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 U.S. Research
Published by Raymond James & Associates
 
Please read domestic and foreign disclosure/risk information beginning on page 6 and Analyst Certification on page 6
.
© 2010 Raymond James & Associates, Inc., member New York Stock Exchange/SIPC. All rights reserved.
International Headquarters:
The Raymond James Financial Center 
 | 
880 Carillon Parkway
 |St. Petersburg, Florida
33716
 |
800-248-8863
 
Energy
August 23, 2010
 
Industry Brief 
Darren Horowitz,
(713) 278-5269, Darren.Horowitz@RaymondJames.com
James Allred,
Res. Assoc., (713) 278-5207, James.Allred@RaymondJames.com
 
Energy: Stat of the Week_______________________________________________________________________________________
NGL Update: How Will Growing Liquids-rich Gas Production Impact NGL Prices?
After a wild ride in 2009 when gas processors/NGL fractionators saw margins crater in 1Q then soar over 500% by year’s end, conditions during1H10 remained favorable (relative to the historical precedent for ethane prices/fractionation margins) across the industry. That said, concern isgrowing that a supply glut in NGL markets, similar to what has unfolded in the natural gas markets could lead to a prolonged period of depressedNGL prices. We believe that these concerns are well-founded.While we expect NGLs sourced from the processing of legacy gas tocontinue declining at ~2-3%/year, this magnitude will only partiallyoffset the aggressive ramp in liquids-rich gas production from plays likethe Eagleford, Granite Wash, Marcellus, etc. With domestic steamcrackers tracking at near full effective utilization (~91% in July) and NGLs(ethane, propane, butane) representing a near record high ~85% of theethylene feedslate, the industry will need additional demand from light-end cracking capacity conversions/additions, as well as a tight ethylene-derivative market to help support NGL fractionation (“frac”) spreadsfrom further contracting. In sum, we believe the ability of midstreamproducers to process natural gas and fractionate NGLs (i.e. supply) willoutpace the ability to crack NGLs (i.e. demand), and thus, we expectthat
increasing liquids-rich unconventional natural gas production will likely pressure NGL prices over the next 12-18 months.
Detailed in theadjacent chart,
our NGL supply/demand model forecasts weighted average NGL prices to decline ~10-15% in 2H10 vs. 1H10 levels followed by a ~10% decline in 1H11, flattening out in the back half of next year 
.
$0.50$0.60$0.70$0.80$0.90$1.00$1.10$1.20$1.30$1.40$1.50$1.601H06 2H06 1H07 2H07 1H08 2H08 1H09 2H09 1H10 2H10 1H11 2H11
    $    /  g  a   l   l  o  n
Realized Weighted Average NGL Price andRJ Forecast
Source:Bloomberg; RJ&A
RJForecast
While petrochemical and refined petroleum products (RPP) markets set NGL prices in competition with the oil-based competitors, natural gasprices set the price floor for NGLs. Thus, within the context of our price deck (i.e. gas-to-crude ratio on a Btu basis to remain below 50%, andethane prices to remain low vs. oil, in the 25-35% range),
ethane remains positioned to provide ethylene producers the highest margin over thelong-term
.
Overview of NGLs and the Midstream Natural Gas Value Chain
While the principal component of natural gas is methane; gas may contain varying amounts of heavier hydrocarbons called natural gas liquids(NGLs). As detailed in the graphic below, once gathered from the wellhead, gas is transported to processing plants where NGLs are separated. Atthe processing stage, the focus is
solely 
on separating NGLs and transporting the entire NGL stream (i.e. the components are still in a homogenousmixture and are transported together). As mentioned, the NGL stream includes a variety of hydrocarbons (i.e. ethane, propane, butane, iso-butane,and natural gasoline), which have distinctive properties. NGL fractionation is the process of separating the NGL stream into distinct components.
Midstream Natural Gas Value Chain
Source: Chesapeake Midstream Partners L.P.
 
Raymond James
 
U.S. Research
Please read domestic and foreign disclosure/risk information beginning on page 6 and Analyst Certification on page 6
.
© 2010 Raymond James & Associates, Inc., member New York Stock Exchange/SIPC. All rights reserved.
International Headquarters:
The Raymond James Financial Center 
 | 
880 Carillon Parkway
 |St. Petersburg, Florida
33716
 |
800-248-8863
 
What are NGLs Used For?
Industrial end-users are the main drivers of demand for NGL products in the U.S. Specifically, the petrochemical industry is the largest user at ~50%of total consumption, primarily using the individual components of the NGL stream to produce olefins such as ethylene. Petrochemical producersengage in a process known as steam cracking to break down large hydrocarbons (NGLs, Naphtha, Gas-oil) into olefins (ethylene, propylene, andbutadiene). These chemicals are used in the production of plastics, fibers, and elastics. For reference, ethylene is a critical feedstock for theindustry, as it is their largest input by volume and has the greatest number of derivatives. Ethylene is essentially used as a raw material for a widevariety of inputs for making plastics, fibers, and elastics.The adjacent table details how each NGL component is used within thepetrochemical, industrial fuel, and refining industries. Thepetrochemical industry makes use of all NGLs, most often ethane.Additionally, the domestic and industrial consumers use propane asheating, engine, and commercial fuel. The refining industry typicallyuses butane, isobutane, and natural gasoline as a blending componentto produce motor oil. To clarify, while production in liquids-rich playscan have a significant component of condensates (oil liquids), in thecontext of this discussion, we are referring to natural gas rich in NGLs.
The NGL advantage: Light-end (NGLs) vs. Heavy-end (Crude-based) Feedstocks.
NGLs compete with crude-based feedstocks for use by petrochemical producers in the stream-cracking process. Given that gas prices haveremained depressed over the past two years while crude prices have more than doubled from their lows of ~$31/bbl at the start of 2009, crude oilfeedstocks have remained more costly on a relative Btu basis when compared to NGLs. As a result, NGLs have acquired a large share of thepetrochemical feedstock market due to the competitive pricing advantage and margins yielded to petrochemical producers. In our view, a long-term shift in the crude-to-gas ratio (Btu basis) will support continued preference for light-end feedstocks (i.e. ethane) in petrochemical production.Given the current RJ commodity deck calling for a paradigm shift in the crude-to-gas spread (average of ~17.5:1 and ~19:1 for FY10 and FY11,respectively), this pricing divergence stands to keep NGLs cost basis relatively low vs. crude-based alternatives. As previously mentioned, NGLs holda dominant share of the steam-cracker feedstock market, represented almost 85% of total feedstocks consumed by U.S. crackers in July.
Ethane to Remain in the Driver’s Seat as the Primary Feedstock for Ethylene Production Over the Long Term.
Ethane, the largest component of the NGL stream, has emerged as the primary U.S. steam cracker feedslate, averaging ~55% of the total feedslatein 1H10. For context, this marks a solid ~310 basis point improvement vs. the 1H09 average of 51.7%, and an even more impressive ~ 1,000 basispoint improvement vs. the 18-year historical average (~44.6%). According to industry data, on an absolute basis, estimates suggest U.S. streamcracker demand for ethane averaged ~830 MBPD during 2Q10, surging even higher in July to an estimated ~919 MBPD. Should this estimate holdtrue, July 2010 would not only surpass the previous high by ~3% (895 MBPD during 2/2010), but would also come within 80 basis points of a newall-time high for ethane’s market share of the feedslate (~57% vs. 57.8% set in 1/2010). Additionally, the charts below detail domestic steamcrackers tracking at near full effective utilization (~91% in July). While subject to revision, should this figure and the July ethane demand estimatehold true, this would represent some of the highest thresholds the industry has experienced during the past two decades. Clearly, ethane demandis tracking at record highs. However, with no new ethylene capacity scheduled to come online, attention shifts to the amount of remaining flexi-cracking capacity that can switch to cracking the light-ends, as well as the time lag to add new capacity. All of this lends to even more uncertaintyaround the sourcing of additional demand to absorb growing NGL supplies.
Eventually, a limit will be reached as to how much ethane can becracked, and we believe the industry is rapidly approaching that limit.
0%10%20%30%40%50%60%70%80%90%100%02004006008001,0001,2001,4001,6001,8002,000EthanePropaneButaneNaphthaGas OilSteam Cracker Utilization Rate
   M   B   P   D
Monthly US Steam Cracker Feedstocks and UtilizationRates 1/08 -7/10
   %   U   t    i    l    i   z   a   t    i   o   n
Source:Hodson9/08 DataImpacted for Comparability Purposes by Hurricane Ike
0%10%20%30%40%50%60%70%80%90%100%-2004006008001,0001,2001,4001,6001,8002,000EthanePropaneButaneNaphthaGas OilSteam Cracker Utilization Rate
   M   B   P   D
Annual US Steam Cracker Feedstocks and UtilizationRates 1992-2010
   %   U   t    i    l    i   z   a   t    i   o   n
Source:Hodson
 
What Sets NGL Prices?
Historically, NGLs have traded at ~60-70% of the price of a barrel of crude. However, more recently, NGLs have traded at ~50-60% of the price of crude, averaging ~53% in July and reflecting ~54% as of 8/13. Ethane has traded at 40-55% of crude over on-average over the past 15 years but
ProductPetrochemicalFeed StockDomestic andIndustrial FuelRefineryFeed StockOther
Ethane 97.0% 1.5% 0.0% 1.5%Propane 42.0% 52.0% 0.0% 6.0%Butane 21.0% 0.0% 66.0% 13.0%Isobutane 43.0% 0.0% 57.0% 0.0%Natural Gasoline 28.0% 0.0% 44.0% 28.0%
Source: J Richard Moore 
Natural Gas Liquids Products and MarketsMarkets (% of Consumption)
 
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International Headquarters:
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averaged ~25% during July and currently reflects a ~28% relationship as of 8/20. Given our commodity deck forecasting lower gas prices vs.sustainably higher oil prices (i.e. gas-to-crude price ratios on a Btu basis will remain below 50%, and ethane prices will remain low vs. crude, likely inthe range of 25-35%), ethane should be positioned to provide ethylene producers the highest margin over the long term. The caveat to this thesisbeing the
short-term
competition of ethane vs. naptha and gas-oil, as it relates to a rising bid for co-product (i.e. butadiene, propylene, etc.) valuesThinking about ethane’s relationship with crude another way, the scatter plot below highlights the high degree of correlation between crude andethane prices, due to the substitutable nature of ethane’s relative value with competing crude-based feedstocks. While we recognize that naturalgas prices typically set the floor for ethane prices and will continue to do so, statistical evidence does not reflect near the correlation that ethanehas with crude (i.e. ethane vs. crude has a correlation of ~0.85 vs. ethane vs. natural gas of ~0.67 over the past 15 years). Given the strength of thehistorical relationship, we believe ethane will continue to be priced based on the thermal (Btu) and volume relationship with crude.
y = 0.8424x + 9.1802R² = 0.851
0.0020.0040.0060.0080.00100.00120.00140.00160.00
0.00 20.00 40.00 60.00 80.00 100.00 120.00 140.00 160.00
    E   t    h   a   n   e    (    C   e   n   t   s    /   g   a    l    l   o   n    )
Crude ($/Bbl)
Crude vs. Ethane Prices (1996-2010)
Source: Bloomberg, RJ&A
y = 7.8328x + 8.0015R² = 0.666
0.0020.0040.0060.0080.00100.00120.00140.00160.000.00 2.00 4.00 6.00 8.00 10.00 12.00 14.00 16.00
   E   t   h  a  n  e   (   C  e  n   t  s    /  g  a   l   l  o  n   )
Natural Gas ($/mmbtu)
Natural Gas vs. Ethane Prices (1996-2010)
Source: Bloomberg, RJ&A
 
Ethylene-derivative Exports are Integral to Balancing Supply/Demand.
Cheaper relative U.S. feedstock costs have enhanced the competitive positioning of the domestic ethylene industry in global markets. This in turnhas increased U.S. exports of ethylene derivatives, further incentivizing producers to maximize ethane cracking. That said, there are two wild cardsthat could come into play and pressure export levels: 1) a strengthening US dollar and 2) a sharp increase in Mid-East and Asian cracking capacity.Specifically, future expansions in the Middle East and Asia could increase global cracking capacity by 5-10%. Given the significant amount of additional cracking capacity set to come on line in these regions, ethylene exports by the U.S. could pullback substantially. If North Americanpetrochemical producers begin to lose share in global ethylene markets, demand for ethane could soften and further reduce the market’s ability toabsorb the expected growth in NGL supply over the next several years. On the other hand, declines in ethane prices in both tail-end of 2010 and1H11, as reflected in our forecast, could ultimately work to further enhance the competitiveness of U.S. ethylene compared to global crackerslevered to heavy-end feedstocks. All in, while North America’s petrochemical industry may be somewhat insulated from rising global competitiondue to its cost advantages, global capacity additions will not go without having an impactful impact on domestic ethylene (and ethane) demand.
 Bottom Line: Increased NGL Supply Will Likely Pressure Frac Spreads for the Next 12-18 Months.
While the U.S. petrochemical industry has done a good job of increasing its ability to crack light-end feedstocks, the ability to further expandcracking capacity appears to be reaching a limit, suggesting a seemingly imminent supply bubble of NGLs could be right around the corner asproduction out of emerging liquids-rich shale plays continues to ramp. Concern is mounting that NGL markets will soon begin to parallel thedevelopments in the natural gas market over the past two years. Notably, ethane extraction capacity (i.e. NGL fractionation capacity additions)should continue to exceed the ethylene industry’s maximum capability to crack ethane, thereby resulting in higher relative ethane inventorieskeeping a lid on price improvements. Our current forecast for the weighted-average NGL price calls for a 10-15% reduction by year’s end followedby another ~10% decline in 1H10 until prices stabilize in 2H11. As an ethane surplus continues to put pressure on prices and the paradigm shift inthe crude-to-gas ratio (on a BTU basis) persists,
ethane will remain the preferred feedstock for the petrochemical industry in the production of ethylene.
Over the long term, price will continue to be the mechanism with which the NGL market attempts to achieve supply/demand equilibrium.So while NGL prices have created excess supply, prices should work to create demand in the long run.
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