Template:Nutshell EUA Annex Cost of Carry Amount: Difference between revisions

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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 N x ({{euaprov|Cost of Carry Delay}}/360).
:'''{{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|Cost of Carry Rate}} x {{euaprov|Allowance Strike Price}} x N x ({{euaprov|Cost of Carry Delay}}/360).
:'''{{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
where “N” = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}.
N = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}

Revision as of 15:59, 27 June 2022

Cost of Carry Amount: Means an EUR amount equal to:

Allowance Forward Transactions: Cost of Carry Rate x Allowance Purchase Price x N x (Cost of Carry Delay/360).
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.

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