"The Commission will not disclose the identity and/or information unless consent is given or the Commission is required to by law," it said in a statement.
"If confidentiality is a concern then it should be raised when first contact is made with the Commission."
Mr Key this morning underlined his support for a formal investigation, saying that while he had never seen anything to demonstrate that Countdown were performing or acting improperly, "for everybody, Countdown themselves and New Zealand consumers and for New Zealand workers we need to understand what's gone on".
Meanwhile as a campaign to boycott Countdown supermarkets gathers pace, Mr Key warned against adopting protectionist measures.
Tauranga man Nevan Lancaster a week ago started a Facebook page "Boycott Countdown" in response to Countdown's Australian parent company, Woolworths Ltd, dropping New Zealand suppliers from some of its own brand product lines in Australia, in favour of local suppliers.
The number of "likes" leapt from 1000 on Wednesday to 8117 by this afternoon following Mr Jones' allegations.
Mr Lancaster wants people to stop shopping at Countdown and instead give their grocery dollar to locally-owned producers and suppliers.
"Basically if our goods are not good enough to be sold to Australians, then the company is not good enough to sell to us," Mr Lancaster said.
This morning Mr Key said that with New Zealand so reliant on food exports, "if we get too protectionist in New Zealand while it might feel good in the very short term in the long term, we run the risk that there's retaliatory action around the world and we don't benefit from that at all".
