California Carbon Credits

California instated its carbon cap-and-trade system in 2006, requiring companies in the state to buy a carbon allowance for each tonne of carbon they emit.

Pillar
Uncorrelated strategies
Theme
Energy transition
Status
Current investment
Geography
USA
Invested date
2022

The supply of allowances is managed by the state regulator with a 2030 target of reducing emissions to 40% below their 1998 levels.

These allowances, sold via quarterly auctions and tradeable on secondary markets, trade between a price floor and ceiling that both increase at the rate of inflation (CPI) + 5% p.a. These mechanics provide strong downside protection to RIT’s investment where we expect the price floor to match the entry level of our initial investment in a short number of years. The fair value of these allowances over time will be equal to the cost of abatement, which we believe is substantially higher than its current price. 
 
This investment demonstrates RIT’s ability to identify value trades, uncorrelated to other asset classes in markets that are difficult to access.