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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'''{{euaprov|Cost of Carry Amount}}''': Means an EUR amount equal to: | '''{{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 Purchase Price}} x | :(i) {{euaprov|Allowance Forward Transaction}}s: ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Purchase Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
:(ii) {{euaprov|Allowance Option Transaction}}s: ''{{euaprov|Allowance Strike Price}} x {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}} | :(ii) {{euaprov|Allowance Option Transaction}}s: ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Strike Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
where | |||
N = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}} | |||
Revision as of 15:58, 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 N x (Cost of Carry Delay/360).
- (ii) Allowance Option Transactions: Cost of Carry Rate x Allowance Strike Price x N x (Cost of Carry Delay/360).
where N = Number of Allowances delivered by the Delayed Delivery Date following a Suspension Event