Template:EUA Annex Cost of Carry Amount: Difference between revisions
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::(i) in respect of an {{euaprov|Allowance Forward Transaction}}, the {{euaprov|Allowance Purchase Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; or | ::(i) in respect of an {{euaprov|Allowance Forward Transaction}}, the {{euaprov|Allowance Purchase Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; or | ||
::(ii) in respect of an {{euaprov|Allowance Option Transaction}}, the {{euaprov|Allowance Strike Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; | ::(ii) in respect of an {{euaprov|Allowance Option Transaction}}, the {{euaprov|Allowance Strike Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; | ||
:multiplied by: (c) the {{euaprov|Cost of Carry Delay}}, divided by 360. | :multiplied by: | ||
:(c) the {{euaprov|Cost of Carry Delay}}, divided by 360.<ref>Note: we have added in some line breaks which somewhat obscure that, since {{icds}} elected to express a mathematical proposition on its own tortured prose, it is not clear ''what'' is meant to be divided by 360: we think it makes most sense to dissolve the {{euaprov|Cost of Carry Delay}} only by 360, which gets you an annualised day count fraction that the rest of the sum can be multiplied by. But look, we could be wrong about that.</ref> | |||