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