Template:Nutshell EUA Annex Cost of Carry Amount

Cost of Carry Amount: 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.