International Brotherhood of Electrical Workers v. IL Commerce Comm'n
CourtAppellate Court of Illinois
Date FiledSeptember 30, 2026
Docket3-24-0021
StatusPublished
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Full Opinion
2026 IL App (3d) 240021
Nos. 3-24-0021, 3-24-0022, 3-24-0284, 3-25-0027 (cons.)
Opinion filed September 30, 2026
____________________________________________________________________________
IN THE
APPELLATE COURT OF ILLINOIS
THIRD DISTRICT
2026
INTERNATIONAL BROTHERHOOD OF ) Petition for Review of Orders of the
ELECTRICAL WORKERS, AFL-CIO, ) Illinois Commerce Commission.
LOCAL UNION 15 and COMMONWEALTH )
EDISON COMPANY, )
)
Petitioners-Appellants, ) Appeal No. 3-24-0021
) ICC Docket # 22-0486, 23-0055,
v. ) 24-0181
)
THE ILLINOIS COMMERCE COMMISSION; )
CONSTELLATION )
ENERGY GENERATION, LLC; )
and ENVIRONMENTAL LAW & )
POLICY CENTER, )
)
Respondents-Appellees. )
)
____________________________________________________________________________
PRESIDING JUSTICE HETTEL delivered the judgment of the court, with opinion.
Justices Brennan and Peterson concurred in the judgment and opinion.
____________________________________________________________________________
OPINION
¶1 In these consolidated proceedings, petitioners, International Brotherhood of Electrical
Workers, AFL-CIO, Local Union 15 (IBEW Local 15) and Commonwealth Edison Company
(ComEd), appeal from multiple orders issued by the Illinois Commerce Commission
(Commission) in ComEd’s rate case. In the orders, the Commission set ComEd’s return on equity,
denied ComEd a recovery on its pension asset, and imputed a capital structure. For the following
reasons, we affirm.
¶2 I. BACKGROUND
¶3 A. General Background
¶4 1. The Parties
¶5 ComEd is a public utility that provides electrical delivery services to more than 4 million
customers located in Illinois. As a public utility, ComEd is governed by the Public Utilities Act
(220 ILCS 5/1-101 et seq. (West 2022)) and regulated by the Commission. See id. §§ 3-105, 4-
101 (defining the term “public utility” and stating that the Commission has “general supervision”
of all public utilities).
¶6 IBEW Local 15 is a labor union that represents approximately 5,100 individuals employed
by ComEd and other companies. In its capacity, IBEW Local 15 serves as the collective bargaining
representative of approximately 3,400 individuals employed by ComEd and its parent company,
Exelon Business Services Company (Exelon), and has collective bargaining agreements with
ComEd that relate to employee wages and fringe benefits, as well as to the terms and conditions
of employment.
¶7 2. General Rate Setting Principles and Statutory Development
¶8 A public utility is entitled to recover certain operating costs through the rates that it charges
its customers. Citizens Utility Board v. Illinois Commerce Comm’n, 166 Ill. 2d 111, 121 (1995).
The Commission is responsible for setting the rates charged by a utility. United Cities Gas Co. v.
Illinois Commerce Comm’n, 163 Ill. 2d 1, 11 (1994). Generally, a utility seeking a rate increase
must file new schedules or supplements with the Commission that indicate the proposed changes
to be made in the schedule or schedules already in place, as well as the time when the proposed
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changes would take effect. 220 ILCS 5/9-201(a) (West 2022). “When a utility files a request for a
rate increase in the form of a new tariff schedule, the Commission has the authority upon complaint
or its own initiative to hear evidence, hold hearings and determine the propriety of the requested
increase.” Business & Professional People for the Public Interest v. Illinois Commerce Comm’n,
146 Ill. 2d 175, 195 (1991).
¶9 Starting in 2012, under the formula ratemaking structure, ComEd’s rates were set pursuant
to a performance-based formula set forth under section 16-108.5(c) of the Public Utilities Act. 220
ILCS 5/16-108.5(b)(1), (c) (West 2022). However, in September 2021, the General Assembly
enacted Public Act 102-662 (eff. Sept. 15, 2021), commonly 1 known as the Climate and Equitable
Jobs Act, “to put the state on a path toward 100% clean energy, invest in training a diverse
workforce for the jobs of the future, institute key ratepayer and residential customer protections,
and prioritize meaningful ethics and transparency reforms.” People ex rel. Raoul v. Illinois
Commerce Comm’n, 2025 IL App (2d) 230020, ¶ 3. The Climate and Equitable Jobs Act amended
the Public Utilities Act to further these goals. People ex rel. Raoul v. Illinois Commerce Comm’n,
2025 IL App (4th) 230491, ¶ 9.
¶ 10 In particular, the Climate and Equitable Jobs Act contains two amendments to the Public
Utilities Act that are relevant to this appeal. First, the Climate and Equitable Jobs Act requires
electric utilities that serve more than 500,000 customers in Illinois to submit a multiyear integrated
grid plan (grid plan) that details the utilities’ distribution planning process throughout a five-year
period. 220 ILCS 5/16-105.17 (West 2022). Second, the Climate and Equitable Jobs Act terminates
the use of the performance-based formula to set rates and allows electric utilities that serve more
1
The legislature did not officially name the public act, but agencies including the Environmental
Protection Agency have used that name for it. See, e.g., Env’t Prot. Agency, Climate and Equitable Jobs
Act, https://epa.illinois.gov/topics/ceja.html (last visited September 28, 2026) [https://perma.cc/DDP3-
8K3T].
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than 500,000 customers in Illinois to elect to file a general rate case under section 9-201 of the
Public Utilities Act or a multiyear rate plan (rate plan) that “establish[es] the base rates the
utilit[ies] shall charge for each delivery year of the 4-year period to be covered by the plan.” Id.
§§ 16-108.5(h), 16-108.18(d)(1), (9)(A). The statute further provides that any rate plan that the
Commission approves must do the following, in pertinent part:
“(A) Provide for the recovery of the utility’s forecasted rate base, based on the 4-
year investment plan and the utility’s [grid plan]. The forecasted rate base must include the
utility’s planned capital investments, with rates based on average annual plant investment,
and investment-related costs, including income tax impacts, depreciation, and ratemaking
adjustments and costs that are prudently incurred and reasonable in amount consistent with
Commission practice and law. The process used to develop the forecasts must be iterative,
rigorous, and lead to forecasts that reasonably represent the utility’s investments during the
*** annual investment period and least cost, consistent with the provisions of Articles VIII
and IX of this Act.
(B) The cost of equity shall be approved by the Commission consistent with
Commission practice and law.
(C) The revenue requirement shall reflect the utility’s actual capital structure for
the applicable calendar year. A year-end capital structure that includes a common equity
ratio of up to and including 50% of the total capital structure shall be deemed prudent and
reasonable. A higher common equity ratio must be specifically approved by the
Commission.
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(E) Provide for recovery of prudent and reasonable projected operating expenses,
giving effect to ratemaking adjustments, consistent with Commission practice and law
under Article IX of this Act. ***.” Id. § 16-108.18(d)(3).
¶ 11 3. Procedural History
¶ 12 On July 21, 2022, the Commission ordered ComEd to file a grid plan under docket No. 22-
0486. On January 17, 2023, ComEd filed its grid plan and, under docket No. 23-0055, also filed a
rate plan. The Commission ultimately consolidated the two cases on January 19, 2023.
¶ 13 In its rate plan, ComEd proposed a general increase in rates for electric services billed from
January 2024 through December 2027. ComEd and Staff of the Commission (Staff) participated
in the consolidated rate proceedings, and the Office of the Illinois Attorney General (Attorney
General) filed an appearance. Additionally, petitions to intervene were filed by the Illinois
Industrial Energy Consumers, the Citizens Utility Board, the Community Development
Corporation of Pembroke and Hopkins Park, and People for Community Recovery (collectively,
ICCP); IBEW Local 15; the Illinois Public Interest Group; and Walmart, Inc. (Walmart).
¶ 14 On August 22, 2023, the Commission conducted an evidentiary hearing on the consolidated
rate proceedings, during which testimony and exhibits were entered into the record. Following the
hearing, on December 14, 2023, the Commission issued its final order in which it rejected
ComEd’s grid plan and approved the company’s rate plan with certain modifications (Final Order).
ComEd later filed an application for rehearing, which the Commission granted in part and denied
in part, and in response to which the Commission also issued an amendatory order in which it
clarified aspects of the Final Order (Amendatory Order). IBEW Local 15 also filed an application
for rehearing, which the Commission denied.
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¶ 15 On January 10, 2024, ComEd filed a petition for administrative review of the Final Order,
the Amendatory Order, and the Commission’s partial denial of the company’s application for
rehearing. On that same date, IBEW Local 15 filed a separate petition for administrative review of
the Final Order and the Commission’s denial of the union’s application for rehearing. The petitions
initiated case Nos. 3-24-0022 and 3-24-0021, respectively. This court stayed both cases until the
Commission concluded the rehearing sought by ComEd. On April 18, 2024, the Commission
issued its final order on the rehearing (Order on Rehearing), and four days later, ComEd filed a
petition for administrative review of that order and thereby initiated case No. 3-24-0284. This court
subsequently stayed the proceedings in case No. 3-24-0284 after the Commission reopened the
consolidated rate proceedings to consider the grid plan that ComEd had refiled.
¶ 16 On December 19, 2024, the Commission issued an order in which it approved ComEd’s
refiled grid plan (Order on Refiling). On January 17, 2025, ComEd filed a petition for
administrative review of the Order on Refiling, which initiated case No. 3-25-0027. Upon motion
by the Commission, this court consolidated case No. 3-25-0027 with case Nos. 3-24-0021, 3-24-
0022, and 3-24-0284. The Commission decided the issues involved in this appeal in the Final Order
and did not in any way reconsider or modify its decisions on the issues in the Amendatory Order,
Order on Rehearing, or Order on Refiling.
¶ 17 B. ComEd’s Proposed Rate Increase
¶ 18 1. ComEd’s Return on Equity
¶ 19 To acquire equity capital, a utility must offer an estimated return on equity that is sufficient
to attract investors. Southern California Edison Co. v. Federal Energy Regulatory Comm’n, 717
F.3d 177, 179 (D.C. Cir. 2013). A utility’s return on equity is the annual amount that its
shareholders are permitted to earn from the equity that they have invested in the company. Ameren
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Illinois Co., Ill. Comm. Comm’n No. 13-0501, at 4 (Order-Interim Nov. 26, 2013). “A utility’s
return should be reasonably sufficient to permit confidence in the utility’s financial soundness and,
with economical and efficient management, to support the utility’s credit and raise funds necessary
to properly discharge the utility’s public duties.” Citizens Utility Board v. Illinois Commerce
Comm’n, 2018 IL App (1st) 170527, ¶ 45 (citing Bluefield Water Works & Improvement Co. v.
Public Service Comm’n of West Virginia, 262 U.S. 679, 693 (1923)). “Additionally, ‘the return to
the equity owner should be commensurate with returns on investments in other enterprises having
corresponding risks.’ ” Id. (citing Federal Power Comm’n v. Hope Natural Gas Co., 320 U.S. 591,
603 (1944)).
¶ 20 In setting a utility’s return on equity, the Commission must evaluate expert use of financial
models that quantify the likely cost of attracting capital investment during the periods when the
rates will be in effect. People ex rel. Madigan v. Illinois Commerce Comm’n, 2011 IL App (1st)
100654, ¶ 74. When a utility is not a publicly traded company, experts apply financial models to a
proxy group of similar entities that are publicly traded. See id. (“Because the [natural gas utilities
are] not publicly traded, the financial models were applied to a proxy group of publicly traded
natural gas utilities with risk profiles identified to be similar to those of [the utilities].”). ComEd
is not publicly traded. Consequently, each of the relevant experts in the consolidated rate
proceedings estimated ComEd’s proper return on equity by applying primarily two different
financial models to entities similar to ComEd. These financial models were (1) the capital asset
pricing model (CAPM) and (2) the discounted cash flow (DCF) model.
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¶ 21 i. General Principles Regarding ComEd’s Return on Equity
¶ 22 a. The CAPM
¶ 23 The CAPM is based on the assumption that the cost of equity in a company is proportional
to the amount of systemic risk of failure associated with that company. Zero Zone, Inc. v. United
States Department of Energy, 832 F.3d 654, 679 (7th Cir. 2016). The CAPM is also based on an
understanding that different companies have different levels of investment risk and, thus, should
produce different returns to their investors. In re Pullman Construction Industries Inc., 107 B.R.
909, 922 (Bankr. N.D. Ill. 1989). Accordingly, experts use the CAPM to measure a company’s
risk relative to the entire stock market and to, in turn, estimate the company’s required rate of
return on equity given its level of risk. Id. at 921; In re Doctors Hospital of Hyde Park, Inc., 507
B.R. 558, 653 (Bankr. N.D. Ill. 2013). More specifically, experts use the CAPM to measure the
risk associated with a specific company relative to the risk of a portfolio of companies and to price
or value that company relative to the return on the portfolio. In re Pullman, 107 B.R. at 922-23. A
company’s risk relates to the variability of its stock price. See id. at 921 (“Risk is measured as the
variability of a stock price relative to a market portfolio.”).
¶ 24 Under the CAPM, a company’s required rate of return is a function of three parameters:
“(1) a risk-free rate of return; (2) the premium that average-risk stocks must pay over the risk-free
rate to entice investors; and (3) the riskiness of the utility’s equity in comparison to average-risk
stocks.” Ameren Illinois Co. v. Illinois Commerce Comm’n, 2015 IL App (4th) 140173, ¶ 9. Experts
relate these three parameters to one another via the CAPM formula, which is as follows:
“Cost of equity = R(f) + (Beta x [R(m)-R(f)])
Where: R(f) = risk-free rate of return
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Beta = beta coefficient of the [company’s] stock, which measures the volatility of
the [company’s] stock in comparison to the volatility of the market as a whole
R(m) = expected rate of return on a market portfolio comprised of a large number
of diversified stocks, i.e., the expected rate of return on average-risk stocks.” Id.
Expressed in words, the CAPM formula means that a company’s cost of equity (i.e., required rate
of return) “is equal to the sum of the risk-free rate of return plus a risk premium (i.e., a return above
the risk[-]free rate).”(Internal quotation marks omitted.) Id. As this court has previously explained:
“The formula assumes that if investing in the [company] would yield a rate of return no
greater than that of treasury securities, which are the prototypical risk-free investment, no
sensible person would invest in the [company]. The [company] would be riskier than
treasury securities, and any rational investor would want compensation, a premium, for the
additional risk. Therefore, to entice investors, the [company] has to offer a risk premium,
some amount above the risk-free rate. In the formula above, the symbols to the right of the
plus sign determine that risk premium.” Id. ¶ 10.
¶ 25 b. The DCF Model
¶ 26 The DCF model is based on the classical valuation theory that the value of an asset should
be determined by its ability to generate future cash flows. Tennessee Gas Pipeline Co. v. Federal
Energy Regulatory Comm’n, 926 F.2d 1206, 1208 n.2 (D.C. Cir. 1991). Accordingly, under the
DCF model, the fundamental value of a given asset “is the discounted sum of all future income
flows that will be received by the owner of the asset.” (Internal quotation marks omitted.) Id. When
applying the DCF model to calculate a company’s rate of return, experts examine and relate the
following three parameters: (1) the current annual dividend amount, (2) the current market price
of the stock, and (3) the growth rate of the stock, which is defined as “the expected increase in the
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dividend [amount], expressed in percentage form.” Public Service Comm’n of the State of New
York v. Federal Energy Regulatory Comm’n, 813 F.2d 448, 463 (D.C. Cir. 1987); Arkansas
Louisiana Gas Co. v. Federal Energy Regulatory Comm’n, 654 F.2d 435, 439 n.9 (5th Cir. 1981).
¶ 27 ii. Return on Equity Proposed by ComEd
¶ 28 ComEd proposed a return on equity of 10.5% in 2024, with an increase of 5 basis points
per year starting in 2025. In support of this proposal, Frank Graves, a principal at a consultancy,
testified that he had applied multiple financial models, including the CAPM, the empirical CAPM
(ECAPM), and the risk premium model (RPM), to estimate ComEd’s return on equity. Graves
testified that he had also applied the constant growth DCF model, which, he explained, was a form
of the DCF model that “assumes a single long-term growth rate in perpetuity.” Graves explained
that, because ComEd was not publicly traded, he had applied each financial model to a proxy group
of 17 entities with operating and risk characteristics that were similar to ComEd.
¶ 29 Additionally, Graves testified that his use of the DCF model, the CAPM, the ECAPM, and
the RPM had yielded “a wide range of results, within which there [was] a band of overlapping
agreement from about [10% to 11% return on equity], which [he] deemed to be the relevant range
within which ComEd’s allowed rate should [have fallen].” Based on the range of results that he
had obtained, Graves recommended that the Commission set ComEd’s return on equity at “the
midpoint range” of 10.5% in 2024, with an increase of 5 basis points per year starting in 2025.
¶ 30 iii. Return on Equity Proposed by Staff
¶ 31 Staff proposed a return on equity of 8.91% or, alternatively, 7.05% or 10.05%. Relevant to
Staff’s proposals, Michael McNally, a senior financial analyst with the Commission, testified that,
in assessing the proper method to use to calculate ComEd’s return on equity, he had made certain
observations, which he articulated as follows:
10
“The [rate plan] shares some characteristics of a rider, most notably, the annual
reconciliation will provide more timely and certain cost recovery. In other words, the true-
up nearly guarantees that ComEd will recover its costs. Like cost recovery pursuant to a
rider, the [rate plan] reconciliation process effectively shifts risk from the [c]ompany to
ratepayers and, consequently, reduces risk to investors and lowers the expected returns.”
McNally explained that, based on his observations, he had determined that ComEd’s risk would
be lower under its rate plan than under formula ratemaking and that, consequently, “the analyses
and comparisons Staff usually employ[ed] to assist in determining [a return on equity did] not
provide [a return on equity] applicable to ComEd as it enter[ed] the four-year [rate plan] period.”
McNally stated that, nevertheless, it was “clear *** that the statutorily established [performance-
based formula], under which ComEd [had] been operating for over a decade, *** [was] sufficient
to support the [c]ompany’s financial health and minimize the cost of capital.” McNally emphasized
that it was also important that the rate plan was an “entirely new” ratemaking structure for ComEd
and that the effect of setting ComEd’s rate of return at an amount lower than those approved in the
past was unknown. McNally explained that, based on these points, he had concluded that the
performance-based formula should be used to calculate ComEd’s return on equity and
recommended a return on equity of 8.91%, to be updated annually throughout the rate plan process.
¶ 32 McNally further testified that, in the alternative and “[i]f the Commission were to consider
the [rate plan] as essentially a rider ***[, then] the [weighted average cost of capital] in [ComEd’s]
most recent [formula ratemaking] case could be adjusted to reflect the reduced risk under the [rate
plan].” Regarding the precise adjustment that the Commission could make to ComEd’s return on
equity, McNally stated the following:
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“The yields for 30-year high-quality corporate bonds were 5.18% as of March 2023, which
represents the return on equity for low risk bonds. ***. The 2022 [formula rate return on
equity] for ComEd [was] 8.91%. The midpoint between the two is 7.05%, which represents
a 186 basis point adjustment from the cost of equity that will be authorized in the
[c]ompany’s current [formula ratemaking] case. Using the midpoint recognizes that some
level of risk remains with the utility because costs recovered through the [rate plan] remain
subject to a prudence review, but that the future test years and reconciliation mechanisms
that are key features of the [rate plan] ensure the [c]ompany will timely recover 100% of
all its prudent investments under the [rate plan].”
¶ 33 Additionally, McNally testified that, separate from the performance-based formula, he had
also used the constant growth DCF model, the nonconstant growth DCF (NCDCF) model, and the
CAPM to calculate ComEd’s return on equity. McNally stated that the constant growth DCF model
had yielded a 9.99% return on equity, that the NCDCF model had yielded an 8.48% return on
equity, and that he had averaged these values to calculate an “overall DCF estimate” of 9.23%
return on equity. McNally further stated that, separately, the CAPM had yielded a 10.87% return
on equity, which he then averaged with his overall DCF estimate to ultimately yield a 10.05%
return on equity. McNally explained, however, that he did not recommend a 10.05% return on
equity for ComEd because, for the reasons to which he had earlier testified, ComEd’s risk was
lower than that of the entities included in the proxy group used in the DCF model and the CAPM.
¶ 34 iv. Return on Equity Proposed by ICCP
¶ 35 ICCP proposed a return on equity within the range of 9.2% to 9.6%. Related to ICCP’s
proposal, Michael Gorman, a consultant in the field of public utility regulation and a managing
principal with an energy, economic, and regulatory consulting firm, testified that he had used the
12
DCF model and the CAPM to calculate ComEd’s return on equity. Regarding his use of the DCF
model, Gorman explained that his “DCF estimates include[d] an elevated DCF return using the
constant growth DCF analysis, supplemented by DCF returns in the sustainable growth and multi-
stage growth DCF models, which reflect[ed] a reversion to more reasonable estimates of long-term
sustainable growth.” Gorman stated that the DCF model had yielded a 9.2% return on equity.
¶ 36 As to his use of the CAPM, Gorman further explained that, prior to the COVID-19
pandemic, the beta inputs for the proxy group that he had used had generally ranged between 0.65
and 0.75 but that, after the pandemic, the betas for the group had become “elevated.” Additionally,
Gorman explained that the current beta for the proxy group was 0.89, which was “abnormally
high,” and that, conversely, the long-term historical average beta of the proxy group reasonably
aligned with that of the entire industry. Gorman stated that, consequently, he endorsed the use of
the long-term historical average beta, which was 0.77. Gorman stated that, when he used a beta
input of 0.77, the CAPM had yielded a 9.6% return on equity. Gorman further stated that, based
on his analyses using the DCF model and the CAPM, he recommended that “ComEd’s return on
equity be in the range of 9.20% and 9.60%, with a point estimate of 9.40%.”
¶ 37 v. Return on Equity Proposed by Others
¶ 38 The Illinois Public Interest Research Group proposed a return on equity of 6.5%, which the
Attorney General endorsed. Walmart proposed a return on equity of “no higher than 9.14[%],”
without an annual increase throughout the rate plan.
¶ 39 vi. The Commission’s Findings and Decision
¶ 40 In its Final Order, the Commission first noted that it had been “presented with a wide range
of proposed [returns on equity] with a low end proposed by [the Illinois Public Interest Research
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Group] at 6.5%, which [was] also supported by the [Attorney General], to a high end proposed by
[ComEd] at 10.5% with annual increases.” The Commission also noted that, “in the middle,” were
“(1) Staff’s primary proposal at 8.91% (adjusted annually based on a formula rate
methodology); (2) Staff’s alternate proposal of 7.05% (the midpoint of Staff’s 8.91%
proposal and the 5.18% yield on 30-year high quality corporate bonds); (3) Staff’s 10.05%
estimate (based on traditional [return on equity] analyses); (4) Walmart at 9.14%; and
(5) ICCP at 9.4%.”
The Commission stated that, in assessing the various proposals and setting ComEd’s proper return
on equity, it had considered the principles set forth in Hope, 320 U.S. 591, and Bluefield, 262 U.S.
679.
¶ 41 Relevant to ComEd’s proposal, the Commission noted that a credit agency had indicated
that the Climate and Equitable Jobs Act was favorable to ComEd in that the statute would likely
enable ComEd to operate under a rate plan with forward test periods, which would, in turn, enhance
rate predictability and reduce regulatory lag. The Commission also noted that, whereas under
formula ratemaking, it could only lower ComEd’s return on equity for the company’s failure to
achieve certain performance metrics, under the rate plan, it could raise or lower ComEd’s return
on equity based on the company’s performance metrics. The Commission found that, accordingly,
ComEd’s risk under the rate plan would be lower than under the formula and traditional ratemaking
structures and, “[i]ndeed, *** most closely akin to the risk that ComEd face[d] under its various
riders.” Based on this finding, the Commission rejected ComEd’s proposed return on equity and
declined to otherwise raise the company’s return on equity to offset any alleged increase in risk.
¶ 42 As to the remaining proposals, the Commission noted that section 16-108.18 of the Public
Utilities Act required it to determine a cost of equity that was consistent with “Commission
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practice and law.” The Commission further noted that there was “no clear definition of what
constitute[d] ‘Commission practice’ ” and that, although it “ha[d] generally adopted the use of
sound financial market-based models and market data, the details of its cost of equity
determination practice [had] reasonably varied and evolved over time based on relevant factors
presented in the record of each case.” Additionally, the Commission articulated that it had “broad
discretion to determine just and reasonable rates, and by extension, the methods by which to
determine the rate of return reflected in such rates.” The Commission further articulated that,
accordingly, it had the discretion to “use or consider, in whole or in part, the cost of equity models
and resulting estimates presented in the record *** and to consider the appropriate inputs to apply
to other cost of equity models presented in the record to determine a fair and reasonable rate of
return.” The Commission then stated that, in light of the evidence before it, it would rely upon the
financial models that it had generally adopted in the past, “albeit with adjustments.”
¶ 43 In applying the standards that it had articulated, the Commission rejected Staff’s proposed
use of the performance rate formula to calculate ComEd’s return on equity because the formula
differed from the rate plan, which section 16-108.18 of the Public Utilities Act required the
Commission to use. The Commission also rejected the Attorney General’s and Walmart’s
proposals because they were not based on traditional financial analyses. Additionally, the
Commission rejected the Illinois Public Interest Research Group’s proposed return on equity
because it was “unreasonably low.”
¶ 44 As to the remaining proposals and the financial models employed therein, the Commission
rejected ComEd and ICCP’s reliance on the constant growth DCF model on the basis that the
model had included inputs that the Commission had “consistently rejected” in the past, such as
outdated historical stock prices. The Commission further noted that ICCP had incorporated
15
sustainable growth rates into its constant growth DCF model even though the Commission had
also “consistently rejected” such rates in the past and ICCP had failed to show how the rates could
accurately reflect investors’ growth expectations or how the rates were “superior” to the analyst
earning growth rate forecasts upon which the Commission had traditionally relied. Additionally,
the Commission found that the growth rate that Staff had used in the constant growth DCF model
was unsustainable into perpetuity because the rate was “nearly 40% higher than the forecasted
long-term growth of the economy.” The Commission further found that this “measurement error”
could “not be sufficiently addressed by averaging Staff’s constant growth DCF estimate with its
NCDCF” and that, therefore, as it had similarly done in the past, it declined to rely on the constant
growth DCF model. The Commission stated that, instead, it adopted the NCDCF model, as well
as the 8.48% return on equity that Staff had proposed based on that model.
¶ 45 Next, the Commission rejected the use of the RPM, as it had similarly done “in many prior
rate decisions.” Regarding the CAPM, the Commission noted that it “regularly relie[d] on current,
observable market interest rates rather than forecasted interest rates” and, thus, adopted Staff’s use
of the then-current United States Treasury bill rate as the risk-free rate input and rejected ComEd
and ICCP’s reliance upon forecasted United States Treasury bond yields. As to the beta input, the
Commission explained that it had historically relied upon an average of weekly and monthly beta
estimates to calculate the beta that it would apply “because the use of multiple beta sources reduces
measurement error from any individual estimate.” However, the Commission observed the
following regarding the evidence presented during the consolidated proceedings:
“[T]he record shows that the weekly beta estimates [used by ComEd, Staff, and ICCP] are
inordinately high compared to the two monthly beta estimates from Zacks and Staff’s
regression beta. The Commission further observes that beta is a measure of risk and Staff
16
demonstrated that the [p]roxy [g]roup has a higher overall risk compared to ComEd.
Moreover, as earlier noted in this [o]rder, a review of the evidence and the arguments of
the parties show that the [c]ompany’s risk under the [rate plan] will be lower than under
both the [formula] and traditional ratemaking.”
Based on its observations, the Commission found that it was “more reasonable to use the average
monthly beta estimates published by Zacks and Staff’s regression beta (i.e., 0.705) for determining
ComEd’s CAPM cost of equity estimate,” which, the Commission explained, would “address the
increased measurement error that would arise from the use of inordinately high weekly betas and
*** recognize the lower risk of ComEd relative to the [p]roxy [g]roup.” Finally, relevant to the
risk premium input, the Commission rejected Staff’s risk premium estimate because it was based
on outlier company growth rates that were “either too high or too low to be sustainable” and instead
applied the growth rate criteria of the Federal Energy Regulatory Commission (FERC) to revise
Staff’s risk premium input to 11.48%. The Commission then applied the CAPM and the relevant
inputs that it had adopted to calculate a 9.33% return on equity.
¶ 46 Following its preliminary findings, the Commission averaged “Staff’s NCDCF estimate of
8.48% and the revised CAPM estimate of 9.33%” and authorized the resulting 8.905% as ComEd’s
return on equity for each of the four test years of the rate plan. In making this determination, the
Commission affirmed that “[t]he market-based financial models and adjustments underlying [the
return on equity were] consistent with Commission practice and law.” The Commission then
concluded by offering the following justification for its decision:
“The Commission concurs with Staff’s observation that [the rate plan] affords
ComEd less risk than traditional ratemaking or the [formula ratemaking]. Under [a rate
plan], ComEd will have the benefits of multiple future test years that reduce regulatory lag
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and annual revenue requirement reconciliations that provide greater certainty of its cash
flows, among others. The Commission observes that the last authorized [return on equity]
for ComEd under formula rates *** was 7.85% for the 2023 filing year. Additionally, the
authorized [returns on equity] for the filing years 2017 through 2022 under formula rates
were 8.64%, 8.40%, 8.69%, 8.91%, 8.38%, and 7.36%, respectively. The Commission
further observes that credit rating agencies upgraded ComEd’s credit rating multiple times
while it was under formula rates. In authorizing a [return on equity] of 8.905%, which lies
in the lower range of [return on equity] proposals put forth in this case, the Commission
recognizes the lower risk that ComEd bears under a [rate plan] compared to traditional
ratemaking in terms of more risk that is transferred from the [c]ompany to its customers.”
¶ 47 2. ComEd’s Alleged Pension Asset
¶ 48 The evidence that the parties presented to the Commission showed that, under generally
accepted accounting principles, a pension asset is the amount by which a company’s cumulative
pension contributions exceed its cumulative net periodic pension costs. Generally, the cost of a
pension is “the expected change in the pension benefit obligation *** funded status (i.e., the
difference between pension plan assets and the [pension benefit obligation]) ov