Template:EUA Annex Cost of Carry Amount

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

(a) the Cost of Carry Rate multiplied by:
(b)
(i) in respect of an Allowance Forward Transaction, the Allowance Purchase Price multiplied by the Number of Allowances delivered on or before the Delayed Delivery Date following the occurrence of a Suspension Event; or
(ii) in respect of an Allowance Option Transaction, the Allowance Strike Price multiplied by the Number of Allowances delivered on or before the Delayed Delivery Date following the occurrence of a Suspension Event;
multiplied by: (c) the Cost of Carry Delay, divided by 360.