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Project Finance Model for Hybrid Power Plant / Multi-fuel System with CDM

January 9th, 2010 Posted in financial models

Project Finance Model for Hybrid Power Plant / Multi-fuel System with CDM

During implementation of a project feasibility study for a natural gas pipeline that will serve an anchor load 250-500 mw natural gas-fired combined cycle gas turbine (CCGT), it was felt that additional market for the excess Malampaya natural gas (300 mw surplus plus banked gas for sale) needs to be developed to improve the economics of the pipeline.

Doing a market, technical and feasibility study for this end-use conversion economics will thus entail developing a robust project finance model that is versatile enought to handle conversion of existing power generation and steam/process heat technologies (coal fired, bunker fired, diesel fired diesel electric generators, steam and process heat equipment, refrigeration) to natural gas firing.

The author, an energy technology and business development consultant, has prepared an Incremental Economics Conversion Model for comparing a base case (existing coal-fired or oil fired generation, process heat, refrigeration and air conditioning equipment) versus a more energy efficient, less polluting and cheaper to operate natural gas-fired equipment.

Naturally, there will be incremental investments and incremental savings due to higher efficiency, cheaper fuel cost, lower environmental costs.

In addition, if the project will result in higher energy conversion efficiency or lower carbon emission due to fuel switching (from a high carbon content coal or liquid fuels like diesel and bunker to a lower carbon/higher hydrogen fuel such as natural gas), there will be additional cash flows from carbon emission reduction certificates.

Please contact the author for more details.

Marcial Ocampo

email mars_ocampo@yahoo.com

energydataexpert@gmail.com

———————– sample model rows and columns

PROJECT FINANCE MODEL – Diesel Fueled-Engine (Main 1)

Name HYBRID POWER PLANTS
INCREMENTAL ECONOMIC ANALYSIS MODEL (hybrid, multi-fuel, fuel switching)

(C) Copyright 2009 by Marcial T. Ocampo (November 2009)
INSTRUCTIONS

(This example is in PhP Thousand, except for the unit prices which are in PhP/kWh)

Year 0 reflects the starting assumptions, which will be applicable starting in year 1.

9.8773

NPV

IRR

Payback

Blue cells must be filled out by the user.

NPV-ROI

0

(909,234)

2.22%

11.69

Escalate fuel, lubes, tariff and O&M costs? (1=yes, 0=no)

0

NPV-ROE

1

0

15.00%

10.41

CALCULATION OF GROSS OPERATING MARGIN

NPV-FC

0

(232,470)

3.79%

11.18

Year

used

0.00

2009

2010

2011

Days Per Year

365

365

365

Hours Per Day

24

24

24

24

Plant Operation

365

Year

0

1

2

Overhaul Cycle

0

1

2

Capacity Degradation

Normal, % p.a.

1.00%

1.0000

1.0100

1.0201

Overhaul, % p.a.

-4.00%

1.00%

1.00%

Overhaul Cycle, yr

5

Recovery, %

80.00%

Select Manufacturer/Engine Model:

MW

Heat Rate, Btu / kWh

Efficiency, %

EPC Cost, $/kW

Variable O&M

Fixed O&M

Biomass Landfill Methane Engine Power Plant

30.000

9,873

34.56%

1500

0.00187

0.242

Diesel Oil Engine Power Plant

50.000

8,976

38.02%

1300

0.00500

0.040

Coal Thermal Plant

600.000

11,860

28.77%

1079

0.00325

0.225

Bunker Oil Thermal Plant

300.000

10,781

31.65%

991

0.00500

0.300

Low Sulfur Fuel Oil Cogen Plant

500.000

4,262

80.06%

650

0.00200

0.150

Natural Gas Combined Cycle Gas Turbine Plant

500.000

6,262

54.49%

650

0.00200

0.150

Diesel Oil Engine Power Plant

50.000

8,976

40.11%

1,300.00

0.00500

0.040

(1) Own use is mainly condenser cooling pumping power

1.396

Plant Rated Capacity, MW

48.604

48.604

48.604

Dependable Capacity, MW

48.123

47.647

Plant Availability

Calendar Days

365.25

365

365

Total Period Hours

24

8760

8760

Planned Overhaul, days (3 wks)

21

Regular Maintenance, days (1 wks)

7

7

7

Economic S/D, % of CD

0.30%

1.10

1.10

Deactivated S/D – External, % of CD

0.50%

1.83

1.83

Total Unforced Outage, days

9.92

9.92

Forced Outage – Internal, % of CD

5.00%

18.25

18.25

Total Outage, days

30.52

28.17

28.17

Total Operating Hours

8,034

8,084

8,084

Plant Statistics

Outage Rate = FO*24/ (FO*24+TOH)

5.17%

5.14%

5.14%

Availability = TOH/PH

91.64%

92.28%

92.28%

Equivalent Availability

92.11%

91.19%

Reliability = 1-OR

94.83%

94.86%

94.86%

Generation and Capacity Factor

Load Factor, % of DC

95.00%

1.100

biomass

95.00%

95.00%

Potential Generation = DC*LF*TOH MWh

4,377,272

1.000

diesel

369,573

365,914

Rated Generation =  RC*PH MWh

5,112,804

coal

1.100

425,775

425,775

Capacity Factor = PG / RG

85.61%

bunker

1.000

86.80%

85.94%

Plant Heat Rate

1=CCGT

2=Cogen

3=Diesel Engine

4=Thermal

Gas Turbine Output (1 / 3)

33.33%

77.00%

40.00%

Steam Turbine Input (2 / 3)

66.67%

23.00%

Boiler Efficiency at 1% cont. BD

90.00%

85.00%

90.00%

Steam Turbine Efficiency

40.00%

37.00%

37.00%

Mechanical Drive / Clutch Efficiency

99.00%

99.00%

99.00%

99.00%

Generator Efficiency

96.00%

96.00%

96.00%

96.00%

Overall Efficiency=(GT+ST*BE*STE)*ME*GE

54.49%

80.06%

38.02%

31.65%

40.11%

Plant Heat Rate at 100% eff.

3412.12822

Plant Heat Rate, Btu / kWh = 3412/ OE

6,262

4,262

8,976

10,781

8,507

8,507

Heat Rate (Efficiency) Degradation

Normal, % p.a.

1.00%

1.0000

1.0100

1.0201

Overhaul, % p.a.

-4.00%

1.00%

1.00%

Overhaul Cycle, yr

5

Recovery, %

80.00%

Actual Plant Heat Rate, Btu/kWh

8,592

8,678

Actual Overall Efficiency, % of fuel GHV

39.71%

39.32%

Net Electricity Sales, MWh

Potential Generation

369,573

365,914

Step-up Transformer Loss (Switchyard), MWh

5.00%

5.00%

5.00%

Generation at Plant Fence

351,095

347,618

Transmission Line Losses, MWh

2.00%

2.00%

2.00%

Net Electricity Sales to Customer

344,073

340,666

Other Losses (non-technical, pilferage), MWh

0.00%

0.00%

0.00%

Electricity sales to the network (MWh)

344,073

340,666

Annual increase of the volume, % p.a.

0.0%

-1.0%

Fuel Consumption

Gross Generation (Potential Generation), MWh

369,573

365,914

Plant Heat Rate, Btu/kWh

8,592

8,678

Total Energy Input to be supplied by fuel, Million Btu

3,175,439

3,175,439

Energy Supplied by each fuel, Million Btu

GHV, Btu/lb

NHV, Btu/lb

GHV / NHV

Natural Gas (Malampaya Gas) – cogen, CCGT

22,129

20,249

1.093

0

0

Diesel Oil – engine, CCGT

19,650

18,453

1.065

3,016,667

3,016,667

Low Sulfur Fuel Oil (LSFO – 1% S) – cogen, CCGT

18,400

17,449

1.055

158,772

158,772

Bunker Fuel Oil (BFO – 3% S) – thermal, CCGT

19,670

18,565

1.060

0

0

Coal (Lignite, Bituminous, Anthracite) – thermal

10,000

9,475

1.055

0

0

Biomass Fuel (Bagasse, Woodwaste) – engine

4,000

3,463

1.155

0

0

Fuel Quantity

kg / Liter

GHV, Btu/Liter

Natural Gas (Malampaya Gas) – cogen, CCGT

1.05506

kJ / Btu

GJ (Million kJ)

0

0

Diesel Oil – engine, CCGT

0.8448

36,597

Million Liters

82.429

82.429

Low Sulfur Fuel Oil (LSFO – 1% S) – cogen, CCGT

0.9659

39,181

Million Liters

4.052

4.052

Bunker Fuel Oil (BFO – 3% S) – thermal, CCGT

0.8916

38,664

Million Liters

0.000

0.000

Coal (Lignite, Bituminous, Anthracite) – thermal

Btu/kg

22,046

Million kg

0.000

0.000

Biomass Fuel (Bagasse, Woodwaste) – engine

Btu/kg

8,818

Million kg

0.000

0.000

Total Million Liters FOE

Million Liters FOE

82.130

82.130

Specific Fuel Consumption, Liters FOE / kWh

0.222

0.224

Unit Fuel Cost

PhP / Liter 2009

Escalation

2009

$ / Million Btu

Natural Gas (Malampaya Gas) – cogen, CCGT

418.11

0.00%

PhP / GJ

9.10

418.11

418.11

Diesel Oil – engine, CCGT

30.00

0.00%

PhP / Liter

16.92

30.00

30.00

Low Sulfur Fuel Oil (LSFO – 1% S) – cogen, CCGT

23.24

0.00%

PhP / Liter

12.24

23.24

23.24

Bunker Fuel Oil (BFO – 3% S) – thermal, CCGT

22.51

0.00%

PhP / Liter

12.01

22.51

22.51

Coal (Lignite, Bituminous, Anthracite) – thermal

4.12

0.00%

PhP / kg

3.86

4.12

4.12

Biomass Fuel (Bagasse, Woodwaste) – engine

2.29

0.00%

PhP / kg

5.35

2.29

2.29

Total Fuel Cost, Million PhP

2,567.036

2,567.036

Natural Gas (Malampaya Gas) – cogen, CCGT

0.000

0.000

Diesel Oil – engine, CCGT

2,472.876

2,472.876

Low Sulfur Fuel Oil (LSFO – 1% S) – cogen, CCGT

94.159

94.159

Bunker Fuel Oil (BFO – 3% S) – thermal, CCGT

0.000

0.000

Coal (Lignite, Bituminous, Anthracite) – thermal

0.000

0.000

Biomass Fuel (Bagasse, Woodwaste) – engine

0.000

0.000

Average fuel cost, PhP/Liter FOE

31.26

31.26

31.26

Average fuel cost escalation, % p.a.

0.00%

0.0%

0.0%

Lube Oil Consumption

Normal, % p.a.

2.00%

1.0000

1.0200

1.0404

Overhaul, % p.a.

-8.00%

2.00%

2.00%

Overhaul Cycle, yr

5

Recovery, %

80.00%

Ideal Lube Oil Consumption, g/kWh

0.254

0.254

0.254

Actual Lube Oil Consumption, g/kWh

0.259

0.264

Lube Oil Consumption, Million Liters

0.8500

kg/Liter

0.112

0.114

Lube Oil Cost, Million PhP

149.87

0.00%

16.849

17.016

Average lube oil cost, PhP/Liter

149.871

149.871

Average lube oil escalation, % p.a.

0.00%

0.0%

0.0%

A) Operating income: ’000 PhP

365

Year

0

1

2

Electric tariff for sales to the network (PhP/kWh)

9.8773

9.8773

9.8773

Annual increase of the tariff, % p.a.

0.00%

0.00%

0.00%

Income from sales to DU, ’000 PhP

2,378,946

2,355,392

Electricity sales to DU, MWh

70.00%

of sales

240,851

238,466

Electricity tariff to DU, PhP/kWh

1.000

9.8773

discount tariff (direct customers)

9.8773

9.8773

Income from sales to NPC, ’000 PhP

679,699

672,969

Electricity sales to NPC, MWh

20.00%

of sales

68,815

68,133

Electricity tariff to NPC, PhP/kWh

1.000

9.8773

reference tariff (average grid)

9.8773

9.8773

Income from sales to WESM, ’000 PhP

339,849

336,485

Electricity sales to WESM, MWh

10.00%

of sales

34,407

34,067

Electricity tariff to WESM, PhP/kWh

1.000

9.8773

WESM tariff (wholesale spot market)

9.8773

9.8773

Income from garbage tipping fee, ’000 PhP

0

0

Garbage quantity, Million MT

0.000

0.000

Tipping fee, PhP/MT

100

0.00%

100.000

100.000

TOTAL OPERATING INCOME

3,398,494

3,364,846

Annual increase in Operating Income

0.0%

-1.0%

Total electricity sales to DU, NPC, and WESM, MWh

344,073

340,666

Average Electricity Tariff, PhP/kWh

9.8773

9.8773

Annual increase in Electricity Tariff

0.00%

0.0%

0.0%

B) Expenses: ’000 PhP

Year

0

1

2

Natural Gas (Malampaya Gas) – cogen, CCGT

0

0

Diesel Oil – engine, CCGT

2,472,876

2,472,876

Low Sulfur Fuel Oil (LSFO – 1% S) – cogen, CCGT

94,159

94,159

Bunker Fuel Oil (BFO – 3% S) – thermal, CCGT

0

0

Coal (Lignite, Bituminous, Anthracite) – thermal

0

0

Biomass Fuel (Bagasse, Woodwaste) – engine

Escalation

months

working capital

0

0

Total Fuel Costs

2

427,839

2,567,036

2,567,036

2,567,036

Annual increase of fuel costs

0.0%

0.0%

Expenses from lube purchase

2

2,808

16,849

16,849

17,016

Purchase of chemical materials

0.00%

2

2,266

13,594

13,594

13,459

Utilities (electricity, water)

0.00%

3

2,124

8,496

8,496

8,412

DOE 1-04 (0.01 PhP/kWh sold)

3

860

3,441

3,441

3,407

Total Variable O&M

8,058

42,380

42,294

Annual increase of variable O&M

0.12%

0.0%

-0.2%

Variable O&M, $/kWh

48.46

0.00238

0.00237

0.00239

Maintenance of the installation

0.00%

3

42,481

169,925

169,925

168,242

Personnel expense

0.00%

3

33,985

135,940

135,940

134,594

Land lease, rent

0.00%

2

21,524

129,143

129,143

127,864

Other services

0.00%

2

16,992

101,955

101,955

100,945

Total Fixed O&M

114,982

536,962

531,646

Annual increase of fixed O&M

0.53%

0.0%

-1.0%

Fixed O&M, $/kW/year

48.46

0.2250

0.22797

0.22572

Taxes, Insurances, Benefits & Regulatory Costs

0.00%

0

8,421

25,562

DSRF Expense

0.30%

0

292

275

total working capital

TOTAL OPERATING EXPENSE

550,880

3,155,091

3,166,813

Annual increase

0.16%

0.4%

GROSS OPERATING MARGIN

243,403

198,033

Annual increase

8.55%

-18.6%

PROFIT AND LOSS STATEMENTS

In ’000 PhP

Year

0

1

2

Operating income

3,398,494

3,364,846

Operating expense

3,155,091

3,166,813

Operating gross margin

243,403

198,033

- Depreciation & amortization

95,918

95,918

- Interest

103,653

92,742

NET PROFIT BEFORE TAX

43,833

9,374

(Tax rate) and Income Tax Holiday (ITH) years

30%

0

30%

30%

- Income tax

13,150

2,812

NET PROFIT AFTER TAX

30,683

6,561

Percentage of increase

-78.6%

NET CASH FLOW

Year

0

1

2

Net profit after tax

30,683

6,561

Addback:

Depreciation & Amortization

95,918

95,918

Working Capital

Salvage Value

Add:

DSRF Income

4.00%

DSRF Income

3,892

3,673

Less:

Principal Repayment

90,923

90,923

Profit Sharing

0.00%

of income after tax

0

0

Social Benefit Fund – Host Community

0

per month

0

0

Add: Carbon Emission Credits (net of monitoring fees)

0.650

0.650

kg CO2/kWh

0.000

NET CASH FLOW

39,569

15,229

Percentage of increase

-61.5%

((0.650 -0.000) kg CO2/ kWh x MWh x 1000 kWh/MWh x MT/1000 kg x $5.00/MT x (100%- 4%) – 1,200 $) x M$/1000$

Total Initial investment

1,298,905

Project Cash Flow

2.22%

12.90%

WACC

-1,298,905

39,569

15,229

IRR

NPV

-909,234

-1,298,905

34,408

11,516

check

-832,997

-1,298,905

35,048

11,948

($737,818.80)

cumulative

0

-1,298,905

-1,259,336

-1,244,107

project payback

11.69

Invested capital

30.00%

389,672

Equity Cash Flow

15.00%

15.00%

Equity IRR

-389,672

39,569

15,229

IRR

NPV

0

-389,672

34,408

11,516

check

0

-389,672

34,408

11,516

$0.00

cumulative

0

-389,672

-350,102

-334,873

equity payback

10.41

CALCULATION OF CASH FLOW FOR DEBT SERVICE

Year

0

1

2

Operating gross margin

243,403

198,033

- Income tax

13,150

2,812

- Increase in working capital needs (WCN)

-131,023

-3,397

- Profit Sharing

0

0

+ DSRF Income

3,892

3,673

- Social Benefit Fund

0

0

+ Carbon Emission Credits

0

0

Cash flow available for debt service (CFD)

365,168

202,292

CALCULATION OF DEBT SERVICE COVERAGE RATIO (DSCR)

Year

0

1

2

Cash flow available for debt service (CFD)

365,168

202,292

Annual debt service (DS)

194,576

183,665

MIN

AVE

MAX

DEBT SERVICE COVERAGE RATIO (DSCR)

0.936

1.318

1.906

1.877

1.101

CALCULATION OF DIVIDENDS PAYABLE

Year

0

1

2

Cash flow available for debt service (CFD)

365,168

202,292

Annual debt service (DS)

194,576

183,665

CF available for dividends (CFDiv = CFD-DS)

170,592

18,627

Accumulated CFDiv

0

170,592

189,219

Current year profit after tax

30,683

6,561

Accumulated profit: limit for dividend payable

0

30,683

37,245

Select smaller of accumulated dividends

30,683

37,245

Accumulated dividend payable

0

30,683

37,245

Annual dividend payable

30,683

6,561

CALCULATION OF NPV, IRR AND PAY-BACK ACCORDING TO INVESTED CAPITAL AND DIVIDENDS PAYABLE

Year

0

1

2

Invested capital

389,672

Annual dividend payable

0

30,683

6,561

Discount rate to be applied for NPV calculation

15.00%

15%

15%

Discount factor for this rate

1.0000

1.0000

1.1500

1.3225

Discounted dividends

0

26,681

4,961

Present value of dividends

157,201

NPV of the investment

-232,470

Year

0

1

2

Investment schedule

3.79%

15.00%

Equity IRR

-389,672

30,683

6,561

IRR of Invested Capital

IRR

NPV

-232,470

-389,672

26,681

4,961

check

-232,470

-389,672

26,681

4,961

($202,148.23)

cumulative

0

-389,672

-358,989

-352,427

Pay-back term of invested capital, years

equity payback

11.18

BALANCE SHEET ACCOUNTS

Calculation of Working Capital Needs (WCN):

Cash needed for operations (+)

3.00

months of expenses

79,450

78,664

Customers / Receivables (+)

1.00

months of revenue

283,208

280,404

Stocks / Inventory (+)

2.00

months of fuel & chemicals

432,913

432,918

Suppliers / Payables (-)

1.00

months of payables

235,715

235,527

WCN

16.52%

% of operating income

690,880

559,857

556,459

CALCULATION OF DEPRECIATION

In ’000 PhP

Year

0

1

2

Initial investment in land (PhP/ha), 1 ha = 10,000 m2

10,000,000

2

ha

20,000

Freight on Board = FOB USA = $/kW

3,828

50.000

MW

191,417

Ocean Freight = FRT = 5% x FOB

5%

9,571

Insurance = INS = 1% x FOB

1%

1,914

Cargo, Insurance & Freight = CIF = FOB + FRT + INS

202,902

Value Added Tax = VAT = 12% x CIF

12%

24,348

Customs Duty = (CIF + VAT) x (% Duty) x (1 + % VAT)

3%

7,636

Duty-Paid Landed Cost = DPLC = CIF + VAT + Duty

234,886

Local Freight Cost = LFC = 3% x CIF

3%

6,087

Delivered Cost at Site = DCS = DPLC + LFC

240,973

Installation Cost = IC = 5% x FOB

5%

9,571

Condenser Cooling System

0

Transmission Line, $ per km and km length

0

10.00

km

Total EPC = DCS + IC+ CCS + T/L

250,544

Contingency (10%) = EPC x 10%

10%

25,054

Documentary Stamps (1%) = EPC x 1% = DS

1%

2,505

Total Fixed Assets (EPC + Contingency + DS)

278,104

Depreciation term (years)

salvage

10.00%

20,858

12

298,104

Development costs (modeler)

1.00%

2,981

Other Costs including taxes, contingencies

12.00%

35,772

Carbon Emission Registration & Consultancy

Initial investment in capitalized expenses

729,633

38,753

Amortization term (years)

salvage

10.00%

54,722

12

Working Capital:

Working capital (adjustments for DSCR = 1.1)

1.877

140,000

Working capital (initial stocks – fuel) – 2 months

427,839

Working capital (initial stocks – lubes) – 2 months

2,808

Working capital (initial stocks – chemical materials) – 2 months

2,266

Working capital (mobilization – utilities) – 2 months

2,124

Working capital (mobilization – DOE 1-94) – 2 months

860

Working capital (mobilization – maintenance) – 2 months

42,481

Working capital (mobilization – personnel expense) – 2 months

33,985

Working capital (pre-paid expense – advance rent) – 2 months

21,524

Working capital (pre-paid expense – other services) – 2 months

690,880

16,992

1,027,737

Interest During Construction:

Dev’t fees (loan arranger)

1.00%

10,277

Year -2

Front end fees (loan arranger)

1.00%

10,277

33.0%

Commitment fees (bank)

0.50%

5,190

339,153

Interest During Construction (bank) – 36 months

3.00

12.00%

245,424

271,168

339,153

Amortization term (years)

salvage

10.00%

20,338

12

3,443

Total Investment (land, fixed, capitalized expenses, working capital)

1,298,905

1,298,905

40,698

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Depreciation of fixed assets

20,858

20,858

Amortization of capitalized expenses (development costs, working capital)

54,722

54,722

Amortization of capitalized expenses (IDC)

20,338

20,338

TOTAL DEPRECIATION & AMORTIZATION EXPENSE

95,918

95,918

Evolution of fixed assets and capitalized expenses

Year

0

1

2

Land (non-depreciable)

20,000

20,000

20,000

Gross fixed assets  (PPE, Building, Civil Works)

278,104

278,104

278,104

Accumulated depreciation

0

20,858

41,716

Net fixed assets

278,104

257,246

236,388

Gross capitalized expenses (Development Costs, Working Capital)

729,633

729,633

729,633

Accumulated amortization

0

54,722

109,445

Net capitalized expenses

729,633

674,911

620,188

Gross capitalized interest during construction (IDC)

271,168

271,168

271,168

Accumulated amortization

0

20,338

40,675

Net capitalized interest during construction (IDC)

271,168

250,831

230,493

Total Depreciable Assets (fixed assets, capitalized expenses, IDC)

1,278,905

1,182,987

1,087,069

Taxes, Insurances, Benefits & Regulatory Costs

Year

0

1

2

Real Property Tax – Land

1.60%

of land

320

320

Real Property Tax – PPE

1.60%

of fixed assets

4,116

3,782

Real Property Tax – Buildings

0.80%

of building

Land Lease & ROW

0.00

PhP/MT coal

Property Insurance – PPE

0.78%

of fixed assets

2,169

2,169

Property Insurance – Building

0.78%

of building

Business Interruption Insurance

0.56%

of previous year’s revenue

1,557

19,032

Special Education Fund – benefits to host community

1.00%

of land

200

200

SEC Registration & Fees

3,598

3.60

3.60

BIR Registration & Fees

530

0.53

0.53

DENR Permits & Fees

91

0.09

0.09

Discharge Fee (BOD, TSS) – DENR

0

0.00

0.00

EMB Permits & Fees

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