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碳足迹方法

译自英文。以英文原文为准。 阅读英文版

本文件详细说明将碳排放足迹与 AiLA 大宗商品产品相关联的方法，碳足迹以一定投资资本所对应的 CO2 排放公吨数（MT）计算。

定义

资产的营业日指所有成分资产均进行交易并有结算收盘价的日子。
权重指在特定交易日配置于某一大宗商品合约的资本百分比。

1）每种大宗商品的合约数量

  • 根据标准化期货合约规模，按营业日（𝑡）收盘时的给定权重，以合约数量计算每种大宗商品（C）的数量。
  • 在每个营业日，将不同合约（i）的权重（w）相加，计算大宗商品权重（w c ）
  • 大宗商品权重不考虑权重的符号（空头头寸通常为负权重）
  • 相应的合约数量（N C）根据已配置资本（A）、大宗商品权重（w c ）及大宗商品合约价格（p C）计算
  • 大宗商品合约价格（p C ）基于第（t）日收盘时的现货价格或近月合约价格，并结合合约规模和汇率确定

2）每份合约的排放量

  • 对于每种大宗商品，采用来自美国环境保护署（EPA）和欧洲环境署（EEA）等公开来源的 CO2 当量换算系数。对这些换算系数进行标准化处理，得出每种大宗商品（C）以每基本单位 MT CO2 计的排放换算系数（E C ）。（例如，WTI 原油的单位为 MT/桶。）
  • 附录 1 中的结果采用相关数据来源近期的固定换算系数。这些数值将随换算系数的变化而更新。
  • 每份合约排放量的计算方法如下：

    其中 L C 为各大宗商品的合约规模（例如，一份 WTI 原油期货合约为 1,000 桶，因此 L WTI =1,000）

3）AiLA 产品的碳足迹敞口

  • 为确定 AiLA 产品在特定营业日（t）的碳足迹敞口（CF(t)）：

附录 1：各大宗商品的碳足迹

大宗商品排放量单位数据来源
WTI CME430.0000MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
Brent ICE430.0000MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
RBOB CME373.2540MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
取暖油 CME427.5600MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
柴油 ICE318.5300MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
天然气 CME529.1000MT/合约https://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
NBP ICE0.0053MT/MMBTUhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
TTF ICE0.1805MT/MWhhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
API2 煤炭29,040.0000MT/合约https://360energy.net/how-does-using-energy-create-carbon-emissions/
德国电力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
北欧电力 NASDAQ0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
法国电力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
英国电力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
澳大利亚电力 ASX0.4330MT/MWhhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
新加坡电力 SGX0.4330MT/MWhhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
黄金 CME100.0000MT/合约https://www.spglobal.com/marketintelligence/en/news-insights/blog/greenhouse-gas-and-gold-mines-nearly-1-ton-of-co2-emitted-per-ounce-of-gold-produced-in-2019
铂金 CME62.5000MT/合约https://www.researchgate.net/publication/223232620_The_environmental_costs_of_platinum-PGM_mining_and_sustainability_Is_the_glass_half-full_or_half-empty
钯金 CME125.0000MT/合约https://www.researchgate.net/publication/223232620_The_environmental_costs_of_platinum-PGM_mining_and_sustainability_Is_the_glass_half-full_or_half-empty
铝 LME275.0000MT/合约https://css.umich.edu/sites/default/files/publication/CSS19-36.pdf
铅 LME41.0000MT/合约https://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
镍 LME69.1800MT/合约https://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
锌 LME96.5000MT/合约https://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
铜 CME34.0000MT/合约https://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
铜 LME75.0000MT/合约https://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
螺纹钢 SHFE15.0000MT/合约https://www.researchgate.net/publication/305827970_Comparison_of_carbon_dioxide_emissions_intensity_of_steel_production_in_China_Germany_Mexico_and_the_United_States
玉米 CME20.8290MT/合约https://www.scientificamerican.com/article/how-growing-corn-could-produce-less-pollution/#:~:text=These%20farmers%2C%20according%20to%20Sheehan's,studies%20from%20Argonne%20National%20Laboratory.
大豆 CME17.0060MT/合约https://ussoy.org/soy-sustainability-reducing-greenhouse-gas-emissions/
豆粕 CME54.6000MT/合约https://edepot.wur.nl/324258
豆油 CME115.6200MT/合约https://www.sciencedaily.com/releases/2022/03/220321115838.htm#:~:text=Crop%20specific%20median%20emissions%20ranged,oil%20getting%20more%20negative%20attention.
棕榈油 MDX85.2500MT/合约https://www.sciencedirect.com/science/article/abs/pii/S0959652620340907#:~:text=The%20consequential%20results%20show%20that,%2Fkg%20for%20non%2Dcertified.
活牛 CME2,216.000MT/合约https://beef.unl.edu/beefwatch/2020/how-many-pounds-meat-can-we-expect-beef-animal ; https://www.fao.org/news/story/en/item/197623/icode/#:~:text=Emission%20intensities%20(i.e.%20emissions%20per,%2Deq.kg%20respectively).
育肥牛 CME396.9000MT/合约https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4494322/#:~:text=yearling%2Dfed%20production%20systems%20with,e%20per%20kg%20carcass%20weight).
瘦肉猪 CME90.7200MT/合约https://porkcdn.s3.amazonaws.com/sites/all/files/documents/NPB%20Scan%20Final%20-%20May%202011.pdf
纽约可可 ICE60.0000MT/合约https://www.scielo.br/j/eagri/a/FzJM7R98j6Z9gT3Swxdwysp/?lang=en
伦敦可可 ICE60.0000MT/合约https://www.scielo.br/j/eagri/a/FzJM7R98j6Z9gT3Swxdwysp/?lang=en
阿拉比卡咖啡 ICE25.8563MT/合约https://www.idhsustainabletrade.com/uploaded/2019/03/The-carbon-footprint-of-Vietnam-robusta-coffee_2019.pdf
罗布斯塔咖啡 ICE15.2000MT/合约https://www.idhsustainabletrade.com/uploaded/2019/03/The-carbon-footprint-of-Vietnam-robusta-coffee_2019.pdf
糖 ICE12.1968MT/合约https://cbmjournal.biomedcentral.com/articles/10.1186/1750-0680-5-3#:~:text=According%20to%20this%20study%20each,each%20ton%20of%20sugar%20produced.
白糖 ICE12.0000MT/合约https://cbmjournal.biomedcentral.com/articles/10.1186/1750-0680-5-3#:~:text=According%20to%20this%20study%20each,each%20ton%20of%20sugar%20produced.
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