Template:Nutshell EUA Annex Cost of Carry Amount: Difference between revisions
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Amwelladmin (talk | contribs) (Created page with "'''{{euaprov|Cost of Carry Amount}}''': Means an EUR amount equal to: :(i) {{euaprov|Allowance Forward Transaction}}s: ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance P...") |
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Revision as of 15:56, 27 June 2022
Cost of Carry Amount: Means an EUR amount equal to:
- (i) Allowance Forward Transactions: Cost of Carry Rate x Allowance Purchase Price x Number of Allowances delivered by the Delayed Delivery Date following a Template:Euapro''v x (Cost of Carry Delay/360).
- (ii) Allowance Option Transactions: Allowance Strike Price x Number of Allowances delivered by the Delayed Delivery Date following a Suspension Event x (Cost of Carry Delay/360).