Pummeled CCA Prices Create "Asymmetric Opportunity"

California carbon allowance (CCA) prices continue declining this year due to tightening delays and a lack of clarity from regulators. However, the underlying thesis and long-term outlook for the market remain strong, creating opportunities for investors.

A string of workshops held by the California Air Resource Board (CARB) this year failed to lead to the desired clarity for investors. Though the regulator previously made clear its intention of further tightening for the market, it failed to deliver sufficient details at the April, May, and July workshops.

“CCAs’ performance has been affected by the slow pace of rulemaking for the upcoming changes in California’s cap-and-trade program,” KraneShares wrote in a summer carbon allowance report.

CARB announced at the July workshop its intent to lower the emission cap by reducing free allowance allocations as well as auction volumes. This creates bullish potential by driving up demand for narrowing supply, thereby creating pricing pressure long-term. However, the regulator also announced that it was pushing tightening back a year, beginning in 2026 instead of next year.

California carbon allowance prices plummeted in response as investors expressed their disappointment. It creates an opportunity for those investors looking to harness the long-term potential of carbon allowance prices and momentum.

Though CARB failed to deliver on investor expectations this summer, the proposed tightening trajectories create a bullish narrative looking ahead.

“While the CARB-proposed caps trajectories through 2030 vary from a 180Mt reduction vs. the current path (Option 1) to 265Mt reduction (Option 2), the total emissions budget through 2045 is approximately the same for both,” explained KraneShares.

In other words, the two proposed paths tighten along different trajectories but arrive at the same end point by 2045.

Chart of the annual carbon allowance supply/demand curve and CARB's two proposed tightening trajectories.

Image source: KraneShares Climate Market Now blog

Capture “Asymmetric Opportunity” With KCCA

One of California’s carbon market mechanisms centers around a floor price that rises 5% annually plus inflation. “Long-term investors may find that today’s entry point of around $35 is attractive against a rising floor price that could reach $39 by 2030 and a ceiling that could hit $140 by 2030, providing for a potentially asymmetric opportunity,” KraneShares wrote in a July blog post.

Those investors seeking to capture exposure to California’s carbon market at current reduced prices should consider the KraneShares California Carbon Allowance Strategy ETF (KCCA).

The fund offers targeted exposure to the joint California and Quebec carbon allowance markets. The market is one of the fastest-growing carbon allowance programs worldwide. Its benchmark is the S&P Carbon Credit CCA Index. The CCA includes up to 15% of the cap-and-trade credits from Quebec’s market.

The index tracks the most traded CCA futures contracts. The fund uses a wholly-owned subsidiary in the Cayman Islands to prevent investors from needing a K-1 for tax purposes.

KCCA carries an expense ratio of 0.81%.

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