Template:Nutshell EUA Annex Cost of Carry Amount: Difference between revisions
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:'''{{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). | ||
:'''{{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 “'''N'''” = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}. | where “'''N'''” = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}. <br> | ||
Revision as of 16:00, 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.