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碳足跡方法

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本文件詳細說明將碳排放足跡與 AiLA 商品產品相連結的方法，以特定投資資本金額所對應的 CO2 排放公噸數（MT）計算。

定義

營業日：就某項資產而言，指所有成分資產皆有交易且有結算收盤價的日子。
權重：指在特定日期配置於某一商品合約的資本百分比。

1) 每項商品的合約口數

  • 依標準化的期貨合約規格，以營業日（𝑡）收盤時的特定權重，計算每項商品（C）以合約口數表示的數量。
  • 在每個營業日，商品權重（w c ）由不同合約（i）的權重（w）加總計算而得
  • 商品權重不考慮權重的正負號；一般而言，空頭部位的權重為負值
  • 對應的合約口數（N C）由配置資本（A）、商品權重（w c ）及商品合約價格（p C）計算而得
  • 商品合約價格（p C ）以第（t）日收盤時的現貨或近月合約價格為基礎，並結合合約規格及匯率計算

2) 每口合約的排放量

  • 每項商品皆使用取自美國環境保護署（EPA）及歐洲環境署（EEA）等公開來源的 CO2 當量換算係數。這些換算係數經標準化後，求得每項商品（C）以每基本單位 MT CO2 表示的排放換算係數（E C ）。（例如 WTI 原油的單位為 MT/barrel。）
  • 附錄 1 中的結果採用取自相關資料來源的近期固定換算係數。這些數值將隨換算係數的變動而更新。
  • 每口合約排放量的決定方式如下：

    其中 L C 為各商品的合約規格（例如一口 WTI 原油期貨合約為 1,000 桶，因此 L WTI =1,000）

3) AiLA 產品的碳足跡曝險

  • AiLA 產品在特定營業日（t）的碳足跡曝險（CF(t)）決定方式如下：

附錄 1 – 各商品的碳足跡

商品排放量單位資料來源
WTI CME430.0000MT/Contracthttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
Brent ICE430.0000MT/Contracthttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
RBOB CME373.2540MT/Contracthttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
熱燃油 CME427.5600MT/Contracthttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
柴油 ICE318.5300MT/Contracthttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
天然氣 CME529.1000MT/Contracthttps://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/Contracthttps://360energy.net/how-does-using-energy-create-carbon-emissions/
德國電力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
北歐電力 NASDAQ0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
法國電力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
英國電力 ICE0.2810MT/MWhhttps://www.eea.europa.eu/data-and-maps/indicators/overview-of-the-electricity-production-3/assessment
澳洲電力 ASX0.4330MT/MWhhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
新加坡電力 SGX0.4330MT/MWhhttps://www.epa.gov/energy/greenhouse-gases-equivalencies-calculator-calculations-and-references
黃金 CME100.0000MT/Contracthttps://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
白金 CME62.5000MT/Contracthttps://www.researchgate.net/publication/223232620_The_environmental_costs_of_platinum-PGM_mining_and_sustainability_Is_the_glass_half-full_or_half-empty
鈀金 CME125.0000MT/Contracthttps://www.researchgate.net/publication/223232620_The_environmental_costs_of_platinum-PGM_mining_and_sustainability_Is_the_glass_half-full_or_half-empty
鋁 LME275.0000MT/Contracthttps://css.umich.edu/sites/default/files/publication/CSS19-36.pdf
鉛 LME41.0000MT/Contracthttps://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
鎳 LME69.1800MT/Contracthttps://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
鋅 LME96.5000MT/Contracthttps://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
銅 CME34.0000MT/Contracthttps://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
銅 LME75.0000MT/Contracthttps://www.winnipeg.ca/finance/findata/matmgt/documents/2012/682-2012/682-2012_Appendix_H-WSTP_South_End_Plant_Process_Selection_Report/Appendix%207.pdf
鋼筋 SHFE15.0000MT/Contracthttps://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/Contracthttps://www.scientificamerican.com/article/how-growing-corn-could-produce-less-pollution/#:~:text=These%20farmers%2C%20according%20to%20Sheehan's,studies%20from%20Argonne%20National%20Laboratory.
黃豆 CME17.0060MT/Contracthttps://ussoy.org/soy-sustainability-reducing-greenhouse-gas-emissions/
黃豆粉 CME54.6000MT/Contracthttps://edepot.wur.nl/324258
黃豆油 CME115.6200MT/Contracthttps://www.sciencedaily.com/releases/2022/03/220321115838.htm#:~:text=Crop%20specific%20median%20emissions%20ranged,oil%20getting%20more%20negative%20attention.
棕櫚油 MDX85.2500MT/Contracthttps://www.sciencedirect.com/science/article/abs/pii/S0959652620340907#:~:text=The%20consequential%20results%20show%20that,%2Fkg%20for%20non%2Dcertified.
活牛 CME2,216.000MT/Contracthttps://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/Contracthttps://www.ncbi.nlm.nih.gov/pmc/articles/PMC4494322/#:~:text=yearling%2Dfed%20production%20systems%20with,e%20per%20kg%20carcass%20weight).
瘦肉豬 CME90.7200MT/Contracthttps://porkcdn.s3.amazonaws.com/sites/all/files/documents/NPB%20Scan%20Final%20-%20May%202011.pdf
紐約可可 ICE60.0000MT/Contracthttps://www.scielo.br/j/eagri/a/FzJM7R98j6Z9gT3Swxdwysp/?lang=en
倫敦可可 ICE60.0000MT/Contracthttps://www.scielo.br/j/eagri/a/FzJM7R98j6Z9gT3Swxdwysp/?lang=en
阿拉比卡咖啡 ICE25.8563MT/Contracthttps://www.idhsustainabletrade.com/uploaded/2019/03/The-carbon-footprint-of-Vietnam-robusta-coffee_2019.pdf
羅布斯塔咖啡 ICE15.2000MT/Contracthttps://www.idhsustainabletrade.com/uploaded/2019/03/The-carbon-footprint-of-Vietnam-robusta-coffee_2019.pdf
糖 ICE12.1968MT/Contracthttps://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/Contracthttps://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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