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TVA Board Meeting - FY24 Financial plan and budget- Reso-Memo

Financial Hedging Impact

Commodity price hedging reduces fuel cost and wholesale rate ranges (~one percent wholesale rate impact per ~$120 million of fuel cost uncertainty reduction)

Wholesale Rate Impacts

Fuel Cost Uncertainty

¢/kWh

$ million

14% reduction

21% reduction

Price Hedging Impact

Price Hedging Impact

44% reduction

1.6%

2.2%

P95 Range

8.7%

7.4%

P95 Range

2.3%

4.3%

-5.4%

-7.2%

P5 Range

-3.0% -2.4%

Price Hedging Impact

-1.7%

P5 Range

-1.0%

Price Hedging Impact

Price hedging impact reflects potential fuel cost reduction (90 percent confidence interval) if TVA hedged at current established Natural Gas hedge ladder limits (60 percent, 40 percent, and 25 percent for each year, respectively)

TVA Restricted Information - Deliberative and Pre-Decisional Privileged

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