Template:Nutshell EUA Annex Cost of Carry Amount

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