.75 2.16 2.91 2.75 2.75 3.94 4.00 4.00 4.00 4.00 4.00 4.00 Commodity Price The commodity price is the cost of an mmbtu at the entrance to the liquefaction plant. The commodity price reflects the cost of exploration, drilling, producing, and transporting the gas to the plant. This price also reflects royalties paid to the host nation for using their natural gas. In other larger and more detailed models containing analysis of pre-LNG plant costs, the commodity price may reflect only the raw material royalties. This value can vary significantly from project to project and is subject to negotiation (especially with respect to royalties). The model uses $0.70 per mmbtu as the base case value. 106 Discount Rate Choice of discount rate strongly influences the net present value results. A company's choice of discount rate mainly reflects the cost of financing, expected return (somewhat based on the performance of existing comparable projects), the perceived level of project risk, and inflation. [de Neufville, 1990] Although the model eliminates financing through the 100% equity assumption, a more meaningful expected return may be required. Before the recent economic slump, this would encourage discount rates in the area of 12% to 15% (Greenwald). A discount rate of 10% is utilized in the base case due to the recent economic slump (and therefore the lack of other good natural gas options) and due to the delay incurred before profitability which hammers NPV results if a high discount rate is chosen. In the best situations, this delay is about 4 years. Inflation is not considered here because inflation is likely to "net-out" due to inflation clauses in the sale and purchase agreement. Distance Distance and contract price are the primary inputs that are adjusted in the model. In fact, the model could be operated to yield a vast matrix of results for individual and abstract arrays of contract price and distance. In order to give the user a more tangible feeling of the viability of model results, the abstract array of contract prices has been removed in favor of the market-specific base case value discussed above. Furthermore, the idea for a single abstract array of distances has been substituted by a two dimensional matrix of distances linking potential import and export locations. Import locations selected for the model were based on existing and formally proposed locations as well as locations rumored to be under consideration. Information was collected mainly through 107 newspaper articles and various energy, maritime, and oil and gas industry magazine articles. Export locations were chosen similarly but are limited to areas serviceable by major gas fields. The distance matrix is presented in the appendix, and Table 12 lists the import and export locations included in the model. Table 12 - Import and export locations selected for inclusion in the model Import Locations Export Locations Boston, MA Baltimore, MD Savannah, GA Lake Charles, LA Tijuana, Mexico Los Angelos, CA San Francisco, CA Seattle, WA UK Zeebruge, Belgium Trinidad Arzew, Algeria Lagos, Nigeria Stavanger, Norway Bushire, Iran Muscat, Oman Abu Dhabi, UAE Ras Laffan, Qatar Bontang, Indonesia Brunei Montoir, France Portugal Fos, France Barcelona, Spain La Spezia, Italy Piraeus, Greece Tokyo, Japan South Korea Shanghai, China Taiwan Hong Kong Thailand Mumbai, India Dampier, Australia Kenai, Alaska Maracaibo, Venezuela Recife, Brazil Callau, Peru St Petersburg, Russia Sakhalin, Russia Novorossisk, Russia 108 Chapter 8 - Results The model developed for this thesis is intended to serve as a tool for evaluating the conceptual feasibility of LNG supply chain development. Feasibility requirements of such a project change from user to user. Table 13 lists the users who would find such a model beneficial. Table 13 - User Specific Purposes for Using a Feasibility Model User LNG venture Purpose * Profitability and cash flow analysis * Comparison of import/export options Initial estimate of shipping requirements Export nation and/or national energy company Import buyer Project contractors Import facilitators E Determine viable trade routes that can pay the most for their gas n Define target commodity price on all possible routes I Evaluate potential suppliers' costs * Assist in rating the risk of supply * Gauge the viability of a niche construction market * Research the effect of a bid on the project's bottomline * Refine bid. I Find and estimate a piece of a project's profit * Evaluate the project's need for subsidies * Estimate capital requirement Assist in gauging risk Investors Results discussed below demonstrate the abilities of the model and the manners in which specific users would interpret the results. The results are also presented in a manner such that all possible import or export locations are evaluated. 109 Project Viability Net Present Value (NPV) After tax project cash flows are discounted to time 0, in order to gauge the profitability of a project. A negative NPV indicates the project does not meet the return expectations set forth by the selected discount rate and evaluation period. According to this metric, the best choice is the project with the maximum NPV. [de Neufville, 1990] Figure 59 illustrates the fifteen best supply chain alternatives under the base case conditions. Baltimore and Boston dominate the scenarios because they have the highest contract prices. These results are of most interest to potential LNG ventures, investors, and project contractors. The LNG venture is interested in establishing the most profitable LNG project possible. Similar to some members of the venture, outside investors who are interested in diversifying their portfolios with LNG projects are interested in what appears to be the least risky project. The conclusions delve on this further. Plant engineering and construction companies that can handle large international projects and shipping companies want to focus on the most profitable supply chains because they may be able to impose better margins on their bids. This is especially true in the largest LNG projects where only a select few companies have the resources to handle the entire project. [Greenwald, 1998] 110 Best Supply Routes Under Base Case Conditions $1,400 $1,200$1,000- .2 S$600 $400 - $200 E N 5 'N < 5 g 0, - 0 (LI 0-0 FiS oic th0riia e5 -LGsppycaor Veeul 02 CO Cl) to 0wihte -M Batmresp *E 0 NE G ~~I C CDj - amp >Naid 0 CD020 - = NPV otfaoal U)5 appar 0'aQ . T seeE han to be mos facilitators. Before the gas buyer commits to an SPA, the buyer needs to get a feel for the supplier's margin. As discussed earlier in the chapter on contracts, the buyer must be confidant that he is not accepting too much risk when he agrees to a pricing structure On the other hand, the buyer's security of supply is in jeopardy if the LNG venture cannot cover costs. [Greenwald, 1998] 111 Plant Outputl6 Commodity Cost $0.70 Tax Rate 0.4 BasePriceFraction I Discount Rate 0.1 Equity Portion 1 Period 20 Net Present Value, Base Case $1,500 _ NPV $1,000- M $500 Import Terminal M Baltimore, MD $0- .2 -$1,000 R.T 1 2 cc F i ~ -r- m- CP D >p z N - <i 1920 e (V Dis Dac ED 0 t p TerminAM i -J MD U 0 cs b c :3 m 3200 3750 3773 3940 4800 5064 5666 6900 7991 8245 8348 8577 10000 10700 11530 DistancelExportTria Figure 60 - NPV of import options to Baltimore, MD under base case conditions Import facilitators such as governments and port authorities have an interest in the LNG project's profitability. Before governments and port authorities consider offering concessions (i.e. land or tax benefits) to the LNG venture in order to attract the terminal to a specific port, country, or state, these parties should have an indication of the venture's ability to last. If the profitability is especially good, these parties will be looking to carve out a piece of the profits in the form of special imposed taxes, higher port charges, or forced allowances for security. Internal Rate of Return (IRR) The internal rate of return (IRR) is the percentage rate that causes the discounted present value of the benefits in a cash flow to be equal to the discounted present value of the costs. [Steiner, 1992] This is equivalent to the discount rate that causes the net 112 present value of a cash flow to be zero. Interpreted comparably to the NPV presentation in Figure 59, Figure 61 illustrates the supply routes with the best IRR. In this case, the main difference between the NPV and IRR metric is that IRR does not give a good indication of the scale of the project. For instance, despite a 15% lower contract price, the Oman to India trade is among the 15 best routes in Figure 61 because transportation costs are much lower. It appears to be a worthy option, but Baltimore is still the best choice for an import location. Plant Output 6 Equity Portion 1 Commodity Cost $0.70 Tax Ratel0.4 BasePriceFraction 1 Discount Rate 0.1 Maximum Internal Rate of Return for All Supply Routes Under Base Case Conditions 16.0% Max IRR ________ 15.5% - - c 15.0% - 14.5% x14.0% 13.5% 13.0% J 12.5%6J .2 d~ .2 .0 dE .o0. 90 ( ~ c 0< -? 22 0 20 >0 0 S?< M< E (60 ) c0 E <0 2E02 o 90 >2. (L6Zc WM -C 1: . .0 4)u, CC0 0 0 =j. 5 Route Figure 61 - LNG supply routes with the highest internal rate of return under base case conditions Figure 62 reconfirms the findings in Figure 60 because when comparing export options to only one import terminal, distance is the primary factor affecting the variance of project return. It is important to realize that the same users of NPV metrics utilize IRR metrics to fortify their NPV findings. 113 IPlant Output 6 Commodity Costl$0.70 Tax Rate 0.4 BasePriceFracton 1 Discount Rate 0.1 Equity Portion 1 Interest Rate 0 Period 20 Internal Rate of Return Under Base Case Conditions IRR 16/% 14% 12% e 10% o Import Terminal MD %Baltimore, 6% 4% - 2% 0% owM 2 V M if W -F M U) go > 1920 z C ci 0~ ccCO C wef C5 .2 5, S w 0'C 0 >J 3200 3750 3773 3940 4800 5064 5666 6900 7991 8245 8348 8577 10000 10700 11530 1Distance Export Terminal Figure 62 - Internal rate of return for export locations to import into Baltimore under base case conditions Capital Expense (CapEx) The CapEx metric is no more than the sum of all capital investments required for a project. For the LNG venture participant(s), CapEx is an indicator of the exposure to risk within the project based on the investment they stand to lose. This is especially true for an equity based venture. For a venture or company seeking outside financing, CapEx metrics, when compared to balance sheet debt and equity information, influence the extent of financing available. This metric indirectly aids in determining who and how many participants will be needed in the LNG venture. A large drawback to CapEx as a stand alone metric is that it is not a good indicator of project viability. In fact, the base case's best supply route option of Algeria to Barcelona at $2.75 billion is not among the 100 best IRR routes. By examining Figure 114 63, the best option of importing LNG into Baltimore from Trinidad or Venezuela costs $3.1 billion up front under base case conditions. Of all base case routes considered, these two routes have only the 3 8 th Plant Output 6 Commodity Cost $0.70 Tax Rate lowest capital expense. 0.4 BasePriceFraction 1 Discount Rate 0.1 Equity Portion 1 Interest Rate 0 Period 20 Capital Expense, Base Case CC00CapEx _____________ $6,000 - $5,000 $4,000. $3,000-7 import Terminal MBaltimore, MD - $2,000 - $1,000 N $0 1920 . 1 3200 3750 3773 3940 4800 5064 5666 6900 7991 8245 8348 8577 10000 10700 11530 Distance Export Terminal| Figure 63 - Capital expense required for trade routes importing to Baltimore conditions under base case CapEx metrics from this model are also useful to the various contractors involved in the potential project. This is especially true for contractors bidding on the liquefaction plant engineering and construction. By analyzing the LNG venture's options, the bidding contractor can estimate the maximum bid that the venture can afford. Bidders will present a negotiable tender and with adequate built in "wiggle room." Although capital shipping costs may rival capital liquefaction plant costs, there are enough shipyards producing relatively standard ships that there exists a market price for LNG tankers. Therefore, individual shipyards are not likely to find this metric beneficial. 115 Net Income In this case, net income refers to net earnings after taxes and interest. This model does not consider interest, but the model does account for depreciation in the tax calculation. Net income from each year in the cash flow analysis is used to calculate NPV and IRR and therefore is already somewhat included in prior metrics. With regards to gauging project feasibility, net income is most useful when analyzing project sensitivities which are discussed in detail in the next section. For lenders, investors, and shareholders, this is a metric required to simulate the project's effects on the venture's financial statements. Sensitivity Analysis The sensitivity analysis measures the change of a metric based on an incremental change in a constraint. There are three principal reasons for utilizing sensitivity analysis with this model. They can be categorized as follows: project design optimization, contract optimization, and risk analysis. Project Design Optimization The model's base case assumes LNG plant output to be 6mmtpa. However, the LNG venture may be interested in a larger plant because another million tons of LNG delivered to Baltimore increases revenues by almost $250 million per year. From Figure 64, the added revenues translate into less than a $200 million addition to NPV. In fact, Figure 65 shows that the change in IRR is slightly negative. In this example, only projects involving Persian Gulf and Arabian sources do not exhibit diminishing returns. However, the sensitivity of doubling the amount of imported LNG into Baltimore has a 116 diminishing effect for all sources as per Figure 66. The logic behind the diminishing IRR is twofold. All of the capital costs for the larger plants are paid over the first 4 years, but the full benefits do not kick in until after production build-up in year 9. Import Terminal Baltimore, MD Commodity Cost $0.70 Tax Rate 0.4 BasePriceFraction 1 Discount Rate 0.1 NPV Sensitivity to I mmtpa (16.6%) Output Increase from Base Case $250 $200 $150_ $100_ Plant Output -$50 0 _$10C 1920 3200 3750 3773 3940 4800 5064 5666 6900 7991 8245 8348 8577 10000 10700 11530 Distance Export Terminal Figure 64 - NPV sensitivity of increasing LNG imports into Baltimore by lmmtpa under base case conditions 117 Import Terminal Baltimore, MD Commodity Cost $0.70 Tax Rate 0.4 BasePNceFraction 1 Discount Rate 0.1 Internal Rate of Return Sensitivity to 1mmtpa (16.6%) Output Increase from Base Case 0.200% * 0.150% + 0 0.100% 0.050% Plant Output] M7 0.000% E -0.050% -0.100% -0.150% -0.200% 32 m T B 0 40 L77 3 56 1s a ,Cyr E.2 o a Dsac Exw r TerminV5 = . - _ 4)) <C00 % 0) - C 2-= W c . 190 8 2 4M .3 a~ C ca 0- I -160 Pistanc uprtputial 0-1.000% 1920 01000% 3200 5666 6900 7991 3750 3773 3940 4800 5064 8245 8348 8577 10000 10700 11530 Distance Export Terminal -1.200% --S,-0.200% Figure 6 - ~ into Baltimoreta under base case IRR sensitivity oa1 increasi importdN ~-+ conditions 0 <0C Fiur 1200 - I estvt t motdLN 0%icesei ~ 2 noBlioe ne aecs WcondCtCons 118 Choice of plant size is further complicated by the choice of discount rate. Since the construction and build-up period takes at least over 4 years, a lofty discount rate can kill a LNG project's chances. In the UK import example in Figure 67, a discount rate above 11% on the best import option (from Norway) yields a negative NPV. Figure 68 shows the NPV sensitivity under base case conditions. Import Terminal UK Plant Output 6 Commodity Cost|$0.70 Tax Rate 0.4 BasePriceFraction 1 Equity Portion 1 Min and Max Ranges of NPV For a Range of Discount Rates, Base Case Conditions NPV_____ $2,500 - $2,000 Best Case $1,500 $1,000 e FEASIBLE -$500 S$0 -+o-Sakhalin, Russia -e-Stavanger, Norway 6 $500-$1,000 UNPROFITABLE -$1,500 Worst Case -$2,00 0.05 0.06 0.07 0.08 0.09 0.1 0.11 0.12 0.13 0.14 0.15 0.16 DsunRate Figure 67 - Minimum and maximum NPV's a range of discount rates for import routes into the UK under base case conditions 119 Import Terminal UK Plant Output 6 Equity Portion 1 Commodity Cost 0.7 BasePriceFraction 1 Tax Rate 0.4 NPV Sensitivity to a I Point Decrease in Discount Rate from the Base Case Delta NPV - $250 $150 0 - Discount Rate *0.1 00.09 - $100 E $50 $0 Distance Export Terminal Figure 68 - NPV sensitivity to a 1 point discount rate reduction on UK import routes under base case conditions Contract Optimization As has been discussed, the terms and conditions of the SPA are critical. When the parties agree to a pricing structure, an average price can be forecasted, and most certainly a working knowledge of what the average price could be influences the agreed upon pricing structure. Figure 69 indicates that a 10% increase in average contract price has a great effect on net income that ranges from 24% in Montoir, France to 13%/ in Boston. The French options benefit more from price increases because they do not profit enough to pay taxes, but they also lose relatively more to a price decrease because their net income is low relative to other import markets. In general, venture participants, their shareholders, and creditors are interested in the effect these potential gains and losses have on financial statements. 120 Figure 70 reinforces the idea that project viability hinges on pricing structure. A 10% change in contract price affects the IRR by over 1.5 percentage points which may be a critical difference on a marginal project. The figures depict the change in contract price through the field "Base Price Fraction" where a value of 1 represents the base case average contract price and 0.9 or 1.1 represents 90% or 110% of the base case average contract price. JPlant Output 6 Commodity Cost 0.7|Tax Rate 0.4 Discount Rate 0.1 Average Net Income Sensitivity to a 10% Contract Price Increase at all Import Markets Average Net Income Delta E 20% C z 15% BasePriceFraction E1.1 0 C 10% S5% UN cv~E =. <L 0 M 2 .2 W<~ c. < i - ( 0% U) LLcv Cc 'U 0 Ci 0 > COa, import Terminal Figure 69 - Average net income sensitivity to a 10% increase in contract price to all import markets under base case conditions 121 Plant Output 6 Commodity Cost 0.7 Tax Rate 0.4 Discount Rate 0.1 Average Internal Rate of Return Sensitivity to a 10% Contract Price Increase at all Import Markets Average IRR Gain_ - 1.50% C 0 -2.00% SBasePriceFraction 1.50% 0.00% 8 E 00~ m W NL C Termi 0 -XD 3 CL cm D Figure 70 - Average IRR sensitivity to a 10% increase in contract price to all import markets under base case conditions Risk Analysis Due to the long term nature of the returns from this project, the model captures certain factors that can increase the overall risk of the project. Market risk is exhibited in the fluctuation of gas prices. Although a fair pricing structure may have been agreed to between gas buyers and the LNG venture, it is still possible for the project to operate at reduced revenues. Sensitivity to contract price variation was explored earlier in this chapter in the section on contract optimization. Political risk can occur on numerous fronts. The model is capable of capturing sensitivities to tax rate and commodity price. Depending on how and where the ownership is established, the LNG venture may or may not be subject to income taxes. It is likely that the income tax rate will change over the course of the project's life. Figure 122 71 shows the net income sensitivity to an increased tax rate from 40% to 44% for an import project into Baltimore. These sensitivities translate into as much as a 0.73 percentage point reduction in the project's IRR as per Figure 72. Import Terminal Baltimore, MDI Plant Outputl6l Equity Portion 11 Commodity CostIO.7 IBasePriceFractionl I Discount RatelO.11 Net Income Sensitivity to a 10% Tax Rate Increase from the Base Case Delta Net Income $-$ -$10 ' -$15 =-$20044 E -$25 - -$30--$35 10 2 0 W cc 3 7 0 0lLO z 1920 3200 3750 3773 3940 4 4 'a a E E D 7991 8245 o - -$40- 0 2 4800 5064 5666 6900 8348 8577 10000 10700 11530 Distance Export Terminal Figure 71 - Net income sensitivity to a 10% increase in the tax rate for LNG imports into Baltimore under base case conditions 123 Iimport Terminall Baltimore, MDJ Plant Outputl6l Equity Portion 1 Commodity CostlO.7BasePrceFraction 111 Discount Rate 0.1 Internal Rate of Return Sensitivityto a 10% Tax Rate Increase from the Base Case Delta IRR - 0.00% -0.10% U -0.20% CD -0.30% Tax Rate 00.44 1004 * -0.40% I- -0.50% -0.60% lax -0.70% - -0.80% Distance Export Terminal Figure 72 - IRR sensitivity to a 10% increase in the tax rate for LNG imports into Baltimore under base case conditions Political risk may affect commodity price if the nation supplying natural gas to the LNG venture chooses to raise prices. The reasons for such an occurrence could range from increased inflation, regime change, and/or increased national debt. The sensitivities are similar to those found with contract price. Figure 73 and Figure 74 show that a 10% increase in commodity price from $0.70 to $0.77 per mmbtu results in an average annual loss of $13 million per year in net income while IRR drops 0.3 to 0.5 percentage points for nearly all import projects. Since the French projects do not profit enough to pay taxes, their IRR drops almost a full point. 124 Plant Output 6 Equity Portion 1 Interest Rate 0 Tax Rate 0.4 BasePriceFraction 1 Discount Rate 0.1 Period 20 Average Net Income Sensitivity to a 10% Commodity Price Increase at all Import Markets Average Delta Net $0 .~ Income -$2 -$4 ..$6L 0 Commodity Cost 00.77 007 -$8 C-$10 E -$12 -$14 -$16 $18 . 0 as cnditc<ns k<e < 0 a ra g = . - -RR .3% 0 u 0. .7 2 CD .2uLL (D Import Terminal Figure 73 - Average net income sensitivity to a 10 increase in commodity price on imports to all 2 6. . ) markets ;LZ 1 under base case conditions Plant Outputl6lEquity Portionj 1 lInterest RateJ0 Tax Rate 10.41 Base~rceFraction 11IDiscount Rate 0.1 jPeriod 201 Average Internal Rate of Return Sensitivity to a 10% Commodity Price Increase at all Import Markets alAverage Delta IRR -0.60% 0.00% 0 1.00%- LLU - -0.10%/ *~-0.20% -0.30% o Comnmodity Cost 4%2~~ 00.77~ *-0.50% - ~~~*. -0.60% -0.70% 00% S E LL LL COc a 0 5 r- CCCu Cu C0<C TC 2 Cu O u C 2 22 0 uCu 0 ~C j0 N 5 >CI-c W C r M c jImport Teffnlnal Figure 74 - Average IRR sensitivity to a 10% increase in commodity price on imports to all markets under base case conditions 125 Commodity Price Optimization It has been demonstrated by interpreting the model's results in the manners above that valuable insight can be gained into the feasibility of establishing an LNG supply chain. Since nations with significant gas reserves may be interested in selling their gas internationally by means of liquefaction, this model is of particular use to them as well. When examining the LNG venture's options with the model results, it becomes evident that particular exporters enjoy advantages due to their proximity to potential importers. It is possible for gas producing nations to defeat this distance disadvantage by offering their gas for a lower commodity price. The model has been geared to perform this calculation and the results are shown in Figure 75 with regards to importing LNG to Baltimore. For instance, by offering their gas for 30% less than Trinidad or Venezuela, Peru is able to offer a supply chain with the same NPV. On the other hand, if an LNG venture finds the political instability in the Venezuela/Trinidad area undesirable, the venture would know through the model that they need to negotiate Peru down 30% and Brazil or Algeria down over 40%. 126 IPlant Output 61 Equity Portion 1 Interest Rate 10Commodity Cost (All) Tax RateO.41BasePriceFraction 11 Discount Rate 0.1 Period 20 Commodity Price Reduction Required to Compete with Best NPV Commodity Price Redux 100% Comptiiv 90%joten 0.80% 070%-- o) - 60% 50% Import Terminal DBaltimore, MD Caomin0 Concess ons in exces~s 40% -f-fmntn -h commodity price are - 30% - S20% 10% ---- : 0% ~ EV 6 wG CO M. > 1920 ~> 4 CO - z 0 ) o) 0n 0 . aJ E gcCO 0 M 3200 3750 3773 3940 4800 5064 5666 6900 7991 8245 8348 8577 10000 10700 11530 IDistanceIExport Terminall Figure 75 - commodity price reduction required by export nations to compete with the best NPV exporters for import into Baltimore It is also possible to turn this data around in order that the export nation can determine its best options. Figure 76 presents the commodity price that Trinidad must offer to match the best NPV in all other import scenarios. In this case, Trinidad is fortunate and should try to encourage an LNG project that imports to the US East coast markets. The opposite is true in Figure 77 where Dampier, Australia is not the best match on any import route. In this case, Dampier's best choices are to Hong Kong, Taiwan, and Thailand, but due to its disadvantaged position, Dampier will be required to swing a lower commodity price of $0.45 to $0.56 per mmbtu to lure a potential LNG venture. 127 Plant Output 6 Equity Portion 1 Interest Rate 0 Commodity Cost (Alt)ITax Rate 0.4 BasePriceFraction 1 Discount Rate 0.1 Period 20 Commidity Price Required to Match the Import Markets' Best NPV Under Base Case Conditions $1.00 $0.90 $0.80 m $0.70 E E $0.60 Export Terminal 0 Trinidad $0.50 $0.40 E E $0.30 0 $0.20 $0.10 $0.00 -E 8~ < o~~~~~ TOw0,*a u-CuuC Cuu Cu --0- - D O C1 w MCW S -CuN ~ ~ a8 i 0. 0 fu (D. 0 0 ( V; cE8 < -~~C Z ON Import Terminal Figure 76 - Commodity price required by Trinidad to match each import market's best NPV source option Plant Output 6 Equity Portion1 IInterest Rate o Commodity Cost (All) Tax Rate 0.4 BasePriceFraction 1 Discount Rate 0.1 Period 20 Commidity Price Required to Match the Import Markets' Best NPV Under Base Case Conditions $1.00 $0.90 $0.80 t $0.70 E a $0.60 Export Terminal 0lDampier, Australia $0.50 $0.40 E E $0.30 0 $0.20 $0.10 (M - V Cu C4 CCu Cu C C Cu 2L. 0C 0 0 < < C 8 CO C Cu Cu C0cc . M S .C x C 0 CO M~ E u >2 u< 0 CO > L V) ) < C. CO 2 R z w 2E U 8 E 9 C0 Lu * $0.00 Uu M N jImport Tria Figure 77 - Commodity price required in Dampier, Australia to match all import markets' best NPV source 128 Chapter 9 - Recommendations for Model and Analysis Advancement The model developed for this research is a grassroots project and was designed without the benefit of previous attempts of transportation analysis of this type or scale. While the author is proud of the model's capabilities for conceptual analysis, he recognizes that time, work, and availability of information could easily yield a more useful tool. Goals of achieving greater accuracy on the conceptual level, a broader range of reportable metrics, better usability, and providing a level of decision optimization stretching into detailed transportation simulations are certainly within the realm of possibility. This chapter discusses the recommendations that may bring these goals within reach. Recommendations are categorized in terms of informational inputs, model capabilities, data management, and ease of use. Informational Inputs The model's results can only be as accurate as the information fed into it, and those results are most affected by the data estimating the size of the initial investment. The method implemented for estimating the cost of liquefaction and regasification could use improvement. Instead of the normalized approach for the entire plant, the same approach to a breakdown of the plant costs may be more appropriate. For a liquefaction plant, this might include cost breakdowns for each production train, LNG storage tanks, vessel piers and breakwaters, engineering, construction insurance, and real estate. All of these specific costs could be affected by a different combination of variables including length of trade route, number of ships in the trade, plant output, and host nation. Operating costs could be broken down similarly. 129 Updated tanker information would also make a difference. Research into the relationships amongst capacity, speed, horsepower, and newbuilding price would improve the shipping optimization. Conceptual cost and operating information about much larger tankers would improve the model's overall attractiveness. With exception to prices from Japan and Korea, contract prices used in the base case do not stem from LNG data. Nor do these prices reflect any risk on the side of the buyer for committing to the LNG project. This indicates that actual contract prices would be somewhat lower. Better pricing data would be useful here. Calculation Improvements Combined with more information regarding liquefaction plant build-up schedules for projects over 10mmtpa, the build-up calculation may require refinement. It is the author's opinion that the current build-up calculation may be too conservative for large projects. The cash flow analysis would be made more realistic with interest calculations. This would be enhanced if there was also a means to vary the fraction of equity financing. A simulation of changes to contract price would also be effective if they could be linked to the inputs of the pricing structure. Such inputs may include Henry Hub natural gas prices, Brent oil prices and/or other related publicly traded commodities and indexes. Allowance for vessel delays within the shipping optimization would add more reality. This is especially true for large projects that take place over a relatively short trade route. 130 Currently, the model does not account for overcapacity in a shipping fleet that serves one project. In reality, it may be possible to charter spot cargos for the surplus shipping capacity. This flexibility could be added to the model. The model does not take into account costs and revenues that exist from the operation of condensate and LPG sales. A simultaneous and/or integrated optimization would help to better reflect reality. Detailed results from the local optimizations could be added to the current model output. In addition to the standard metrics, optimized fleet size, vessel specifications, and LNG storage capacity could be provided. Other metrics such as return on capital, payback period, or benefit-cost ratio could also be provided. Data Management Improvements in handling results could take many forms. To reduce calculations, the current import-export matrix could be replaced by an extensive contract pricedistance matrix. Trade route matches could then be sorted from the results of the contract price-distance matrix. If capital expenses are optimized for specific import and/or export locations, the matrix simplification would be much more complicated. Regardless of the manner in which results from each run are presented, an efficient, automated manner of running tests, warehousing, and accumulating result data should be devised. The immediate benefit of this approach is the potential of developing a multi-dimensional test matrix. If the new test matrix could be properly integrated with model automations, not only could runtime be reduced but a larger test matrix could be pursued. Currently, testing can only be described as a series of one-dimensional arrays which takes over 6 hours to run completely while requiring constant manual supervision. 131 User Aspects The complete model's present design requires four distinct sets of procedures for setting test parameters, obtaining results, managing data, and analyzing data. In fact, this requires starting in Microsoft Excel for the first two sets of procedures, using Microsoft Access for data management, and exporting the data to another Excel file for analysis. Although these steps have been simplified, they are likely to cause problems with inexperienced users. The model's marketability as a product would be greatly enhanced if the entire model ran from a single platform with straightforward user interfaces and locks on formulas. 132 Chapter 10 - Conclusions The model developed for this thesis provides the tools for gauging the financial viability of an LNG project. In fact, the model can be used to show, as in Figure 78, that there are numerous potential LNG projects that can provide suitable returns. However, conceptual financial metrics are not the only indicator of project feasibility. Best Supply Routes Under Base Case Conditions - 16% 15% -4-- 14% -- - 13% E 12%11% I I <0 << UBeC 0 2 T <( (UU T U .- (U <( (UVV0( < ~ U~ a 0M C0 0)C E E 0C! VDa 0 2d 0EU0a f r .In C esa sezu .) (N 00 a).:C F-~~~( L CO r ca t --P -, 2ED CO~ 0 0(-C -o e 2 .2be ui there r- m 0 0) cZ Z-C13c (U 0) (D 42U))'f=0 (U (U -)> ) .2 ~ VQ) C 0 0 -- 1 _ Z10 M 0 0 CM 0 ) I oG 0e 0a Fg-C 2 0 < ~~~~~ T yR (U (U ) 0~E(E 00 <00 . 0 < ( U 10% Figure 78 -The 30 Best Supply Routes in Terms of IRR Under Base Case Conditions In order for an LNG supply chain to exist, there must be suitable demand for the suc as th US, Inia Thid an ChDMimm(na An esi prdcto shu be abl to abor imported gas and there must be an adequate gas source to draw from. In Chapters 2 and 4 it was determined that natural gas consumption is on the rise. Table 14 summarizes the forecasted data for selected countries. For nearly all of these countries, imported natural gas is going to be required to meet some or most of the future needs. In some countries such as the US, India, Thailand, and China, domestic production should be able to absorb some of the growth; however, this may jeopardize long-term domestic supplies and may 133 incur higher costs as more difficult reserves are tapped. Some countries faced with a dwindling domestic gas supply such as the UK may look to imports as a means of supplying more than just growing demand. Assuming the economics are superior to pipeline import projects, can LNG suppliers keep up with this growth? Does growth potential dictate which supply routes are optimal? Table 14 - Natural Gas Consumption Estimates of Selected Countries. Units: trillion cubic feet per year - Annual Consumption, TCF 2010 2020 2001 32.1 27.1 22.6 4.3 2.4 1.4 4.8 3.7 3.3 0.55 2.6 1.6 1.5 0 0.23 0.08 1.8 1.3 0.6 3.4 2.7 2.5 0.07 - Country USA Mexico UK Belgium France Portugal Spain Italy Greece 2.8 3.2 3.4 South Korea China Taiwan Thailand India 0.7 1 0.2 0.7 0.8 1.2 2.3 0.7 1.1 1.8 1.7 4.5 - Japan 2.0 3.1 An adequate LNG supply source can provide gas to a project for at least 20 years, and considering the nature of the investment, a 20 year period is conservative. From the source countries discussed so far, 134 Table 15 displays the calculated available gas reserves from selected source countries (and Alaska) in 2030 assuming that current production rates continue. There must be enough remaining gas reserves in 2030 as currently planned, to justify a 20-year LNG supply chain commissioned in 2010. How does this dictate our choice of supply routes? 135 Table 15 - Estimate of Natural Gas Reserves in 2030 without Existence of Additional LNG Exports [IEA (2), 20021 Year: 2001 2001 2010 2030 2030 2030 Country/State Reserves bcm Production bcm Reserves bcm Reserves bcm Reserves TCF Reserves mmt LNG Brazil 232 8 163 9 0.3 6 Brunei Oman Peru Trinidad Indonesia Algeria Norway Australia Nigeria Venezuela UAE Alaska Qatar Iran Russia 366 605 260 705 3790 4520 4017 3530 3570 4163 5550 7137 14443 26000 55977 10 17 1 13 67 85 57 33 16 29 41 12 32 61 719 273 450 252 587 3190 3760 3508 3232 3426 3899 5185 7027 14153 25452 49508 68 106 235 325 1857 2070 2375 2571 3107 3313 4374 6784 13508 24235 35132 2 4 8 11 66 73 84 91 110 117 154 239 477 855 1240 47 73 162 224 1278 1424 1634 1769 2137 2279 3010 4667 9293 16673 24171 Options for the US US forecasted consumption growth between 2010 and 2020 is by far the largest with 2020 being 5 TCF higher than 2010. Assuming that consumption demand is split between East and West Coasts, how could the US use LNG to make up this difference? On the East Coast, Trinidad and Venezuela are the most favorable suppliers with Brazil and Peru not far behind. Based on information in Table 15, Trinidad would only be able to supply 0.55 TCF of additional gas per year (i.e. 11 TCF/20 years) which would exhaust the island's gas reserves by the end of 20 years. Venezuela would be able to supply the full 50 TCF over 20 years required by the East Coast ports. However, in the case of Venezuela, the buyer and LNG venture assume significant security of supply risk due to continued political instability within Venezuela. A diversified supply from Brazil, Peru, Trinidad, and Venezuela would still require importing 1.6 TCF per year or 136 30.9mmtpa LNG from Venezuela while exhausting supplies from the others. The next best options are transatlantic supply routes from Algeria and Norway. These routes have comparable returns while serving to diversify supply risk. On the US West Coast, Alaska is the best option followed by Peru. Alaskan reserves could satisfy the 2.5 TCF annual requirements for 100 years. Unfortunately, expanding gas drilling in Alaska has been set back by restrictions and red tape. Furthermore, the introduction of a domestic LNG supply chain would be faced with higher costs due to cabotage laws and would be required to compete with options for Rocky Mountain drilling, Canadian pipeline imports, and the possibility of an Alaskan Gas Pipeline. The next best options are Peru and Sakhalin, Russia. Peru's reserves would only be able to produce 0.4 TCF per year for 20 years. Russia, on the other hand, could easily supply the West Coast ports' requirements or the US's entire growth requirement for the foreseeable future. Certainly, the potential risks, mostly politically related, would require further analysis. Options for the UK The situation in the UK is a bit more complicated because forecasts predict annual consumption to increase 1.1 TCF between 2010 and 2020 and domestic reserves may be nearly exhausted by 2010. Ignoring growth to 2020, exhaustion could require 3.6 TCF per year of additional imported supply by 2010 or shortly after. The UK's option with the best return is to develop an LNG supply route with Norway. Norway could supply the UK at an additional rate of 4.2 TCF for 20 years before exhausting their reserves. Not only is this not enough gas to meet 2020 growth projections, but the UK may have to compete with the US, Belgium, and France for Norwegian gas. The next best alternative 137 is to develop a supply chain with Russia through St. Petersburg to take advantage of Russia's virtually limitless reserves. Considering potential political risks with Russia, the UK should evaluate a more diversified portfolio of Norwegian and Russian gas. Options for China Although China is projected to experience the greatest relative growth in gas consumption, their situation is aided by substantial domestic reserves. However, expansive internal infrastructure is necessary in order to draw completely from their domestic reserves. LNG may be the temporary solution although "temporary" may last for more than 20 years. The most favorable LNG return is with a supply chain drawing from Sakhalin, Russia. Considering the amicable relationship shared by the two neighbors, this is China's best option. Supply chains from Brunei and Indonesia also show good returns for China; however, Brunei's reserves would not "go far" into China's growth, and China may have to compete with Thailand, Korea, and Japan for both country's gas. Indonesia could supply China's growth alone for 20 years, but reserves may be near depletion afterwards. Options for Mexico Mexico is forecasted to have a gap of about 2 TCF between annual consumptions of 2010 and 2020. Unless proven reserves increase substantially, it seems unlikely that any growth beyond 2010 could be absorbed with domestic supplies. The model indicates that Mexico's best LNG import option to Tijuana is from Alaska. If Alaska is not a realistic option for the reasons discussed in the beginning of this chapter, Peru, Venezuela, and Trinidad have the next best returns. If political concerns can be 138 conquered, Venezuela would be the best option. Another way of approaching Mexico's need for LNG is based on Tijuana's location. Located in Baja California, a supply chain could be sized to meet the regional requirements of northwest Mexico and possibly the needs of southern California. If supplying northwest Mexico is the only need, a small supply chain from Peru may be adequate; however, exporting gas to California could be very profitable and should be served by a large supplier such as Sakhalin, Russia. Summary of Best Options The other consuming nations evaluated here in are in a much better position to negotiate LNG imports. Many are Mediterranean and Southeast Asian countries that are forecasted to experience much less growth and are located near several adequate suppliers. 139 Table 16 lists the import locations and their best match(es) of supply terminal after considering model results, consumption growth potential, reserve base, and risk. 140 Table 16 - Import Locations Matched with Optimal Supply Locations by Considering Financial Metrics, Demand Forecasts, Supply Estimates, and Risks Associated with Security of Supply Import Location Boston, MA Baltimore, MD Savannah, GA Lake Charles, LA Tijuana, Mexico Los Angeles, CA San Francisco, CA Seattle, WA UK Zeebruge, Belgium Montoir, France Portugal Fos, France Barcelona, Spain La Spezia, Italy Piraeus, Greece Tokyo, Japan South Korea Shanghai, China Taiwan Hong Kong Thailand Mumbai, India Supply Location Algeria or Norway Algeria or Norway Algeria or Norway Algeria or Norway Peru or Sakhalin, Russia Sakhalin, Russia Sakhalin, Russia Sakhalin, Russia Norway or St. Petersburg, Russia Norway Norway Algeria or Norway Algeria or Novorossisk, Russia Algeria or Novorossisk, Russia Algeria or Novorossisk, Russia Algeria or Novorossisk, Russia Sakhalin, Russia Sakhalin, Russia Sakhalin, Russia Sakhalin, Russia Sakhalin, Russia Brunei or Indonesia or Australia Oman or UAE or Qatar or Iran 141 Works Cited [de Neufville, 1990] - de Neufville, Richard, Applied Systems Dynamics, McGraw-Hill, 1990. 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[IEA (1), 2002] - International Energy Agency (IEA), Flexibility in Natural Gas Supply and Demand, Paris, 2002. [IEA (2), 2002] - IEA, Natural Gas Information 2002, Paris, 2002. [Larson, 2003 ] - Larson, Parker E., The Technology and Economic Feasibilityof Offshore Liquefied Natural Gas Receiving Terminals in the UnitedStates , Massachusetts Institute of Technology, June 2003. [Marcus, 1977] - Marcus, Henry S. & Larson, John H., Offshore Liquefied Natural Gas Terminals, Center for Transportation Studies - Massachusetts Institute of Technology, 1977. 142 [Margulis, 2003] - Margulis, Howard, FinancingOffshore LNG Facilities:Market Timing is Critical, New York Yacht Club. Interpreting the New DWPA Amendments: How to Implement Your Offshore Natural Gas Terminal under the DWPA, January 16, 2003. - [Morita, 2003] - Morita, Koji, LNG: Falling Price and Increasing Flexibility of Supply Risk Reduction Creates Contract Diversity, Institute of Energy Economics, Japan, March 2003. [Okogu, 2002] - Okogu, Bright, Issues in Global Natural Gas: A Primer and Analysis, International Monetary Fund, May 2002. [Steiner, 1992] - Steiner, Henry Malcolm, Engineering Economic Principles, McGrawHill, 1992. [Tobin, 2001 ] - Tobin, James, Natural Gas Transportation- InsfrastructureIssues and OperationalTrends, EIA, October 2001. [World Bank (1), 2000] - World Bank, LNG in China: OptionsforMarkets, Institutions, andFinance, Washington, DC, 2000. Web Sites Cited [AGA] - American Gas Association - www.aga.org [BLS] - Department of Labor -Bureau of Labor Statistics - www.bls.gov [EIA] - EIA - www.eia.doe.gov [GolarLNG] Golar LNG - www.golarlng.com [MBS] - Maritime Business Strategies, LLC - www.coltoncompany.com [Wartsila] - Wartsila - www.wartsila.com 143 Works Consulted [Banaszak, 2002] - Banaszak, Sara, Liquefied Natural Gas: Issuesfor the Industry, EIA, 2002. [BNA, Nov 2002] - Unknown, "Sempra Aims to Start LNG Regasification Construction 2003 - Mexico," Business News Americas, November, 8, 2002. [Candelet, 2003] - Candelet, Howard, The LNG Spot Market in the USA, LNG Economics and Technology, January 28-29, 2003, Houston. [Cates, 2003] - Cates, Rusty, LNG Supply Chain Economics: Hedging Your Bets, LNG Economics and Technology, January 28-29, 2003, Houston. [Cedigaz, 1999] - Maisonnier, Guy, World LNG Outlook: 99 Edition, Cedigaz, June 1999 [Clarkson, 2001] 2001. - Clarkson Research Studies, The Liquid Gas Register 2001, London, [CP, 2003] - Unknown, "Current Issues in LNG Projects," Chadbourne & Parke, LLP ProjectFinance Newswire, April 2003. [EIA (5), 2001 ] - EIA, U.S. Crude Oil, Natural Gas, andNatural Gas Liquids Reserves 2001 Annual Report, 2001. [EIA (6), 2002] - EIA, U.S. LNG Markets and Uses, November 2002. [EIA (7), 2001 ] - EIA, U.S. Natural Gas Markets: Mid-Term Prospectsfor Natural Gas Supply, December 2001. 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[Marine Log, Jan 2003] - Unknown, "Successful Tests of Dual Fuel LNG Ship Wartsila Engine," Marine Log, January 2003. [McCall, 2003] - McCall, Michael, Security, Economy and Capacity- A Salt CavernBased LNG Receiving Terminal, LNG Economics and Technology, January 28-29, 2003, Houston. [Meyer, 2003] - Meyer, Keith, LNG's Role in North America, LNG Economics and Technology, January 28-29, 2003, Houston. [NPC, 1999] - National Petroleum Council, Natural Gas: Meeting the Challenges of the Nation's GrowingNatural Gas Demand, December 1999. [Nunes, 2003] - Nunes, Tony, LNG Contracts: What You Need to Know for a Changing LNG World, LNG Economics and Technology, January 28-29, 2003, Houston. [OGJ, Nov 25, 2002] - Unknown, "Construction of Most Northerly LNG Project Starts," Oil & Gas Journal, Vol 100 Issue 48, November 25, 2002. [PE, Nov 2002] - Unknown, "Egypt: BG Considers Second LNG Train", Petroleum Economist, Vol 69 Issue 11, November 2002. 145 [PE, Oct 2002] - Unknown, "Nigeria: Four New LNG Plants Proposed," Petroleum Economist, Vol 69 Issue 10, October 2002. [PE, Sept 2002] - Unknown, "China LNG: Australia Wins In China," Petroleum Economist, Vol 69 Issue 9, September 2002. [PF, 2002] - Unknown, "US Ex-Im Approves Nigeria LNG," ProjectFinance, Issue 234, October 2002. [Platt's, Feb 2003] - Unknown, "Enel Joins BG's Italian LNG Terminal Project at Brindisi," Platt'sOilgram News, Vol 81 Issue 32, February 18, 2003. & [Rogers, 2003] - Rogers, Daniel R., "LNG Projects Helped in the US," Chadbourne Parke, LLP ProjectFinance Newswire, February 2003. [Stares, 2002] - Stares, Justin, "New BG Gas Terminal Is Approved," Lloyd's List, November 20, 2002. [Sterman,2000] - Sterman, John, Business Dynamics, McGraw-Hill, 2000. [Thackeray, 2002] - Thackeray, Fred, "Competition Steps Up a Gear," Petroleum Economist, Vol 69 Issue 9, September 2002. [Townsend, 2002] - Townsend, David, "Qatar Moves Ahead," Petroleum Economist, Vol 69 Issue 9, September 2002. [World Bank (2), 2000] - World Bank, Risk Shifting andLong-Term Contracts:Evidence from the Ras Gas Project, Washington, DC, 2000. [World Bank (3), 1993] - World Bank/ESMAP, Long-term Gas Contracts: Principles andApplications, Report No. 152/93, Washington, DC, 2000. [WGI, 2003] - Unknown, "US LNG Import Barriers," World Gas Intelligence, April 21, 2003. Web Sites Consulted Alexander's Gas & Oil Connections - www.gasandoil.com Cheniere LNG, Inc. - www.cheniere.com/CheniereLNG.htm LNG One World - www.LNGoneworld.com 146 Appendix 147 Table 17 - Model Results for Five Best Trade Routes. Based on IRR Under Base Case Conditions Import Location Baltimore, MD 1" Choice Trinidad 2 nd Choice Maracaibo, Venezuela 15.6% Novorossisk, Russia 3'd Choice Callau, Peru 14.6% Stavanger, Norway 4t Choice Arzew, Algeria 14.2% St Petersburg, Russia 5" Choice Recife, Brazil 14.2% Lagos, Nigeria IIRR Barcelona, Spain 15.6% Arzew, Algeria IRR Boston, MA IRR Fos, France IRR HongKong IRR La Spezia, Italy IRR Lake Charles, LA 8.8% Trinidad 15.5% Arzew, Algeria 3.3% 7.0% Maracaibo, Venezuela 15.5% Novorossisk, Russia 2.1% 6.6% Arzew, Algeria 14.5% Stavanger, Norway 1.4% 6.1% Stavanger, Norway 14.3% St Petersburg, Russia 0.6% 5.6% Callau, Peru 14.3% IBrunei 12.7% Arzew, Algeria 7.3% Maracaibo, Venezuela Bontang, Indonesia 12.7% Novorossisk, Russia 6.2% Trinidad Sakhalin, Russia 12.2% Stavanger, Norway 5.4% Callau, Peru Dampier, Australia 11.9% St Petersburg, Russia 4.9% Recife, Brazil IRR Los Angelos, CA 11.1% Kenai, Alaska 10.6% Callau, Peru 10.1% Maracaibo, Venezuela 9.1% Trinidad IRR Montoir, France Mumbai, India 11.1% Stavanger, Norway 3.3% Muscat, Oman 10.1% St Petersburg, Russia 2.6% Abu Dhabi, UAE 10.0% Arzew, Algeria 2.4% Ras Laffan, Qatar IRR Piraeus, Greece IRR Portugal 13.7% Novorossisk, Russia 7.3% Arzew, Algeria IRR 7.3% Kenai, Alaska 11.6% Trinidad 13.6% Arzew, Algeria 7.0% Stavanger, Norway 6.4% Callau, Peru 9.8% Maracaibo, Venezuela 13.6% Muscat, Oman 5.0% St Petersburg, Russia 5.7% Maracaibo, Venezuela 9.5% Callau, Peru 9.5% Novorossisk, Russia 0.6% Bushire, Iran 13.4% Stavanger, Norway 4.9% Novorossisk, Russia 5.6% Trinidad 9.2% Recife, Brazil 13.8% Sakhalin, Russia 7.8% Brunei 12.0% Brunei 11.7% Brunei 12.5% Bontang, Indonesia 13.3% Callau, Peru 12.6% Callau, Peru 12.1% Maracaibo, Venezuela Tijuana, Mexico 13.8% Kenai, Alaska 10.8% Sakhalin, Russia 13.0% Sakhalin, Russia 13.4% Sakhalin, Russia 12.7% Brunei 13.3% Kenai, Alaska Lagos, Nigeria 4.9% Sakhalin, Russia 9.1% Arzew, Algeria 12.0% Trinidad 7.1% Bontang, Indonesia 12.0% Bontang, Indonesia 11.7% Bontang, Indonesia 12.5% Dampier, Australia 12.1% Maracaibo, Venezuela IRR Tokyo, Japan IRR UK IRR ZeebrugeBelgium IRR 11.0% Sakhalin, Russia 1:2.9% Stavanger, Norway 11.8% Stavanger, Norway 7.9% 10.3% Brunei 11.7% St Petersburg, Russia 11.5% St Petersburg, Russia 7.5% 10.2% Bontang, Indonesia 11.7% Arzew, Algeria 10.6% Arzew, Algeria 6.7% 7.0% Dampier, Australia 11.3% Dampier, Australia 11.2% Dampier, Australia 11.9% Muscat, Oman 11.6% Trinidad 9.8% Dampier, Australia 10.9% Novorossisk, Russia 9.3% Novorossisk, Russia 5.3% 6.8% Kenai, Alaska 10.6% Kenai, Alaska 10.3% Muscat, Oman 10.9% Abu Dhabi, UAE 11.3% Sakhalin, Russia 8.6% Kenai, Alaska 10.7% Trinidad 8.7% Trinidad 4.6% IIRR San FranciscoCA IRR Savannah, GA IRR Seattle, WA IRR Shanghai, China IRR South Korea IRR Taiwan IRR Thailand IRR Lagos, Nigeria 0.1% Muscat, Oman 11.1% Muscat, Oman 4.3% Arzew, Algeria 8.1% Sakhalin, Russia 8.6% Trinidad -0.1% Brunei 11.8% Abu Dhabi, UAE 4.9% 148 Table 18 - Model Results for Five Best Trade Routes. Based on Highest NPV Under Base Case Conditions Import Location Baltimore, MD Choice Trinidad 1s $ Barcelona, Spain Boston, MA $ $ (1,061,999,095) Arzew, Algeria 226,481,625 Kenai, Alaska $ 239,726,178 Stavanger, Norway $ (1,063,298,291) Mumbai, India $ 765,273,609 $ (471,027,233) Arzew, Algeria $ (469,334,589) San FranciscoCA 328,847,969 Maracaibo, Venezuela $ Seattle, WA $ Shanghai, China 811,276,766 Kenai, Alaska 155,017,838 Sakhalin, Russia $ South Korea 627,540,706 Sakhalin, Russia $ Taiwan 694,196,528 Sakhalin, Russia $ 568,152,728 Tijuana, Mexico 672,973,971 $ 212,598,498 466,096,124 Stavanger, Norway $ (842,439,846) $ 957,239,169 St Petersburg, Russia (741,040,400) $ Stavanger, Norway $ Lagos, Nigeria (835,236,585) Callau, Peru $ 985,289,257 $ 24,455,881 990,318,060 St Petersburg, Russia (1,550,102,862) $ Lagos, Nigeria $ (1,652,581,319) Dampier, Australia $ 410,970,753 Muscat, Oman $ St Petersburg, Russia $ (944,847,327) Callau, Peru $ Muscat, Oman $ (1,054,953,043) Recife, Brazil $ (192,889,895) 231,579,096 Arzew, Algeria (405,958,243) $ Trinidad (105,746,623) $ Novorossisk, Russia Sakhalin, Russia $ (294,015,998) Trinidad $ $ $ $ (1,671,998,163) (1,170,330,345) (1,230,548,981) Abu Dhabi, UAE $ 750,801,203 Arzew, Algeria (525,214,186) $ Stavanger, Norway $ (639,537,574) Callau, Peru $ 735,139,426 Muscat, Oman (904,898,053) $ St Petersburg, Russia $ (771,735,967) Maracaibo, Venezuela $ (105,758,414) Trinidad 811,276,766 $ Sakhalin, Russia $ Callau, Peru 565,386,552 Callau, Peru $ $ (593,777,869) $ (34,085,223) (452,295,232) Bontang, Indonesia $ 421,446,126 361,396,120 $ 528,049,677 672,973,971 Callau, Peru $ 53,209,014 421,446,126 361,396,120 $ 528,049,677 441,107,456 $ 37,462,070 $ 598,538,293 Stavanger, Norway 348,286,251 $ Stavanger, Norway $ 361,982,981 St Petersburg, Russia $ 288,594,202 St Petersburg, Russia Brunei $ 361,982,981 Arzew, Algeria $ 118,816,716 Arzew, Algeria $ $ $ (439,442,641) $ $ (171,783,231) (611,914,812) $ (944,886,033) Sakhalin, Russia (196,528,082) Recife, Brazil 463,831,870 $ Maracaibo, Venezuela Arzew, Algeria $ 429,769,323 Trinidad $ $ (617,586,585) (679,173,169) Dampier, Australia $ 278,316,912 Kenai, Alaska $ Dampier, Australia $ 265,633,424 $ 398,681,462 Muscat, Oman $ 340,284,813 Trinidad $ (33,653,820) Dampier, Australia $ 185,948,095 Novorossisk, Russia $ (150,252,941) Novorossisk, Russia (874,067,024) $ 132,944,391 Kenai, Alaska $ Dampier, Australia Maracaibo, Venezuela Bontang, Indonesia 386,013,881 $ Abu Dhabi, UAE $ (945,127,733) Lagos, Nigeria Dampier, Australia $ 694,196,528 Bontang, Indonesia Stavanger, Norway (940,224,177) $ Novorossisk, Russia $ (806,571,698) Trinidad Brunei Brunei $ $ Brunei $ Bontang, Indonesia $ Bushire, Iran Brunei Bontang, Indonesia $ (1,568,419,485) Ras Laffan, Qatar Sakhalin, Russia (375,350,632) 957,558,966 Maracaibo, Venezuela 4,804,356 $ Arzew, Algeria Kenai, Alaska Tokyo, Japan 128,930,140 $ 5 I Choice Recife, Brazil Callau, Peru 23,348,646 $ St Petersburg, Russia Bontang, Indonesia $ (682,996,848) 4I Choice Arzew, Algeria Sakhalin, Russia Trinidad $ Kenai, Alaska $ (1,415,466,910) $ Novorossisk, Russia $ Novorossis-k, Russia Portugal 559,108,574 1,020,264,786 Stavanger, Norway $ Bontang, Indonesia Muscat, Oman $ Zeebruge,Belgium (467,342,656) (1,286,929,064) Maracaibo, Venezuela $ UK 559,108,574 1,232,688,283 Novorossisk, Russia $ Brunei $ Thailand 1,232,688,283 Arzew, Algeria La Spezia, lty Savannah, GA 1,054,009,527 $ $ Piraeus, Greece $ Stavanger, Norway $ (638,500,611) Arzew, Algeria Hong Kong Montoir, France 1,270,139,145 Novorossisk, Russia $ (554,614,179) Trinidad $ Los Angelos, CA $ 3r Choice Callau, Peru Arzew, Algeria $ (222,135,155) Maracaibo, Venezuela Fos, France Lake Charles, LA 1,270,139,145 2 nd Choice Maracaibo, Venezuela 71,859,812 Muscat, Oman $ 194,065,120 Abu Dhabi, UAE $ 290,266,939 Sakhalin, Russia $ (301,611,508) Kenai, Alaska $ 152,142,003 Trinidad $ (271,718,814) Trinidad $ (1,002,297,685) 149 Table 19 - Model Results for Five Best Trade Routes. Based on Lowest CapEx Under Base Case Conditions Import Location Baltimore, MD Barcelona, Spain Boston, MA Fos, France Hong Kong La Spezia, Italy Lake Charles, LA Choice Trinidad $ 3,112,731,636 Arzew, Algeria $ 2,754,827,771 Maracaibo, Venezuela $ 3,112,795,928 Arzew, Algeria $ 2,870,578,850 Brunei $ 3,089,327,738 Arzew, Algeria 2,870,577,887 $ Maracaibo, Venezuela 1 $ Los Angelos, CA Montoir, France Mumbai, India Piraeus, Greece Portugal 3,079,378,776 Kenai, Alaska $ 3,240,235,567 Stavanger, Norway $ 2,870,570,937 Muscat, Oman $ 2,870,572,038 Novorossisk, Russia 2,870,559,239 $ Arzew, Algeria $ 2,870,568,184 San Francisco, CA Kenai, Alaska Savannah, GA Maracaibo, Venezuela $ 3,056,826,592 Kenai, Alaska $ 2,912,445,883 Sakhalin, Russia $ 3,016,547,952 Sakhalin, Russia $ 2,942,498,496 Sakhalin, Russia $ 3,084,210,872 Bontang, Indonesia $ 2,955,821,723 Kenai, Alaska $ 3,270,305,392 Sakhalin, Russia $ Seattle, WA Shanghai, China South Korea Taiwan Thailand Tijuana, Mexico Tokyo, Japan $ UK Zeebruge, Belgium 3,100,444,891 2,965,831,490 2 Choice Maracaibo, Venezuela $ 3,112,731,636 Novorossisk, Russia $ 3,112,731,043 Trinidad $ 3,112,795,928 Novorossisk, Russia $ 3,102,205,979 Bontang, Indonesia $ 3,089,327,738 Novorossisk, Russia $ 3,084,211,498 Trinidad $ 3,144,442,658 Callau, Peru $ 3,468,940,033 St Petersburg, Russia $ 2,960,709,727 3 Choice Callau, Peru $ 3,353,083,794 Stavanger, Norway $ 3,159,456,892 Arzew, Algeria $ 3,429,823,722 Stavanger, Norway $ 3,246,311,673 Sakhalin, Russia $ 3,151,775,980 Stavanger, Norway $ 3,266,787,038 Callau, Peru $ 3,298,392,821 Maracaibo, Venezuela $ 3,480,036,894 Arzew, Algeria $ 3,043,541,270 4 1h Choice Recife, Brazil $ 3,480,036,413 St Petersburg, Russia $ 3,314,861,404 Stavanger, Norway $ 3,448,355,134 St Petersburg, Russia $ 3,333,062,554 Dampier, Australia $ 3,290,781,872 St Petersburg, Russia $ 3,429,825,306 Recife, Brazil $ 3,533,904,932 Trinidad $ 3,586,316,544 Novorossisk, Russia $ 3,451,289,589 Abu Dhabi, UAE 2,888,554,675 Arzew, Algeria $ 2,931,075,071 Stavanger, Norway Ras Laffan, Qatar 2,909,408,487 Muscat, Oman $ 3,333,064,380 St Petersburg, Russia Bushire, Iran $ 2,942,498,496 Stavanger, Norway $ 3,408,845,309 Novorossisk, Russia 5 1h Choice Arzew, Algeria $ 3,480,037,643 Recife, Brazil $ 3,468,940,636 Callau, Peru $ 3,468,832,114 Muscat, Oman $ 3,498,930,659 Muscat, Oman $ 3,468,939,320 Muscat, Oman $ 3,510,029,038 Arzew, Algeria $ 3,724,968,142 Sakhalin, Russia $ 3,740,331,138 Trinidad $ 3,510,033,046 Bontang, Indonesia $ 3,290,780,096 Abu Dhabi, UAE $ 3,429,823,540 Recife, Brazil $ $ $ $ $ 3,043,541,270 Callau, Peru $ 3,521,682,976 $ 3,144,441,614 Maracaibo, Venezuela $ 3,586,316,486 3,259,576,824 Trinidad $ 3,647,012,531 3,342,839,995 Sakhalin, Russia $ 3,683,002,657 Trinidad $ 3,056,826,592 Sakhalin, Russia $ 3,546,706,219 Bontang, Indonesia $ 3,270,304,104 Bontang, Indonesia $ 3,290,867,265 Brunei $ 3,106,461,494 Brunei $ 2,955,821,723 Callau, Peru $ 3,468,832,114 Bontang, Indonesia Callau, Peru $ 3,299,746,316 Callau, Peru $ 3,696,321,433 Brunei $ 3,270,304,104 Brunei $ 3,290,867,265 Bontang, Indonesia $ 3,106,461,494 Dampier, Australia $ 3,223,584,492 Maracaibo, Venezuela $ 3,478,346,696 Brunei Recife, Brazil $ 3,478,346,696 Maracaibo, Venezuela $ 3,710,304,238 Dampier, Australia $ 3,353,081,802 Dampier, Australia $ 3,448,353,980 Dampier, Australia $ 3,283,569,501 Muscat, Oman $ 3,333,063,962 Trinidad $ 3,521,685,063 Dampier, Australia Arzew, Algeria $ 3,498,932,028 Trinidad $ 3,838,253,076 Kenai, Alaska $ 3,546,707,463 Kenai, Alaska $ 3,646,881,768 Muscat, Oman $ 3,510,033,420 Abu Dhabi, UAE $ 3,451,290,403 Sakhalin, Russia $ 3,810,302,563 Kenai, Alaska $ $ $ $ 3,270,305,392 3,270,305,392 3,478,345,543 3,498,932,028 Stavanger, Norway $ 2,870,583,323 Stavanger, Norway St Petersburg, Russia $ 2,926,489,631 St Petersburg, Russia Arzew, Algeria $ 3,094,735,666 Arzew, Algeria Novorossisk, Russia $ 3,459,816,997 Novorossisk, Russia Recife, Brazil $ 3,533,903,404 Recife, Brazil $ $ $ $ $ 2,870,583,323 2,926,489,631 3,094,735,666 3,459,816,997 3,533,903,404 150 Table 20- Model Results for Five Best Trade Routes. Based on Highest Net Income Under Base Case Conditions Import Location It Choice Baltimore, MD Trinidad $ Arzew, Algeria Barcelona, Spain $ $ $ $ 348,290,026 500,608,432 $ 519,453,473 [ndia 242,305,907 57:2,098,080 Portugal 347,642,259 Arzew, Algeria $ 347,940,332 San FranciscoCA Kenai, Alaska Savannah, GA Maracaibo, Venezuela $ $ 521,810,967 603,000,848 $ $ Shanghai, China 464,680,369 Sakhalin, Russia $ South Korea 564,759,366 Sakhalin, Russia $ Taiwan 566,967,447 Sakhalin, Russia $ Thailand 562,079,867 Brunei $ Tijuana, Mexico 564,607,052 $ 518,325,744 Sakhalin, Russia $ 552,102,334 Stavanger, Norway $ 495.,589,365 Stavanger, Norway $ 364,646,608 686,994,424 234,460,078 561,197,012 673,790,343 Stavanger, Norway $ 357,808,933 674,193,673 Stavanger, Norway $ 229,463,972 Sakhalin, Russia $ 553,236,091 Novorossisk, Russia $ $ 339,492,674 492,210,127 Callau, Peru $ 501,423,623 Arzew, Algeria $ 236,735,513 Abu Dhabi, UAE $ 571,379,004 Arzew, Algeria $ 345,442,834 Stavanger, Norway $ 341,876,805 Callau, Peru $ 497,253,070 $ 603,000,848 $ 425,770,391 $ 555,479,225 $ 547,706,738 $ 558,104,937 Bontang, Indonesia $ 564,607,052 Callau, Peru $ 506,670,992 $ 544,900,758 $ 490,803,737 $ 360,213,526 324,867,173 331,973,313 496,811,042 585,154,218 423,176,598 Brunei $ 555,479,225 Brunei $ 547,706,738 Brunei $ 558,104,937 553,443,382 $ 504,969,889 Brunei $ 544,900,758 Arzew, Algeria $ 483,634,679 Arzew, Algeria $ 353,633,155 672,430,764 218,397,763 551,919,856 324,847,333 Recife, Brazil $ Lagos, Nigeria 349,770,357 $ Stavanger, Norway 671,009,045 $ Lagos, Nigeria $ 213,895,677 Muscat, Oman 538,454,812 $ 470,423,589 Trinidad $ 496,813,141 Novorossisk, Russia $ 222,326,172 Bushire, Iran $ 566,967,447 Abu Dhabi, UAE $ 324,799,918 316,081,279 Stavanger, Norway 466,091,617 $ Trinidad $ Sakhalin, Russia 481,954,145 $ Maracaibo, Venezuela 212,417,300 $ Bontang, Indonesia $ 551,848,777 Stavanger, Norway 323,171,785 $ Trinidad Novorossisk, Russia $ 331,721,295 $ 492,362,055 Sakhalin, Russia $ Recife, Brazil $ 580,794,865 Trinidad $ 421,851,304 540,822,261 542,132,561 Maracaibo, Venezuela $ 553,160,847 Abu Dhabi, UAE $ 546,802,272 $ 497,330,007 531,376,306 Muscat, Oman $ 469,446,027 $ 340,723,994 545,268,594 Sakhalin, Russia $ 485,826,742 Kenai, Alaska 527,742,820 $ Lagos, Nigeria $ Novorossisk, Russia $ 536,480,965 Ras Laffan, Qatar Novorossisk, Russia $ 535,470,088 $ Dampier, Australia $ 529,848,678 Kenai, Alaska Trinidad $ 420,672,729 Kenai, Alaska Dampier, Australia $ 577,115,655 $ Dampier, Australia $ 492,197,452 Arzew, Algeria Dampier, Australia $ 326,378,402 $ Trinidad Maracaibo, Venezuela $ 354,492,768 668,786,821 St Petersburg, Russia Dampier, Australia $ $ Dampier, Australia $ Callau, Peru $ St Petersburg, Russia $ $ Callau, Peru St Petersburg, Russia $ $ Maracaibo, Venezuela Bontang, Indonesia $ 570,764,909 St Petersburg, Russia Bontang, Indonesia $ 234,661,139 668,843,808 St Petersburg, Russia Ras Laffan, Qatar Bontang, Indonesia $ 499,407,872 51h Choice Recife, Brazil Callau, Peru Ras Laffan, Qatar Bontang, Indonesia $ 488,522,305 St Petersburg, Russia Sakhalin, Russia $ $ Maracaibo, Venezuela Trinidad $ 330,408,383 4 Choice Arzew, Algeria St Petersburg, Russia Callau, Peru Trinidad $ $ Arzew, Algeria $ Stavanger, Norway Kenai, Alaska Tokyo, Japan $ Brunei $ Kenai, Alaska Seattle, WA 366,098,477 Novorossisk, Russia Novorossisk, Russia $ Zeebruge,Belgium $ Muscat, Oman $ 693,650,937 Choice Callau, Peru Maracaibo, Venezuela Stavanger, Norway $ UK $ Kenai, Alaska Los Angelos, CA 3 Choice Novorossisk, Russia Maracaibo, Venezuela $ Piraeus, Greece 561,197,012 Arzew, Algeria La Spezia, Italy Mumbai, 242,534,069 $ Bontang, Indonesia $ Montoir, France 686,994,424 Arzew, Algeria Fos, France Lake Charles, LA 381,063,657 Trinidad Boston, MA Hong Kong 693,650,937 2 Maracaibo, Venezuela 460,003,538 Lagos, Nigeria $ 331,885,907 151 Table 21 - Distance Between Ports in Nautical Miles (Import Along the Left & Export Along the Right) Trinidad Boston, MA Arzew, Algeria Lagos, Nigeria Stavanger, Norway Bushire, Iran Muscat, Oman Abu Ras Dhabi, UAE Laffan, Qatar St Bontang, Indonesia Brunei Dampier, Australia Kenai, Alaska Maracaibo, Venezuela Recife, Brazil Callau, Peru Petersburg, Russia Sakhalin, Russia Novorossisk, Russia 2004 3306 4980 3450 8149 7563 7817 7920 10450 10450 11200 7250 2004 3670 3500 4300 10250 5300 1920 3750 5064 3940 8577 7991 8245 8348 10700 10700 11530 6900 1920 3773 3200 4800 10000 5666 1590 3800 4800 4064 8700 8114 8368 8471 10831 10831 11650 6700 1590 3600 2900 4990 9650 5830 2180 5020 5950 5110 9650 9064 9318 9687 11780 11780 11600 6570 1700 4070 2800 6010 9350 6900 3950 7450 7855 7650 11676 11090 11344 11447 7290 7290 7880 2500 3600 5800 3500 8640 5200 9550 4114 7600 8005 7800 11609 11023 11277 11380 7300 7300 7890 2350 3764 6172 3650 8790 5150 9561 CA 4465 7900 8337 8100 11095 10509 10763 10866 7640 7640 7645 1895 4115 6500 3990 9060 4650 9900 Seattle, WA Baltimore, MD Savannah, GA Lake Charles, LA Tijuana, Mexico Los Angelos, CA San Francisco, 5224 8700 9113 8980 10804 10218 10472 10575 7350 7350 7550 1000 4874 7280 4746 9880 4200 10673 UK Zeebruge, Belgium Montoir, France 4020 1850 4300 450 6500 5914 6168 6271 8500 8500 9960 9800 4320 4100 5950 1120 11660 3420 4020 1850 4300 450 6500 5914 6168 6271 8500 8500 9960 9800 4320 4100 5950 1120 11660 3420 3840 1500 3930 630 6100 5514 5768 5871 8400 8400 9300 9700 4140 4000 5990 1330 11650 3330 Portugal Fos, France Barcelona, Spain La Spezia, 3319 670 3284 1500 5400 4814 5068 5171 7230 7230 8440 9600 3619 3154 5590 2200 10700 2530 4141 515 3780 2400 4411 3825 4079 4182 6820 6820 7720 10200 4441 3830 6400 3090 10220 1830 2950 10220 1930 Italy Piraeus, Greece Tokyo, Japan South Korea Shanghai, China 3926 340 3614 2290 4560 3974 4228 4657 6860 6860 7800 10000 4226 3639 6215 4306 529 4178 2620 4501 3915 4169 4272 6750 6750 7630 10350 4606 4000 6570 3280 10020 1740 4961 1110 4619 3270 3641 3055 3309 3412 5890 5890 6800 11000 5261 4640 7720 3930 9400 800 9206 9500 10893 11520 5749 5163 5417 5520 2500 2500 3620 3800 8856 10960 8575 12477 1350 9290 9373 9050 10357 11500 5299 4713 4967 5070 2840 2840 3470 4300 9023 11436 8825 11220 1200 8800 9858 8800 10201 11000 5049 4463 4717 4820 2520 2520 3240 4175 9508 10947 9550 11790 1400 8550 Taiwan Hong Kong 10153 8170 9479 10340 4419 3833 4087 4190 1960 1960 2653 4700 9803 10558 9673 11190 1750 7920 10398 8000 9473 10166 4249 3663 3917 4020 1790 1790 2710 4830 10048 10220 10017 10820 2220 7750 Thailand Mumbai, 11404 7400 8958 9750 3649 3063 3317 3420 1290 1290 2400 5300 11054 9700 11150 10400 3660 7120 8399 4610 7187 6740 1200 614 868 971 2740 2740 3700 8900 8049 7933 10690 7390 6000 4320 India 152