Price Discovery in Natural Gas and Electric Markets Natural Gas Price Formation; Order Further Clarifying Policy Statement on Natural Gas and Electric Price Indices, 41002-41005 [05-13910]
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41002
Federal Register / Vol. 70, No. 135 / Friday, July 15, 2005 / Notices
Docket Numbers: ER05–1168–000.
Applicants: Attala Transmission LLC.
Description: Attala Transmission LLC
submits an executed Interconnection
and Service Charge Agreement dated 6/
28/05 with Entergy Mississippi, Inc.
Filed Date: 06/29/2005.
Accession Number: 20050701–0105.
Comment Date: 5 p.m. eastern time on
Wednesday, July 20, 2005.
Docket Numbers: ER98–4400–009.
Applicants: Pittsfield Generating
Company, L.P.
Description: Pittsfield Generating
Company, L.P., pursuant to the
Commission’s order issued 4/14/05 (111
FERC ¶ 61,033 (2005)), submits an
amendment to its market-based rate
tariff to include the change in status
reporting requirement adopted in Order
652.
Filed Date: 06/29/2005.
Accession Number: 20050701–0012.
Comment Date: 5 p.m. eastern time on
Wednesday, July 20, 2005.
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Linda Mitry,
Deputy Secretary.
[FR Doc. E5–3757 Filed 7–14–05; 8:45 am]
BILLING CODE 6717–01–P
DEPARTMENT OF ENERGY
Federal Energy Regulatory
Commission
[Docket No. PL03–3–006; Docket No. AD03–
7–006]
Price Discovery in Natural Gas and
Electric Markets Natural Gas Price
Formation; Order Further Clarifying
Policy Statement on Natural Gas and
Electric Price Indices
July 6, 2005.
Before Commissioners: Pat Wood, III,
Chairman; Nora Mead Brownell, Joseph T.
Kelliher, and Suedeen G. Kelly.
1. In this order we grant two requests
for clarification of our Policy Statement
on Natural Gas and Electric Price
Indices.1 The Policy Statement
identified minimum standards for both
price index developers and data
providers (market participants that
report transaction data to price index
developers). In the latter case the Policy
Statement spelled out the steps data
providers should take to assure that the
prices they report accurately reflect
market activity. The Policy Statement
also provided an important ‘‘safe
harbor’’ for data providers. For data
providers that adopt and follow the
Commission-established standards for
trade data reporting, we will presume
they are reporting transaction data
accurately and in good faith, and we
will not penalize such parties for
inadvertent errors in reporting.
2. We grant the requested
clarifications to emphasize the broad
nature of these safe harbor provisions
and to encourage companies both to
adopt the appropriate procedures to take
advantage of the safe harbor assurances
and to contribute their transaction
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1 104
FERC ¶ 61,121 (2003).
Frm 00028
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information to the price formation
process. We also remind companies of
their obligation to notify the
Commission when there is a change in
their reporting practices.
Background
3. The Policy Statement is one of
many steps we have taken to encourage
better transparency of price formation in
wholesale energy markets. In November
2003, we issued orders adopting Market
Behavior Rules for wholesale market
participants.2 These orders included a
behavior rule requiring that, to the
extent market participants report
transactions to entities that develop and
publish price indices, they must report
such transactions in accordance with
standards of the Policy Statement. In
December 2003, we issued a
clarification of certain aspects of price
reporting under the Policy Statement.3
In May 2004, we received a full staff
report on the status of price indices and
wholesale price formation, including
the results of two large-scale industry
surveys, along with recommendations
on the use of price indices in
jurisdictional tariffs.4 Finally, in
November 2004 we issued an order in
which we applied minimum criteria to
price indices used in jurisdictional
tariffs and indicated our intent to
continue active monitoring of
developments concerning price
formation in wholesale markets.5
4. We have received two requests for
clarification of matters addressed in our
prior orders. The Committee for Chief
Risk Officers (CCRO) submitted a
request April 25, 2005, asking for a
clarification that the safe harbor
provisions of the Policy Statement
extend to an energy data hub and its
participants. Also, National Fuel Gas
Distribution Corporation (National Fuel)
submitted a request February 18, 2005,
asking that the safe harbor provisions be
extended to data providers that, while
not specifically subject to the Market
Behavior Rules, nonetheless wish to
provide transaction data to price index
developers. On June 10, 2005, Platts
filed comments in which Platts asserts
2 Order Amending Market-Based Rate Tariffs and
Authorizations, 105 FERC ¶ 61,218 (2003), reh’g
denied, 107 FERC ¶ 61,175 (2004); Order No. 644,
Amendment to Blanket Sales Certificates, FERC
Stats. & Regs. ¶ 31,153 (2003), reh’g denied, 107
FERC ¶ 61,174 (2004).
3 Order on Clarification of Policy Statement on
Natural Gas and Electric Price Indices, 105 FERC
¶ 61,282 (2003).
4 Report on Natural Gas and Electricity Price
Indices, Docket Nos. PL03–3–004 and AD03–7–004,
May 5, 2004.
5 Order Regarding Future Monitoring of Voluntary
Price Formation, Use of Price Indices in
Jurisdictional Tariffs, and Closing Certain Tariff
Dockets, 109 FERC ¶ 61,184 (2004).
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that the Commission should deny the
CCRO request for clarification as
premature. Platts takes no position on
National Fuel’s request. On June 14,
2005, InterContinentalExchange (ICE)
filed comments stating that, if the
requested clarifications are granted, they
should apply to any entity that collects
and distributes transaction data. Also on
June 14 Intelligence Press, Inc. (NGI)
filed a letter endorsing Platts’ comments
and showing the growth in the volume
and number of trades reported in its
indices over the past two years.
Additional comments have been filed by
Amerex Group and Logical Machines,
Inc., in support of the CCRO request and
by the American Public Gas
Association, which supports innovation
in price discovery. Platts also filed reply
comments further describing its index
production process.
The Policy Statement and the Safe
Harbor
5. The Policy Statement was issued to
encourage market participants to
improve the accuracy, reliability, and
transparency of wholesale price
formation. While the Policy Statement
focused on existing industry practice
and the use of commercially published
price indices for price discovery in
energy markets, we also said the Policy
statement ‘‘is not intended to interfere
with improvements in current price
indices or any future evolution of the
price discovery process that will bring
more accurate, reliable, and transparent
price information to energy markets.’’ 6
6. Indeed, the Policy Statement
recognized the interest of some parties
in developing independent ‘‘data hubs’’
to encourage better price transparency
and confidence in wholesale market
price discovery. Various ideas were
proposed, but the essential concept was
that an independent entity could receive
transaction data from market
participants; match, verify, and scrub
the data; and provide aggregate data to
others for use in publishing indices,
research, and the like. We noted at the
time that ‘‘some of these proposals may
have long-term potential’’ and we
‘‘encourage[d] energy industry
participants to consider whether some
form of a data hub or hubs may improve
price discovery in the energy industry
in the longer term.’’ 7
7. Given the existing structure of
voluntary price reporting to price index
developers, however, the Policy
Statement set out standards for market
participants who report prices to price
index developers and, in the Market
6 104
7 Id.
FERC ¶ 61,104 at P 39.
at P 24.
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Behavior Rules issued in November
2003, we required that these standards
be followed by any sellers holding
market-based rate authority for
electricity sales or making jurisdictional
natural gas sales for resale under blanket
certificate authority.8 If data providers
do so, we will presume that transaction
data submitted to index developers is
accurate, timely, and submitted in good
faith. We will not prosecute and/or
penalize parties for inadvertent errors in
reporting, nor refer such instances to
other agencies having jurisdiction. Data
providers adhering to these guidelines,
we noted, should be able to report all
relevant trade data with confidence.9
Committee of Chief Risk Officers
8. The CCRO has been active in efforts
to improve price discovery. As we noted
in the Policy Statement, the CCRO white
paper on Best Practices for Energy Price
Indices, filed with the Commission in
Docket No. AD07–3, addressed many of
the points set out in the Policy
Statement and was part of the industry
consensus upon which the Policy
Statement built.10 The CCRO states that
it has continued its involvement by
working with a coalition of about 30
companies to develop a prototype
Energy Data Hub. In its request for
clarification, the CCRO states that the
Energy Data Hub ‘‘is an independently
operated repository for transaction data
coming from all types of energy market
participants.’’ The Energy Data Hub,
CCRO represents, ‘‘will engage in data
authentication and an error discovery
and notice process, render the data
anonymous, aggregate it, eliminate
double-counting to the extent possible,
and input the data into a centralized
database.’’ Request for Clarification at 1.
The resulting aggregate data, CCRO
states, ‘‘will be readily accessible to all
market participants, including
prospective energy purchasers, sellers,
intermediaries, and market observers
such as regulators, rating agencies,
analysts, accounting firms, and index
publishers.’’ Id.
9. The CCRO states that the Energy
Data Hub is in a demonstration phase
and that the CCRO is encouraging more
companies to participate in the project.
The CCRO is concerned, however, that
potential participants may be deterred
8 Market Behavior Rule 4, 105 FERC ¶ 61,218 at
P 116; see also 18 CFR 284.288(b) and 284.403(b).
9 At the same time, we warned market
participants that we will prosecute or refer to other
agencies having jurisdiction instances in which
companies do not act in good faith. The safe harbor
will not protect those who manipulate, misinform,
or mislead price index developers or other market
participants. 104 FERC ¶ 61,121 at P 38.
10 Docket No. AD03–7, filed April 21, 2003. See
104 FERC ¶ 61,121 at PP 16–21.
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41003
because of uncertainty over whether the
safe harbor assurance of the Policy
Statement applies to the Energy Data
Hub. The CCRO requests four
clarifications:
• That the safe harbor applies to data
providers supplying transaction
information to the Energy Data Hub, so
long as they follow the Policy Statement
standards for price reporting; 11
• That the safe harbor applies to the
Energy Data Hub itself when it provides
data to price index developers and
others, so long as the Energy Data Hub
follows the Policy Statement standards
applicable to price index developers; 12
• That the safe harbor applies to data
providers during the demonstration
phase of the Energy Data Hub project;
and
• That the Commission will not use
the Energy Data Hub as a target for
investigations into transaction data of
participating companies.
10. We grant the first three requested
clarifications. While the Policy
Statement concentrated as a practical
matter on the existing voluntary system
of price reporting to price index
developers, we also made clear that
other innovations that bring price
transparency and better confidence in
the accuracy and reliability of wholesale
prices are welcome. We set out the
conditions under which data providers
would get ‘‘safe harbor protection for
good faith reporting of transactions data
to entities that develop price indices.’’ 13
We did not intend the Policy Statement
to be narrowly construed to discourage
or prevent the evolution of new
structures; to the contrary, as noted, we
encouraged industry participants to see
‘‘whether some form of a data hub or
hubs may improve price discovery’’ in
the future.14
11. We emphasize here, however, that
we are not endorsing any particular
entity or approach, but continue to
encourage industry participants to find
optimal solutions and approaches to
better wholesale price formation.
Therefore, we clarify that the safe harbor
provisions of the Policy Statement apply
to any entity that follows the standards
in the Policy Statement and reports
energy transaction data to another
entity, whether it be a price index
developer or a data hub of some sort, or
another structure not yet proposed.
11 Id. at P 34. The five standards cover code of
conduct; source of data; data information reported;
error resolution; and data retention and review.
12 Id. at P 33. The five standards cover code of
conduct and confidentiality; completeness; data
verification, error correction and monitoring;
verifiability; and accessibility.
13 104 FERC ¶ 61,121 at P 5.
14 Id. at P 24.
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Second, we extend a safe harbor
assurance to a data hub or other
innovative entity that is acting as a data
provider when it provides aggregate
data to others, if it adopts the applicable
Policy Statement standards. Third, we
also clarify that the safe harbor
protection applies to data providers
during any testing or demonstration
phase of a new industry structure for
gathering and disseminating wholesale
price data, again assuming the data
provider follows the Policy Statement
standards.
12. These clarifications are in the
context of the industry’s current
voluntary approach to price formation.
As we noted in the Policy Statement, if
the industry response to our initiatives
on wholesale price formation does not
sufficiently increase confidence in
wholesale price formation, we are
prepared to consider some form of
mandatory price reporting.15 We found
in our November 2004 order that there
has been notable progress, and we
encouraged all interested parties to
conform fully to the standards of the
Policy Statement.16 We are continuing
to monitor the wholesale price
formation process, and encourage
industry to find innovative ways to
improve the accuracy, reliability, and
transparency of wholesale prices on a
voluntary basis.
13. CCRO’s fourth requested
clarification is that it ‘‘not be used as a
target for investigations by the
Commission into transactions data by
the participating companies.’’ Request
for Clarification at 3. We do not intend
to use the Energy Data Hub or any other
data hub or new industry structure as a
‘‘target,’’ but any such entity may
receive investigatory requests from the
Commission. In our November 2004
order we discussed at length our
expectation that entities in possession of
energy transaction data would be
responsive to appropriate requests for
access to such data.17 We made clear
that such requests would be ‘‘in the
context of a targeted investigation of
possible false price reporting or market
manipulation or other inquiry within
the scope of our statutory
responsibilities.’’ 18 Any data hub or
other new industry structure that
collects confidential trade data will be
treated in the same manner as existing
price index developers, and is subject to
our expectation of cooperation in the
event of an appropriate demand for
15 Id.
at PP 42–47.
FERC ¶ 61,184 at PP 19–22.
17 Id. at PP 50–54.
18 Id. at P 53; see also Policy Statement, 104 FERC
¶ 61,121 at P 33.
16 109
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access to particular data. This puts an
energy data hub or any new structure on
an equal footing with existing price
index developers in this respect,
consistent with our intent not to favor
one industry structure over another.
14. Platts, supported by NGI, argues
that the CCRO data hub has not
progressed to the point where it is
equivalent to a price index developer
and, therefore, that we should deny
CCRO’s request as premature. The
CCRO acknowledges that it is in a
development and testing phase, and
seeks the requested clarifications to
encourage more participation in the
experiment. The basic clarification
provided here is that data providers—
market participants who contribute data
on their wholesale transactions—receive
the safe harbor assurance if they
contribute the data to an energy data
hub or other new industry structure, so
long as they are following the five
Policy Statement standards for price
reporting. As to the energy data hub or
other structure itself, if it progresses to
the point where it has fully adopted the
Policy Statement standards for handling
transaction and price data, and is acting
as a data provider by providing
authenticated aggregate data to others, a
safe harbor assurance will be extended
to it.19
15. Platts also states that it and other
price index developers have received
Commission recognition that they have
met the Policy Statement standards for
price index developers, and that it
would be unfair ‘‘to accord the same
treatment to the data hub experiment’’
which, Platts asserts, has not met all of
the Policy Statement standards. Platts
Comments at 1. Platts, ICE, and NGI
have submitted information in this
docket demonstrating that they are in
substantial compliance with the Policy
Statement standards and, as a result, we
have indicated that their indices may be
used in jurisdictional tariffs.20 We offer
no such designation to the CCRO here.
When the CCRO data hub moves from
the current experimental and testing
phase to actual operations, however, the
hub may request review by the
Commission of the consistency of its
practices with the Policy Statement
standards. We also note that if the CCRO
data hub were to produce a data product
that a pipeline or utility wants to use in
a jurisdictional tariff, the filing company
would have to show that the CCRO data
hub meets the Policy Statement
standards.21
16. ICE does not take a position on
whether the requested clarifications
should be granted, but urges the
Commission not to confer a ‘‘unique and
preferential standing to an individual
commercial initiative.’’ Instead, ICE
states that, if granted, the provisions
should ‘‘apply equally to any entity that
collects transaction data for distribution
while complying with the requirements
for index publishers in the Policy
Statement.’’ ICE comments at 1. As we
have stated, the clarifications granted
here apply to any data hub or other
innovative entity that has adopted the
applicable Policy Statement standards.
This is consistent with our intent not to
favor one industry structure or entity
over another.
National Fuel Gas Distribution
Corporation
17. National Fuel states that in
January 2003 it notified the Commission
pursuant to Order No. 644 that it was a
blanket marketing certificate holder and
was reporting transactions to price
index developers in accordance with the
standards of the Policy Statement.
National Fuel now says that is has
ceased off-system sales in order to
maintain non-Energy Affiliate status
under the Order No. 2004 Standards of
Conduct. 22 While this change reduced
National Fuel’s number of reportable
transactions, National Fuel states that it
wishes to continue to report trade data
to price index developers. However,
uncertainty over whether the safe harbor
applies to a data provider that is not
subject to the Market Behavior Rules
caused National Fuel to suspend
reporting its transactions. National Fuel
requests clarification that the safe
harbor provisions apply even if National
Fuel is not specifically subject to the
requirements of Order No. 644.
18. We grant the requested
clarification. The purpose of the safe
harbor is to encourage market
participants to report without fear of
enforcement action for inadvertent
errors. Indeed, the safe harbor originated
with industry requests for regulatory
21 Id.
this context safe harbor means that if the
energy data hub or other structure is reporting
authenticated aggregate data to price index
developers or other users, we will not take action
against the hub or other structure for inadvertent
errors if it has in place the protocols and
protections of the Policy Statement standards
necessary to prevent the dissemination of incorrect,
incomplete, or misleading price information.
20 109 FERC ¶ 61,184 PP 24, 28, 39.
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19 In
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PP 68–69, 73.
of Conduct for Transmission
Providers, Order No. 2004, FERC Stats. & Regs.,
Regulations Preambles ¶ 31,155 (2003), order on
reh’g, Order No. 2004–A, III FERC Stats. & Regs.
¶ 31,161 (2004), 107 FERC ¶ 61,032 (2004), order on
reh’g, Order No. 2004–B, III FERC Stats. & Regs. ¶
31,166 (2004), 108 FERC ¶ 61,118 (2004), order on
reh’g, Order No. 2004–C, 109 FERC ¶ 61,325 (2004),
order on reh’g, Order No. 2004–D, 110 FERC
¶ 61,320 (2005).
22 Standards
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Federal Register / Vol. 70, No. 135 / Friday, July 15, 2005 / Notices
certainty and Commission assurance
that good faith reporting will not subject
a company to the risk of sanctions.23 So
long as a data provider has adopted and
is following the standards of the Policy
Statement for reporting entities, we will
apply the safe harbor policy, even if the
company is not specifically subject to
the Market Behavior Rules.
Requirement to Notify the Commission
of Changes in Price Reporting Status
19. In Behavior Rule 4 and its
counterpart in Order No. 644, we
required that all sellers subject to the
rule notify the Commission within 15
days of the effective date of the rule
whether the seller reports its
transactions in accordance with the
Policy Statement. Additionally, we
required that sellers update their
notifications within 15 days of any
change in their reporting status.24 We
directed market-based rate sellers to file
their notifications in Docket No. EL01–
118 and the docket in which they
received market-based rate authority; we
directed blanket certificate holders to
file their notifications in Docket No.
RM03–10.25
20. We received initial notifications
by or on behalf of 756 market
participants in December 2003 and
January 2004. Since then, we have
received only 26 notifications in Docket
No. EL01–118 of subsequent changes in
reporting status from market-based rate
sellers and 24 notifications in Docket
No. RM03–10 from blanket certificate
holders. In several cases a company
filed the same notification in both
dockets; in other cases the same
company filed more than one
notification in a docket. During this
period, however, price index developers
have reported increases in both the
number of transactions being reported
and in the number of market
participants reporting trade data to
them.26 It is possible that some market
participants have overlooked the
requirement to notify the Commission of
changes in their reporting status.
21. Accordingly, we hereby remind all
market-based rate sellers subject to the
Market Behavior Rules, and all blanket
certificate holders subject to Order No.
644, of their obligation to file
23 104
FERC ¶ 61,121 at PP 30–31.
FERC ¶ 61,218 at P 116; see also 18 CFR
284.288(b) and 284.403(b).
25 Order Clarifying Prior Notice, 105 FERC ¶
61,277 at P 11 (2003).
26 NGI comments at 2. NGI notes that the volume
of natural gas bidweek trades reported to it has
increased from 7.9 Bcf to 21.2 Bcf in June 2005, and
that the number of trades has increased from 1,357
to 3,069. Id. at 2. See also 109 FERC ¶ 61,184 at PP
5–7; Comments of Platts, Docket Nos. PL03–3, et al.
June 14, 2004.
24 105
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notifications of changes in reporting
status within 15 days of the date of such
changes. We also waive the 15 day
requirement for any market participants
that have changed their reporting status
but failed to notify us of that fact. Such
market participants may file
notifications of any changes since their
initial notification no later than August
1, 2005.
The Commission Orders
(A) The Policy Statement on Natural
Gas and Electric Price Indices is
clarified as discussed in the body of this
order.
(B) The requirement to file
notifications of changes in reporting
status within 15 days of the date of the
change is waived until August 1, 2005,
for any market-based rate sellers or
blanket certificate holders who file
notifications for any changes in status
that have occurred since their initial
notification.
By the Commission.
Linda Mitry,
Deputy Secretary.
[FR Doc. 05–13910 Filed 7–14–05; 8:45 am]
BILLING CODE 6717–01–P
ENVIRONMENTAL PROTECTION
AGENCY
[ER–FRL–6665–4]
Environmental Impact Statements and
Regulations; Availability of EPA
Comments
Availability of EPA comments
prepared pursuant to the Environmental
Review Process (ERP), under section
309 of the Clean Air Act and section
102(2)(c) of the National Environmental
Policy Act, as amended. Requests for
copies of EPA comments can be directed
to the Office of Federal Activities at
202–564–7167. An explanation of the
ratings assigned to draft environmental
impact statements (EISs) was published
in the Federal Register dated April 1,
2005 (70 FR 16815).
Draft EISs
EIS No. 20040554, ERP No. D–FHW–
J40169–CO, Programmatic—I–70
Mountain Corridor Tier 1 Project, from
Glenwood Springs and C–470 Proposes
to Increase Capacity, Improve
Accessibility and Mobility, and
Decrease Congestion, Colorado,
Garfield, Eagle, Summit, Clear Creek
and Jefferson Counties, CO.
Summary: EPA expressed
environmental concerns about the
proposed project regarding road deicers,
the long-term fate and transport of
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41005
sediment, water and air quality impacts,
the indirect and cumulative impacts of
growth, and environmental justice
issues; and believes that a decision on
whether the project is intended to
accommodate short or long-term
transportation needs should be made
before a preferred alternative is
identified. Rating EC2.
EIS No. 20050127, ERP No. D–AFS–
F65055–MI, Hiawatha National Forest,
Proposed Land and Resource
Management Plan, Forest Plan Revision,
Implementation, Alger, Cheboygan,
Chippewa, Delta, Luce and Mackinac
Counties, MI.
Summary: EPA has no objections to
the proposed action. Rating LO.
EIS No. 20050136, ERP No. D–AFS–
J67932–CO, Dry Fork Federal Coal
Lease-by-Application (COC–67232),
Leasing Additional Federal Coal Lands
for Underground Coal Resource,
Special-Use-Permits and U.S. Army
COE section 404 Permit, Grand Mesa,
Uncompahgre and Gunnison National
Forests, Gunnison County, CO.
Summary: EPA expressed concerns
regarding reducing impacts from roads
to habitat, soil erosion and maintaining
a buffer between the mining area and
the West Elk wilderness area. EPA also
expressed concerns about potential
wetland impacts caused by mine
subsidence. Rating EC2.
EIS No. 20050174, ERP No. D–FHW–
J40170–CO, I–25, Valley Highway
Project, Transportation Improvement
from Logan to U.S. 6, Denver County,
CO.
Summary: EPA has environmental
concerns about the proposed project
related to the lack of improvements to
pedestrian access to commercial areas,
the compatibility of ramp and arterial
improvements with multimodal
transportation development, and bicycle
and pedestrian safety at intersections.
EPA also recommends improvements to
the air quality analysis. Rating EC2.
EIS No. 20050175, ERP No. D–FHW–
K40258–CA, Campus Parkway Project,
Proposes to Construct a New
Expressway from Mission Avenue
Interchange and Yosemite Avenue/Lake
Road, U.S. Army COE Section 404
Permit, City of Merced, Merced County,
CA.
Summary: EPA has environmental
concerns about the proposed project
regarding logical termini, alternatives,
connected actions, air quality,
cumulative impacts to waters of the
U.S., and growth-inducing impacts. EPA
recommends that FHWA clearly explain
the traffic benefits of the project. Rating
EC2.
EIS No. 20050181, ERP No. D–FHW–
D40184–MO, MO–34, Corridor
E:\FR\FM\15JYN1.SGM
15JYN1
Agencies
[Federal Register Volume 70, Number 135 (Friday, July 15, 2005)]
[Notices]
[Pages 41002-41005]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 05-13910]
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DEPARTMENT OF ENERGY
Federal Energy Regulatory Commission
[Docket No. PL03-3-006; Docket No. AD03-7-006]
Price Discovery in Natural Gas and Electric Markets Natural Gas
Price Formation; Order Further Clarifying Policy Statement on Natural
Gas and Electric Price Indices
July 6, 2005.
Before Commissioners: Pat Wood, III, Chairman; Nora Mead Brownell,
Joseph T. Kelliher, and Suedeen G. Kelly.
1. In this order we grant two requests for clarification of our
Policy Statement on Natural Gas and Electric Price Indices.\1\ The
Policy Statement identified minimum standards for both price index
developers and data providers (market participants that report
transaction data to price index developers). In the latter case the
Policy Statement spelled out the steps data providers should take to
assure that the prices they report accurately reflect market activity.
The Policy Statement also provided an important ``safe harbor'' for
data providers. For data providers that adopt and follow the
Commission-established standards for trade data reporting, we will
presume they are reporting transaction data accurately and in good
faith, and we will not penalize such parties for inadvertent errors in
reporting.
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\1\ 104 FERC ] 61,121 (2003).
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2. We grant the requested clarifications to emphasize the broad
nature of these safe harbor provisions and to encourage companies both
to adopt the appropriate procedures to take advantage of the safe
harbor assurances and to contribute their transaction information to
the price formation process. We also remind companies of their
obligation to notify the Commission when there is a change in their
reporting practices.
Background
3. The Policy Statement is one of many steps we have taken to
encourage better transparency of price formation in wholesale energy
markets. In November 2003, we issued orders adopting Market Behavior
Rules for wholesale market participants.\2\ These orders included a
behavior rule requiring that, to the extent market participants report
transactions to entities that develop and publish price indices, they
must report such transactions in accordance with standards of the
Policy Statement. In December 2003, we issued a clarification of
certain aspects of price reporting under the Policy Statement.\3\ In
May 2004, we received a full staff report on the status of price
indices and wholesale price formation, including the results of two
large-scale industry surveys, along with recommendations on the use of
price indices in jurisdictional tariffs.\4\ Finally, in November 2004
we issued an order in which we applied minimum criteria to price
indices used in jurisdictional tariffs and indicated our intent to
continue active monitoring of developments concerning price formation
in wholesale markets.\5\
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\2\ Order Amending Market-Based Rate Tariffs and Authorizations,
105 FERC ] 61,218 (2003), reh'g denied, 107 FERC ] 61,175 (2004);
Order No. 644, Amendment to Blanket Sales Certificates, FERC Stats.
& Regs. ] 31,153 (2003), reh'g denied, 107 FERC ] 61,174 (2004).
\3\ Order on Clarification of Policy Statement on Natural Gas
and Electric Price Indices, 105 FERC ] 61,282 (2003).
\4\ Report on Natural Gas and Electricity Price Indices, Docket
Nos. PL03-3-004 and AD03-7-004, May 5, 2004.
\5\ Order Regarding Future Monitoring of Voluntary Price
Formation, Use of Price Indices in Jurisdictional Tariffs, and
Closing Certain Tariff Dockets, 109 FERC ] 61,184 (2004).
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4. We have received two requests for clarification of matters
addressed in our prior orders. The Committee for Chief Risk Officers
(CCRO) submitted a request April 25, 2005, asking for a clarification
that the safe harbor provisions of the Policy Statement extend to an
energy data hub and its participants. Also, National Fuel Gas
Distribution Corporation (National Fuel) submitted a request February
18, 2005, asking that the safe harbor provisions be extended to data
providers that, while not specifically subject to the Market Behavior
Rules, nonetheless wish to provide transaction data to price index
developers. On June 10, 2005, Platts filed comments in which Platts
asserts
[[Page 41003]]
that the Commission should deny the CCRO request for clarification as
premature. Platts takes no position on National Fuel's request. On June
14, 2005, InterContinentalExchange (ICE) filed comments stating that,
if the requested clarifications are granted, they should apply to any
entity that collects and distributes transaction data. Also on June 14
Intelligence Press, Inc. (NGI) filed a letter endorsing Platts'
comments and showing the growth in the volume and number of trades
reported in its indices over the past two years. Additional comments
have been filed by Amerex Group and Logical Machines, Inc., in support
of the CCRO request and by the American Public Gas Association, which
supports innovation in price discovery. Platts also filed reply
comments further describing its index production process.
The Policy Statement and the Safe Harbor
5. The Policy Statement was issued to encourage market participants
to improve the accuracy, reliability, and transparency of wholesale
price formation. While the Policy Statement focused on existing
industry practice and the use of commercially published price indices
for price discovery in energy markets, we also said the Policy
statement ``is not intended to interfere with improvements in current
price indices or any future evolution of the price discovery process
that will bring more accurate, reliable, and transparent price
information to energy markets.'' \6\
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\6\ 104 FERC ] 61,104 at P 39.
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6. Indeed, the Policy Statement recognized the interest of some
parties in developing independent ``data hubs'' to encourage better
price transparency and confidence in wholesale market price discovery.
Various ideas were proposed, but the essential concept was that an
independent entity could receive transaction data from market
participants; match, verify, and scrub the data; and provide aggregate
data to others for use in publishing indices, research, and the like.
We noted at the time that ``some of these proposals may have long-term
potential'' and we ``encourage[d] energy industry participants to
consider whether some form of a data hub or hubs may improve price
discovery in the energy industry in the longer term.'' \7\
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\7\ Id. at P 24.
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7. Given the existing structure of voluntary price reporting to
price index developers, however, the Policy Statement set out standards
for market participants who report prices to price index developers
and, in the Market Behavior Rules issued in November 2003, we required
that these standards be followed by any sellers holding market-based
rate authority for electricity sales or making jurisdictional natural
gas sales for resale under blanket certificate authority.\8\ If data
providers do so, we will presume that transaction data submitted to
index developers is accurate, timely, and submitted in good faith. We
will not prosecute and/or penalize parties for inadvertent errors in
reporting, nor refer such instances to other agencies having
jurisdiction. Data providers adhering to these guidelines, we noted,
should be able to report all relevant trade data with confidence.\9\
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\8\ Market Behavior Rule 4, 105 FERC ] 61,218 at P 116; see also
18 CFR 284.288(b) and 284.403(b).
\9\ At the same time, we warned market participants that we will
prosecute or refer to other agencies having jurisdiction instances
in which companies do not act in good faith. The safe harbor will
not protect those who manipulate, misinform, or mislead price index
developers or other market participants. 104 FERC ] 61,121 at P 38.
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Committee of Chief Risk Officers
8. The CCRO has been active in efforts to improve price discovery.
As we noted in the Policy Statement, the CCRO white paper on Best
Practices for Energy Price Indices, filed with the Commission in Docket
No. AD07-3, addressed many of the points set out in the Policy
Statement and was part of the industry consensus upon which the Policy
Statement built.\10\ The CCRO states that it has continued its
involvement by working with a coalition of about 30 companies to
develop a prototype Energy Data Hub. In its request for clarification,
the CCRO states that the Energy Data Hub ``is an independently operated
repository for transaction data coming from all types of energy market
participants.'' The Energy Data Hub, CCRO represents, ``will engage in
data authentication and an error discovery and notice process, render
the data anonymous, aggregate it, eliminate double-counting to the
extent possible, and input the data into a centralized database.''
Request for Clarification at 1. The resulting aggregate data, CCRO
states, ``will be readily accessible to all market participants,
including prospective energy purchasers, sellers, intermediaries, and
market observers such as regulators, rating agencies, analysts,
accounting firms, and index publishers.'' Id.
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\10\ Docket No. AD03-7, filed April 21, 2003. See 104 FERC ]
61,121 at PP 16-21.
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9. The CCRO states that the Energy Data Hub is in a demonstration
phase and that the CCRO is encouraging more companies to participate in
the project. The CCRO is concerned, however, that potential
participants may be deterred because of uncertainty over whether the
safe harbor assurance of the Policy Statement applies to the Energy
Data Hub. The CCRO requests four clarifications:
That the safe harbor applies to data providers supplying
transaction information to the Energy Data Hub, so long as they follow
the Policy Statement standards for price reporting; \11\
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\11\ Id. at P 34. The five standards cover code of conduct;
source of data; data information reported; error resolution; and
data retention and review.
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That the safe harbor applies to the Energy Data Hub itself
when it provides data to price index developers and others, so long as
the Energy Data Hub follows the Policy Statement standards applicable
to price index developers; \12\
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\12\ Id. at P 33. The five standards cover code of conduct and
confidentiality; completeness; data verification, error correction
and monitoring; verifiability; and accessibility.
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That the safe harbor applies to data providers during the
demonstration phase of the Energy Data Hub project; and
That the Commission will not use the Energy Data Hub as a
target for investigations into transaction data of participating
companies.
10. We grant the first three requested clarifications. While the
Policy Statement concentrated as a practical matter on the existing
voluntary system of price reporting to price index developers, we also
made clear that other innovations that bring price transparency and
better confidence in the accuracy and reliability of wholesale prices
are welcome. We set out the conditions under which data providers would
get ``safe harbor protection for good faith reporting of transactions
data to entities that develop price indices.'' \13\ We did not intend
the Policy Statement to be narrowly construed to discourage or prevent
the evolution of new structures; to the contrary, as noted, we
encouraged industry participants to see ``whether some form of a data
hub or hubs may improve price discovery'' in the future.\14\
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\13\ 104 FERC ] 61,121 at P 5.
\14\ Id. at P 24.
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11. We emphasize here, however, that we are not endorsing any
particular entity or approach, but continue to encourage industry
participants to find optimal solutions and approaches to better
wholesale price formation. Therefore, we clarify that the safe harbor
provisions of the Policy Statement apply to any entity that follows the
standards in the Policy Statement and reports energy transaction data
to another entity, whether it be a price index developer or a data hub
of some sort, or another structure not yet proposed.
[[Page 41004]]
Second, we extend a safe harbor assurance to a data hub or other
innovative entity that is acting as a data provider when it provides
aggregate data to others, if it adopts the applicable Policy Statement
standards. Third, we also clarify that the safe harbor protection
applies to data providers during any testing or demonstration phase of
a new industry structure for gathering and disseminating wholesale
price data, again assuming the data provider follows the Policy
Statement standards.
12. These clarifications are in the context of the industry's
current voluntary approach to price formation. As we noted in the
Policy Statement, if the industry response to our initiatives on
wholesale price formation does not sufficiently increase confidence in
wholesale price formation, we are prepared to consider some form of
mandatory price reporting.\15\ We found in our November 2004 order that
there has been notable progress, and we encouraged all interested
parties to conform fully to the standards of the Policy Statement.\16\
We are continuing to monitor the wholesale price formation process, and
encourage industry to find innovative ways to improve the accuracy,
reliability, and transparency of wholesale prices on a voluntary basis.
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\15\ Id. at PP 42-47.
\16\ 109 FERC ] 61,184 at PP 19-22.
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13. CCRO's fourth requested clarification is that it ``not be used
as a target for investigations by the Commission into transactions data
by the participating companies.'' Request for Clarification at 3. We do
not intend to use the Energy Data Hub or any other data hub or new
industry structure as a ``target,'' but any such entity may receive
investigatory requests from the Commission. In our November 2004 order
we discussed at length our expectation that entities in possession of
energy transaction data would be responsive to appropriate requests for
access to such data.\17\ We made clear that such requests would be ``in
the context of a targeted investigation of possible false price
reporting or market manipulation or other inquiry within the scope of
our statutory responsibilities.'' \18\ Any data hub or other new
industry structure that collects confidential trade data will be
treated in the same manner as existing price index developers, and is
subject to our expectation of cooperation in the event of an
appropriate demand for access to particular data. This puts an energy
data hub or any new structure on an equal footing with existing price
index developers in this respect, consistent with our intent not to
favor one industry structure over another.
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\17\ Id. at PP 50-54.
\18\ Id. at P 53; see also Policy Statement, 104 FERC ] 61,121
at P 33.
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14. Platts, supported by NGI, argues that the CCRO data hub has not
progressed to the point where it is equivalent to a price index
developer and, therefore, that we should deny CCRO's request as
premature. The CCRO acknowledges that it is in a development and
testing phase, and seeks the requested clarifications to encourage more
participation in the experiment. The basic clarification provided here
is that data providers--market participants who contribute data on
their wholesale transactions--receive the safe harbor assurance if they
contribute the data to an energy data hub or other new industry
structure, so long as they are following the five Policy Statement
standards for price reporting. As to the energy data hub or other
structure itself, if it progresses to the point where it has fully
adopted the Policy Statement standards for handling transaction and
price data, and is acting as a data provider by providing authenticated
aggregate data to others, a safe harbor assurance will be extended to
it.\19\
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\19\ In this context safe harbor means that if the energy data
hub or other structure is reporting authenticated aggregate data to
price index developers or other users, we will not take action
against the hub or other structure for inadvertent errors if it has
in place the protocols and protections of the Policy Statement
standards necessary to prevent the dissemination of incorrect,
incomplete, or misleading price information.
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15. Platts also states that it and other price index developers
have received Commission recognition that they have met the Policy
Statement standards for price index developers, and that it would be
unfair ``to accord the same treatment to the data hub experiment''
which, Platts asserts, has not met all of the Policy Statement
standards. Platts Comments at 1. Platts, ICE, and NGI have submitted
information in this docket demonstrating that they are in substantial
compliance with the Policy Statement standards and, as a result, we
have indicated that their indices may be used in jurisdictional
tariffs.\20\ We offer no such designation to the CCRO here. When the
CCRO data hub moves from the current experimental and testing phase to
actual operations, however, the hub may request review by the
Commission of the consistency of its practices with the Policy
Statement standards. We also note that if the CCRO data hub were to
produce a data product that a pipeline or utility wants to use in a
jurisdictional tariff, the filing company would have to show that the
CCRO data hub meets the Policy Statement standards.\21\
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\20\ 109 FERC ] 61,184 PP 24, 28, 39.
\21\ Id. PP 68-69, 73.
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16. ICE does not take a position on whether the requested
clarifications should be granted, but urges the Commission not to
confer a ``unique and preferential standing to an individual commercial
initiative.'' Instead, ICE states that, if granted, the provisions
should ``apply equally to any entity that collects transaction data for
distribution while complying with the requirements for index publishers
in the Policy Statement.'' ICE comments at 1. As we have stated, the
clarifications granted here apply to any data hub or other innovative
entity that has adopted the applicable Policy Statement standards. This
is consistent with our intent not to favor one industry structure or
entity over another.
National Fuel Gas Distribution Corporation
17. National Fuel states that in January 2003 it notified the
Commission pursuant to Order No. 644 that it was a blanket marketing
certificate holder and was reporting transactions to price index
developers in accordance with the standards of the Policy Statement.
National Fuel now says that is has ceased off-system sales in order to
maintain non-Energy Affiliate status under the Order No. 2004 Standards
of Conduct. \22\ While this change reduced National Fuel's number of
reportable transactions, National Fuel states that it wishes to
continue to report trade data to price index developers. However,
uncertainty over whether the safe harbor applies to a data provider
that is not subject to the Market Behavior Rules caused National Fuel
to suspend reporting its transactions. National Fuel requests
clarification that the safe harbor provisions apply even if National
Fuel is not specifically subject to the requirements of Order No. 644.
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\22\ Standards of Conduct for Transmission Providers, Order No.
2004, FERC Stats. & Regs., Regulations Preambles ] 31,155 (2003),
order on reh'g, Order No. 2004-A, III FERC Stats. & Regs. ] 31,161
(2004), 107 FERC ] 61,032 (2004), order on reh'g, Order No. 2004-B,
III FERC Stats. & Regs. ] 31,166 (2004), 108 FERC ] 61,118 (2004),
order on reh'g, Order No. 2004-C, 109 FERC ] 61,325 (2004), order on
reh'g, Order No. 2004-D, 110 FERC ] 61,320 (2005).
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18. We grant the requested clarification. The purpose of the safe
harbor is to encourage market participants to report without fear of
enforcement action for inadvertent errors. Indeed, the safe harbor
originated with industry requests for regulatory
[[Page 41005]]
certainty and Commission assurance that good faith reporting will not
subject a company to the risk of sanctions.\23\ So long as a data
provider has adopted and is following the standards of the Policy
Statement for reporting entities, we will apply the safe harbor policy,
even if the company is not specifically subject to the Market Behavior
Rules.
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\23\ 104 FERC ] 61,121 at PP 30-31.
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Requirement to Notify the Commission of Changes in Price Reporting
Status
19. In Behavior Rule 4 and its counterpart in Order No. 644, we
required that all sellers subject to the rule notify the Commission
within 15 days of the effective date of the rule whether the seller
reports its transactions in accordance with the Policy Statement.
Additionally, we required that sellers update their notifications
within 15 days of any change in their reporting status.\24\ We directed
market-based rate sellers to file their notifications in Docket No.
EL01-118 and the docket in which they received market-based rate
authority; we directed blanket certificate holders to file their
notifications in Docket No. RM03-10.\25\
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\24\ 105 FERC ] 61,218 at P 116; see also 18 CFR 284.288(b) and
284.403(b).
\25\ Order Clarifying Prior Notice, 105 FERC ] 61,277 at P 11
(2003).
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20. We received initial notifications by or on behalf of 756 market
participants in December 2003 and January 2004. Since then, we have
received only 26 notifications in Docket No. EL01-118 of subsequent
changes in reporting status from market-based rate sellers and 24
notifications in Docket No. RM03-10 from blanket certificate holders.
In several cases a company filed the same notification in both dockets;
in other cases the same company filed more than one notification in a
docket. During this period, however, price index developers have
reported increases in both the number of transactions being reported
and in the number of market participants reporting trade data to
them.\26\ It is possible that some market participants have overlooked
the requirement to notify the Commission of changes in their reporting
status.
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\26\ NGI comments at 2. NGI notes that the volume of natural gas
bidweek trades reported to it has increased from 7.9 Bcf to 21.2 Bcf
in June 2005, and that the number of trades has increased from 1,357
to 3,069. Id. at 2. See also 109 FERC ] 61,184 at PP 5-7; Comments
of Platts, Docket Nos. PL03-3, et al. June 14, 2004.
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21. Accordingly, we hereby remind all market-based rate sellers
subject to the Market Behavior Rules, and all blanket certificate
holders subject to Order No. 644, of their obligation to file
notifications of changes in reporting status within 15 days of the date
of such changes. We also waive the 15 day requirement for any market
participants that have changed their reporting status but failed to
notify us of that fact. Such market participants may file notifications
of any changes since their initial notification no later than August 1,
2005.
The Commission Orders
(A) The Policy Statement on Natural Gas and Electric Price Indices
is clarified as discussed in the body of this order.
(B) The requirement to file notifications of changes in reporting
status within 15 days of the date of the change is waived until August
1, 2005, for any market-based rate sellers or blanket certificate
holders who file notifications for any changes in status that have
occurred since their initial notification.
By the Commission.
Linda Mitry,
Deputy Secretary.
[FR Doc. 05-13910 Filed 7-14-05; 8:45 am]
BILLING CODE 6717-01-P