Template:Nutshell EUA Annex Cost of Carry Amount
Jump to navigation
Jump to search
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