Cost of Carry Rate - Emissions Annex Provision

EU Emissions Allowance Transaction Annex to the 2005 ISDA Commodity Definitions
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Emissions trading documentation

ISDA: EU Anatomy • EU Wikitext • EU Nutshell (premium) • UK Anatomy • UK Wikitext (to be merged into EU Anatomy)
IETA: IETA Master Agreement • IETA Wikitext • IETA Nutshell (premium)

EFET: EFET Allowances Appendix • EFET Allowances Wikitext • EFET Nutshell (premium)

Section Cost of Carry Rate in a Nutshell™

Use at your own risk, campers!

Cost of Carry Rate: The Floating Rate that would be determined for the Calculation Period from the scheduled Payment Date to the Delayed Payment Date, were the Reset Date the last day of that Calculation Period and the Floating Rate Option “EUR-EONIA-OIS-COMPOUND”. view template

Full text of Section Cost of Carry Rate

Cost of Carry Rate: Means a rate equal to the Floating Rate that would be determined for a Calculation Period commencing on (and including) the scheduled Payment Date and ending on (but excluding) the Delayed Payment Date, if the Reset Date were the last day of that Calculation Period and the applicable Floating Rate Option were “EUR-EONIA-OIS-COMPOUND”. view template

Comparison

See our natty emissions comparison table between the IETA, EFET and ISDA versions of emissions trading docs

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